ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 17-Jan-2024

Day Change Summary
	Previous	Current
	16-Jan-2024	17-Jan-2024	Change	Change %	Previous Week
Open	112-180	111-290	-0-210	-0.6%	111-230
High	112-185	112-015	-0-170	-0.5%	112-265
Low	111-225	111-090	-0-135	-0.4%	111-155
Close	111-270	111-135	-0-135	-0.4%	112-190
Range	0-280	0-245	-0-035	-12.5%	1-110
ATR	0-227	0-228	0-001	0.6%	0-000
Volume	2,537,733	2,139,591	-398,142	-15.7%	9,409,447

Daily Pivots for day following 17-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	113-282	113-133	111-270
R3	113-037	112-208	111-202
R2	112-112	112-112	111-180
R1	111-283	111-283	111-157	111-235
PP	111-187	111-187	111-187	111-162
S1	111-038	111-038	111-113	110-310
S2	110-262	110-262	111-090
S3	110-017	110-113	111-068
S4	109-092	109-188	111-000

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	111-090	1-175	1.4%	0-237	0.7%	9%	False	True	2,172,978
10	112-265	111-065	1-200	1.5%	0-239	0.7%	13%	False	False	2,029,959
20	113-120	111-065	2-055	1.9%	0-203	0.6%	10%	False	False	1,570,702
40	113-120	108-185	4-255	4.3%	0-220	0.6%	59%	False	False	1,786,659
60	113-120	105-230	7-210	6.9%	0-236	0.7%	74%	False	False	1,195,527
80	113-120	105-215	7-225	6.9%	0-236	0.7%	75%	False	False	896,725
100	113-120	105-215	7-225	6.9%	0-208	0.6%	75%	False	False	717,384
120	113-120	105-215	7-225	6.9%	0-176	0.5%	75%	False	False	597,820

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-096
2.618	114-016
1.618	113-091
1.000	112-260
0.618	112-166
HIGH	112-015
0.618	111-241
0.500	111-212
0.382	111-184
LOW	111-090
0.618	110-259
1.000	110-165
1.618	110-014
2.618	109-089
4.250	108-009

Fisher Pivots for day following 17-Jan-2024
Pivot	1 day	3 day
R1	111-212	112-018
PP	111-187	111-270
S1	111-161	111-202

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

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