ECBOT 10 Year T-Note Future March 2024


Trading Metrics calculated at close of trading on 22-Jan-2024
Day Change Summary
Previous Current
19-Jan-2024 22-Jan-2024 Change Change % Previous Week
Open 111-070 111-075 0-005 0.0% 112-180
High 111-095 111-195 0-100 0.3% 112-185
Low 110-260 111-045 0-105 0.3% 110-260
Close 111-040 111-160 0-120 0.3% 111-040
Range 0-155 0-150 -0-005 -3.2% 1-245
ATR 0-219 0-214 -0-005 -2.1% 0-000
Volume 1,538,398 1,325,752 -212,646 -13.8% 7,919,490
Daily Pivots for day following 22-Jan-2024
Classic Woodie Camarilla DeMark
R4 112-263 112-202 111-242
R3 112-113 112-052 111-201
R2 111-283 111-283 111-188
R1 111-222 111-222 111-174 111-252
PP 111-133 111-133 111-133 111-149
S1 111-072 111-072 111-146 111-102
S2 110-303 110-303 111-132
S3 110-153 110-242 111-119
S4 110-003 110-092 111-078
Weekly Pivots for week ending 19-Jan-2024
Classic Woodie Camarilla DeMark
R4 116-257 115-233 112-031
R3 115-012 113-308 111-195
R2 113-087 113-087 111-144
R1 112-063 112-063 111-092 111-272
PP 111-162 111-162 111-162 111-106
S1 110-138 110-138 110-308 110-028
S2 109-237 109-237 110-256
S3 107-312 108-213 110-205
S4 106-067 106-288 110-049
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-185 110-260 1-245 1.6% 0-199 0.6% 39% False False 1,849,048
10 112-265 110-260 2-005 1.8% 0-203 0.6% 34% False False 1,865,468
20 113-120 110-260 2-180 2.3% 0-202 0.6% 27% False False 1,615,136
40 113-120 108-185 4-255 4.3% 0-220 0.6% 61% False False 1,853,270
60 113-120 105-265 7-175 6.8% 0-232 0.6% 75% False False 1,271,635
80 113-120 105-215 7-225 6.9% 0-236 0.7% 76% False False 953,823
100 113-120 105-215 7-225 6.9% 0-212 0.6% 76% False False 763,063
120 113-120 105-215 7-225 6.9% 0-178 0.5% 76% False False 635,886
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-054
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 113-192
2.618 112-268
1.618 112-118
1.000 112-025
0.618 111-288
HIGH 111-195
0.618 111-138
0.500 111-120
0.382 111-102
LOW 111-045
0.618 110-272
1.000 110-215
1.618 110-122
2.618 109-292
4.250 109-048
Fisher Pivots for day following 22-Jan-2024
Pivot 1 day 3 day
R1 111-147 111-132
PP 111-133 111-103
S1 111-120 111-075

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

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