ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 03-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2024 |
03-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
113-140 |
113-000 |
-0-140 |
-0.4% |
113-090 |
| High |
113-140 |
113-105 |
-0-035 |
-0.1% |
113-315 |
| Low |
112-275 |
112-190 |
-0-085 |
-0.2% |
113-090 |
| Close |
113-000 |
113-075 |
0-075 |
0.2% |
113-200 |
| Range |
0-185 |
0-235 |
0-050 |
27.0% |
0-225 |
| ATR |
0-183 |
0-187 |
0-004 |
2.0% |
0-000 |
| Volume |
174 |
832 |
658 |
378.2% |
2,886 |
|
| Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-082 |
114-313 |
113-204 |
|
| R3 |
114-167 |
114-078 |
113-140 |
|
| R2 |
113-252 |
113-252 |
113-118 |
|
| R1 |
113-163 |
113-163 |
113-097 |
113-208 |
| PP |
113-017 |
113-017 |
113-017 |
113-039 |
| S1 |
112-248 |
112-248 |
113-053 |
112-292 |
| S2 |
112-102 |
112-102 |
113-032 |
|
| S3 |
111-187 |
112-013 |
113-010 |
|
| S4 |
110-272 |
111-098 |
112-266 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-237 |
115-123 |
114-004 |
|
| R3 |
115-012 |
114-218 |
113-262 |
|
| R2 |
114-107 |
114-107 |
113-241 |
|
| R1 |
113-313 |
113-313 |
113-221 |
114-050 |
| PP |
113-202 |
113-202 |
113-202 |
113-230 |
| S1 |
113-088 |
113-088 |
113-179 |
113-145 |
| S2 |
112-297 |
112-297 |
113-159 |
|
| S3 |
112-072 |
112-183 |
113-138 |
|
| S4 |
111-167 |
111-278 |
113-076 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-315 |
112-190 |
1-125 |
1.2% |
0-178 |
0.5% |
46% |
False |
True |
752 |
| 10 |
113-315 |
112-190 |
1-125 |
1.2% |
0-162 |
0.4% |
46% |
False |
True |
432 |
| 20 |
113-315 |
110-215 |
3-100 |
2.9% |
0-170 |
0.5% |
77% |
False |
False |
227 |
| 40 |
113-315 |
108-130 |
5-185 |
4.9% |
0-127 |
0.4% |
87% |
False |
False |
118 |
| 60 |
113-315 |
106-075 |
7-240 |
6.8% |
0-098 |
0.3% |
90% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-144 |
|
2.618 |
115-080 |
|
1.618 |
114-165 |
|
1.000 |
114-020 |
|
0.618 |
113-250 |
|
HIGH |
113-105 |
|
0.618 |
113-015 |
|
0.500 |
112-308 |
|
0.382 |
112-280 |
|
LOW |
112-190 |
|
0.618 |
112-045 |
|
1.000 |
111-275 |
|
1.618 |
111-130 |
|
2.618 |
110-215 |
|
4.250 |
109-151 |
|
|
| Fisher Pivots for day following 03-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
113-046 |
113-067 |
| PP |
113-017 |
113-058 |
| S1 |
112-308 |
113-050 |
|