ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 23-Jan-2024

Day Change Summary
	Previous	Current
	22-Jan-2024	23-Jan-2024	Change	Change %	Previous Week
Open	111-075	111-135	0-060	0.2%	112-180
High	111-195	111-170	-0-025	-0.1%	112-185
Low	111-045	111-040	-0-005	0.0%	110-260
Close	111-160	111-070	-0-090	-0.3%	111-040
Range	0-150	0-130	-0-020	-13.3%	1-245
ATR	0-214	0-208	-0-006	-2.8%	0-000
Volume	1,325,752	1,268,992	-56,760	-4.3%	7,919,490

Daily Pivots for day following 23-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	112-163	112-087	111-142
R3	112-033	111-277	111-106
R2	111-223	111-223	111-094
R1	111-147	111-147	111-082	111-120
PP	111-093	111-093	111-093	111-080
S1	111-017	111-017	111-058	110-310
S2	110-283	110-283	111-046
S3	110-153	110-207	111-034
S4	110-023	110-077	110-318

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	112-015	110-260	1-075	1.1%	0-169	0.5%	33%	False	False	1,595,300
10	112-265	110-260	2-005	1.8%	0-190	0.5%	20%	False	False	1,811,819
20	113-120	110-260	2-180	2.3%	0-200	0.6%	16%	False	False	1,605,859
40	113-120	108-185	4-255	4.3%	0-218	0.6%	55%	False	False	1,827,969
60	113-120	105-265	7-175	6.8%	0-229	0.6%	71%	False	False	1,292,775
80	113-120	105-215	7-225	6.9%	0-234	0.7%	72%	False	False	969,683
100	113-120	105-215	7-225	6.9%	0-211	0.6%	72%	False	False	775,753
120	113-120	105-215	7-225	6.9%	0-179	0.5%	72%	False	False	646,461

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	0-050
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	113-082
2.618	112-190
1.618	112-060
1.000	111-300
0.618	111-250
HIGH	111-170
0.618	111-120
0.500	111-105
0.382	111-090
LOW	111-040
0.618	110-280
1.000	110-230
1.618	110-150
2.618	110-020
4.250	109-128

Fisher Pivots for day following 23-Jan-2024
Pivot	1 day	3 day
R1	111-105	111-069
PP	111-093	111-068
S1	111-082	111-068

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

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