ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 17-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2024 |
17-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
113-050 |
112-145 |
-0-225 |
-0.6% |
112-085 |
| High |
113-050 |
112-215 |
-0-155 |
-0.4% |
113-160 |
| Low |
112-125 |
111-290 |
-0-155 |
-0.4% |
112-060 |
| Close |
112-160 |
112-010 |
-0-150 |
-0.4% |
113-085 |
| Range |
0-245 |
0-245 |
0-000 |
0.0% |
1-100 |
| ATR |
0-204 |
0-207 |
0-003 |
1.4% |
0-000 |
| Volume |
1,209 |
565 |
-644 |
-53.3% |
2,315 |
|
| Daily Pivots for day following 17-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-160 |
114-010 |
112-145 |
|
| R3 |
113-235 |
113-085 |
112-077 |
|
| R2 |
112-310 |
112-310 |
112-055 |
|
| R1 |
112-160 |
112-160 |
112-032 |
112-112 |
| PP |
112-065 |
112-065 |
112-065 |
112-041 |
| S1 |
111-235 |
111-235 |
111-308 |
111-188 |
| S2 |
111-140 |
111-140 |
111-285 |
|
| S3 |
110-215 |
110-310 |
111-263 |
|
| S4 |
109-290 |
110-065 |
111-195 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-295 |
116-130 |
113-316 |
|
| R3 |
115-195 |
115-030 |
113-200 |
|
| R2 |
114-095 |
114-095 |
113-162 |
|
| R1 |
113-250 |
113-250 |
113-124 |
114-012 |
| PP |
112-315 |
112-315 |
112-315 |
113-036 |
| S1 |
112-150 |
112-150 |
113-046 |
112-232 |
| S2 |
111-215 |
111-215 |
113-008 |
|
| S3 |
110-115 |
111-050 |
112-290 |
|
| S4 |
109-015 |
109-270 |
112-174 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-160 |
111-290 |
1-190 |
1.4% |
0-217 |
0.6% |
8% |
False |
True |
678 |
| 10 |
113-160 |
111-290 |
1-190 |
1.4% |
0-226 |
0.6% |
8% |
False |
True |
588 |
| 20 |
113-315 |
111-290 |
2-025 |
1.9% |
0-189 |
0.5% |
6% |
False |
True |
469 |
| 40 |
113-315 |
109-145 |
4-170 |
4.0% |
0-169 |
0.5% |
57% |
False |
False |
244 |
| 60 |
113-315 |
106-155 |
7-160 |
6.7% |
0-130 |
0.4% |
74% |
False |
False |
163 |
| 80 |
113-315 |
106-075 |
7-240 |
6.9% |
0-105 |
0.3% |
75% |
False |
False |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-296 |
|
2.618 |
114-216 |
|
1.618 |
113-291 |
|
1.000 |
113-140 |
|
0.618 |
113-046 |
|
HIGH |
112-215 |
|
0.618 |
112-121 |
|
0.500 |
112-092 |
|
0.382 |
112-064 |
|
LOW |
111-290 |
|
0.618 |
111-139 |
|
1.000 |
111-045 |
|
1.618 |
110-214 |
|
2.618 |
109-289 |
|
4.250 |
108-209 |
|
|
| Fisher Pivots for day following 17-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
112-092 |
112-225 |
| PP |
112-065 |
112-153 |
| S1 |
112-038 |
112-082 |
|