ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 29-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2024 |
29-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
111-315 |
111-220 |
-0-095 |
-0.3% |
111-235 |
| High |
112-060 |
112-095 |
0-035 |
0.1% |
112-075 |
| Low |
111-190 |
111-220 |
0-030 |
0.1% |
111-145 |
| Close |
111-195 |
112-035 |
0-160 |
0.4% |
111-195 |
| Range |
0-190 |
0-195 |
0-005 |
2.6% |
0-250 |
| ATR |
0-192 |
0-194 |
0-002 |
1.0% |
0-000 |
| Volume |
2,614 |
2,094 |
-520 |
-19.9% |
11,941 |
|
| Daily Pivots for day following 29-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-275 |
113-190 |
112-142 |
|
| R3 |
113-080 |
112-315 |
112-089 |
|
| R2 |
112-205 |
112-205 |
112-071 |
|
| R1 |
112-120 |
112-120 |
112-053 |
112-162 |
| PP |
112-010 |
112-010 |
112-010 |
112-031 |
| S1 |
111-245 |
111-245 |
112-017 |
111-288 |
| S2 |
111-135 |
111-135 |
111-319 |
|
| S3 |
110-260 |
111-050 |
111-301 |
|
| S4 |
110-065 |
110-175 |
111-248 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-035 |
113-205 |
112-012 |
|
| R3 |
113-105 |
112-275 |
111-264 |
|
| R2 |
112-175 |
112-175 |
111-241 |
|
| R1 |
112-025 |
112-025 |
111-218 |
111-295 |
| PP |
111-245 |
111-245 |
111-245 |
111-220 |
| S1 |
111-095 |
111-095 |
111-172 |
111-045 |
| S2 |
110-315 |
110-315 |
111-149 |
|
| S3 |
110-065 |
110-165 |
111-126 |
|
| S4 |
109-135 |
109-235 |
111-058 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-095 |
111-145 |
0-270 |
0.8% |
0-182 |
0.5% |
78% |
True |
False |
2,386 |
| 10 |
113-050 |
111-135 |
1-235 |
1.5% |
0-186 |
0.5% |
40% |
False |
False |
1,855 |
| 20 |
113-230 |
111-135 |
2-095 |
2.0% |
0-197 |
0.5% |
30% |
False |
False |
1,185 |
| 40 |
113-315 |
110-090 |
3-225 |
3.3% |
0-183 |
0.5% |
49% |
False |
False |
661 |
| 60 |
113-315 |
107-215 |
6-100 |
5.6% |
0-146 |
0.4% |
70% |
False |
False |
442 |
| 80 |
113-315 |
106-075 |
7-240 |
6.9% |
0-116 |
0.3% |
76% |
False |
False |
332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-284 |
|
2.618 |
113-286 |
|
1.618 |
113-091 |
|
1.000 |
112-290 |
|
0.618 |
112-216 |
|
HIGH |
112-095 |
|
0.618 |
112-021 |
|
0.500 |
111-318 |
|
0.382 |
111-294 |
|
LOW |
111-220 |
|
0.618 |
111-099 |
|
1.000 |
111-025 |
|
1.618 |
110-224 |
|
2.618 |
110-029 |
|
4.250 |
109-031 |
|
|
| Fisher Pivots for day following 29-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
112-022 |
112-010 |
| PP |
112-010 |
111-305 |
| S1 |
111-318 |
111-280 |
|