ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 18-Jan-2024

Day Change Summary
	Previous	Current
	17-Jan-2024	18-Jan-2024	Change	Change %	Previous Week
Open	111-290	111-135	-0-155	-0.4%	111-230
High	112-015	111-210	-0-125	-0.3%	112-265
Low	111-090	111-045	-0-045	-0.1%	111-155
Close	111-135	111-065	-0-070	-0.2%	112-190
Range	0-245	0-165	-0-080	-32.7%	1-110
ATR	0-228	0-223	-0-004	-2.0%	0-000
Volume	2,139,591	1,703,768	-435,823	-20.4%	9,409,447

Daily Pivots for day following 18-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	112-282	112-178	111-156
R3	112-117	112-013	111-110
R2	111-272	111-272	111-095
R1	111-168	111-168	111-080	111-138
PP	111-107	111-107	111-107	111-091
S1	111-003	111-003	111-050	110-292
S2	110-262	110-262	111-035
S3	110-097	110-158	111-020
S4	109-252	109-313	110-294

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	111-045	1-220	1.5%	0-242	0.7%	4%	False	True	2,200,843
10	112-265	111-045	1-220	1.5%	0-232	0.7%	4%	False	True	1,996,293
20	113-120	111-045	2-075	2.0%	0-204	0.6%	3%	False	True	1,600,296
40	113-120	108-185	4-255	4.3%	0-219	0.6%	55%	False	False	1,827,644
60	113-120	105-230	7-210	6.9%	0-235	0.7%	72%	False	False	1,223,915
80	113-120	105-215	7-225	6.9%	0-236	0.7%	72%	False	False	918,022
100	113-120	105-215	7-225	6.9%	0-209	0.6%	72%	False	False	734,422
120	113-120	105-215	7-225	6.9%	0-177	0.5%	72%	False	False	612,018

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-067
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	113-271
2.618	113-002
1.618	112-157
1.000	112-055
0.618	111-312
HIGH	111-210
0.618	111-147
0.500	111-128
0.382	111-108
LOW	111-045
0.618	110-263
1.000	110-200
1.618	110-098
2.618	109-253
4.250	108-304

Fisher Pivots for day following 18-Jan-2024
Pivot	1 day	3 day
R1	111-128	111-275
PP	111-107	111-205
S1	111-086	111-135

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

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