ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 26-Jan-2024

Day Change Summary
	Previous	Current
	25-Jan-2024	26-Jan-2024	Change	Change %	Previous Week
Open	111-000	111-120	0-120	0.3%	111-075
High	111-130	111-180	0-050	0.1%	111-195
Low	110-265	111-000	0-055	0.2%	110-265
Close	111-100	111-010	-0-090	-0.3%	111-010
Range	0-185	0-180	-0-005	-2.7%	0-250
ATR	0-207	0-205	-0-002	-0.9%	0-000
Volume	2,037,400	1,547,788	-489,612	-24.0%	8,157,773

Daily Pivots for day following 26-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	112-283	112-167	111-109
R3	112-103	111-307	111-060
R2	111-243	111-243	111-043
R1	111-127	111-127	111-026	111-095
PP	111-063	111-063	111-063	111-048
S1	110-267	110-267	110-314	110-235
S2	110-203	110-203	110-297
S3	110-023	110-087	110-280
S4	109-163	109-227	110-231

Weekly Pivots for week ending 26-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	113-160	113-015	111-148
R3	112-230	112-085	111-079
R2	111-300	111-300	111-056
R1	111-155	111-155	111-033	111-102
PP	111-050	111-050	111-050	111-024
S1	110-225	110-225	110-307	110-172
S2	110-120	110-120	110-284
S3	109-190	109-295	110-261
S4	108-260	109-045	110-192

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-195	110-265	0-250	0.7%	0-173	0.5%	26%	False	False	1,631,554
10	112-265	110-260	2-005	1.8%	0-194	0.5%	11%	False	False	1,818,491
20	113-095	110-260	2-155	2.2%	0-206	0.6%	9%	False	False	1,773,075
40	113-120	109-220	3-220	3.3%	0-214	0.6%	36%	False	False	1,762,959
60	113-120	106-050	7-070	6.5%	0-229	0.6%	68%	False	False	1,385,328
80	113-120	105-215	7-225	6.9%	0-233	0.7%	70%	False	False	1,039,211
100	113-120	105-215	7-225	6.9%	0-214	0.6%	70%	False	False	831,383
120	113-120	105-215	7-225	6.9%	0-184	0.5%	70%	False	False	692,820

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-054
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	113-305
2.618	113-011
1.618	112-151
1.000	112-040
0.618	111-291
HIGH	111-180
0.618	111-111
0.500	111-090
0.382	111-069
LOW	111-000
0.618	110-209
1.000	110-140
1.618	110-029
2.618	109-169
4.250	108-195

Fisher Pivots for day following 26-Jan-2024
Pivot	1 day	3 day
R1	111-090	111-070
PP	111-063	111-050
S1	111-037	111-030

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

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