ECBOT 10 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 31-Jan-2024

Day Change Summary
	Previous	Current
	30-Jan-2024	31-Jan-2024	Change	Change %	Previous Week
Open	111-190	111-255	0-065	0.2%	111-075
High	111-275	112-205	0-250	0.7%	111-195
Low	111-110	111-235	0-125	0.4%	110-265
Close	111-200	112-105	0-225	0.6%	111-010
Range	0-165	0-290	0-125	75.8%	0-250
ATR	0-203	0-212	0-009	4.3%	0-000
Volume	1,873,442	3,568,859	1,695,417	90.5%	8,157,773

Daily Pivots for day following 31-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	114-305	114-175	112-264
R3	114-015	113-205	112-185
R2	113-045	113-045	112-158
R1	112-235	112-235	112-132	112-300
PP	112-075	112-075	112-075	112-108
S1	111-265	111-265	112-078	112-010
S2	111-105	111-105	112-052
S3	110-135	110-295	112-025
S4	109-165	110-005	111-266

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	112-205	110-265	1-260	1.6%	0-200	0.6%	83%	True	False	2,141,308
10	112-205	110-260	1-265	1.6%	0-182	0.5%	83%	True	False	1,852,129
20	112-265	110-260	2-005	1.8%	0-210	0.6%	75%	False	False	1,941,044
40	113-120	109-315	3-125	3.0%	0-210	0.6%	69%	False	False	1,748,918
60	113-120	107-115	6-005	5.4%	0-225	0.6%	83%	False	False	1,503,745
80	113-120	105-215	7-225	6.9%	0-232	0.6%	86%	False	False	1,128,210
100	113-120	105-215	7-225	6.9%	0-219	0.6%	86%	False	False	902,597
120	113-120	105-215	7-225	6.9%	0-189	0.5%	86%	False	False	752,164

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-053
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	116-158
2.618	115-004
1.618	114-034
1.000	113-175
0.618	113-064
HIGH	112-205
0.618	112-094
0.500	112-060
0.382	112-026
LOW	111-235
0.618	111-056
1.000	110-265
1.618	110-086
2.618	109-116
4.250	107-282

Fisher Pivots for day following 31-Jan-2024
Pivot	1 day	3 day
R1	112-090	112-059
PP	112-075	112-013
S1	112-060	111-288

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

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