ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 16-Jan-2024

Day Change Summary
	Previous	Current
	12-Jan-2024	16-Jan-2024	Change	Change %	Previous Week
Open	112-130	112-180	0-050	0.1%	111-230
High	112-265	112-185	-0-080	-0.2%	112-265
Low	112-030	111-225	-0-125	-0.3%	111-155
Close	112-190	111-270	-0-240	-0.7%	112-190
Range	0-235	0-280	0-045	19.1%	1-110
ATR	0-222	0-227	0-004	2.0%	0-000
Volume	2,107,650	2,537,733	430,083	20.4%	9,409,447

Daily Pivots for day following 16-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	114-213	114-042	112-104
R3	113-253	113-082	112-027
R2	112-293	112-293	112-001
R1	112-122	112-122	111-296	112-068
PP	112-013	112-013	112-013	111-306
S1	111-162	111-162	111-244	111-108
S2	111-053	111-053	111-219
S3	110-093	110-202	111-193
S4	109-133	109-242	111-116

Weekly Pivots for week ending 12-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	116-107	115-258	113-106
R3	114-317	114-148	112-308
R2	113-207	113-207	112-269
R1	113-038	113-038	112-229	113-122
PP	112-097	112-097	112-097	112-139
S1	111-248	111-248	112-151	112-012
S2	110-307	110-307	112-111
S3	109-197	110-138	112-072
S4	108-087	109-028	111-274

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-265	111-195	1-070	1.1%	0-212	0.6%	19%	False	False	2,028,339
10	112-265	111-065	1-200	1.5%	0-237	0.7%	39%	False	False	1,967,459
20	113-120	111-065	2-055	1.9%	0-201	0.6%	29%	False	False	1,560,944
40	113-120	108-185	4-255	4.3%	0-220	0.6%	68%	False	False	1,734,629
60	113-120	105-215	7-225	6.9%	0-235	0.7%	80%	False	False	1,159,881
80	113-120	105-215	7-225	6.9%	0-236	0.7%	80%	False	False	869,983
100	113-120	105-215	7-225	6.9%	0-205	0.6%	80%	False	False	695,988
120	113-120	105-215	7-225	6.9%	0-174	0.5%	80%	False	False	579,990

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-068
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-095
2.618	114-278
1.618	113-318
1.000	113-145
0.618	113-038
HIGH	112-185
0.618	112-078
0.500	112-045
0.382	112-012
LOW	111-225
0.618	111-052
1.000	110-265
1.618	110-092
2.618	109-132
4.250	107-315

Fisher Pivots for day following 16-Jan-2024
Pivot	1 day	3 day
R1	112-045	112-070
PP	112-013	112-030
S1	111-302	111-310

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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