ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 08-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2024 |
08-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
112-200 |
112-085 |
-0-115 |
-0.3% |
113-140 |
| High |
113-000 |
112-305 |
-0-015 |
0.0% |
113-140 |
| Low |
111-295 |
112-060 |
0-085 |
0.2% |
111-295 |
| Close |
112-125 |
112-235 |
0-110 |
0.3% |
112-125 |
| Range |
1-025 |
0-245 |
-0-100 |
-29.0% |
1-165 |
| ATR |
0-202 |
0-205 |
0-003 |
1.5% |
0-000 |
| Volume |
384 |
502 |
118 |
30.7% |
1,967 |
|
| Daily Pivots for day following 08-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-295 |
114-190 |
113-050 |
|
| R3 |
114-050 |
113-265 |
112-302 |
|
| R2 |
113-125 |
113-125 |
112-280 |
|
| R1 |
113-020 |
113-020 |
112-257 |
113-072 |
| PP |
112-200 |
112-200 |
112-200 |
112-226 |
| S1 |
112-095 |
112-095 |
112-213 |
112-148 |
| S2 |
111-275 |
111-275 |
112-190 |
|
| S3 |
111-030 |
111-170 |
112-168 |
|
| S4 |
110-105 |
110-245 |
112-100 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-042 |
116-088 |
113-072 |
|
| R3 |
115-197 |
114-243 |
112-258 |
|
| R2 |
114-032 |
114-032 |
112-214 |
|
| R1 |
113-078 |
113-078 |
112-169 |
112-292 |
| PP |
112-187 |
112-187 |
112-187 |
112-134 |
| S1 |
111-233 |
111-233 |
112-081 |
111-128 |
| S2 |
111-022 |
111-022 |
112-036 |
|
| S3 |
109-177 |
110-068 |
111-312 |
|
| S4 |
108-012 |
108-223 |
111-178 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-140 |
111-295 |
1-165 |
1.3% |
0-250 |
0.7% |
54% |
False |
False |
493 |
| 10 |
113-315 |
111-295 |
2-020 |
1.8% |
0-194 |
0.5% |
39% |
False |
False |
546 |
| 20 |
113-315 |
110-215 |
3-100 |
2.9% |
0-188 |
0.5% |
62% |
False |
False |
299 |
| 40 |
113-315 |
108-130 |
5-185 |
4.9% |
0-144 |
0.4% |
78% |
False |
False |
154 |
| 60 |
113-315 |
106-075 |
7-240 |
6.9% |
0-112 |
0.3% |
84% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-066 |
|
2.618 |
114-306 |
|
1.618 |
114-061 |
|
1.000 |
113-230 |
|
0.618 |
113-136 |
|
HIGH |
112-305 |
|
0.618 |
112-211 |
|
0.500 |
112-182 |
|
0.382 |
112-154 |
|
LOW |
112-060 |
|
0.618 |
111-229 |
|
1.000 |
111-135 |
|
1.618 |
110-304 |
|
2.618 |
110-059 |
|
4.250 |
108-299 |
|
|
| Fisher Pivots for day following 08-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
112-218 |
112-222 |
| PP |
112-200 |
112-210 |
| S1 |
112-182 |
112-198 |
|