ECBOT 10 Year T-Note Future March 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 |
111-295 |
111-230 |
-0-065 |
-0.2% |
112-220 |
| High |
112-100 |
112-090 |
-0-010 |
0.0% |
112-265 |
| Low |
111-065 |
111-155 |
0-090 |
0.3% |
111-065 |
| Close |
111-230 |
112-015 |
0-105 |
0.3% |
111-230 |
| Range |
1-035 |
0-255 |
-0-100 |
-28.2% |
1-200 |
| ATR |
0-228 |
0-230 |
0-002 |
0.8% |
0-000 |
| Volume |
2,513,946 |
1,805,485 |
-708,461 |
-28.2% |
7,727,412 |
|
| Daily Pivots for day following 08-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-105 |
113-315 |
112-155 |
|
| R3 |
113-170 |
113-060 |
112-085 |
|
| R2 |
112-235 |
112-235 |
112-062 |
|
| R1 |
112-125 |
112-125 |
112-038 |
112-180 |
| PP |
111-300 |
111-300 |
111-300 |
112-008 |
| S1 |
111-190 |
111-190 |
111-312 |
111-245 |
| S2 |
111-045 |
111-045 |
111-288 |
|
| S3 |
110-110 |
110-255 |
111-265 |
|
| S4 |
109-175 |
110-000 |
111-195 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-253 |
115-282 |
112-196 |
|
| R3 |
115-053 |
114-082 |
112-053 |
|
| R2 |
113-173 |
113-173 |
112-005 |
|
| R1 |
112-202 |
112-202 |
111-278 |
112-088 |
| PP |
111-293 |
111-293 |
111-293 |
111-236 |
| S1 |
111-002 |
111-002 |
111-182 |
110-208 |
| S2 |
110-093 |
110-093 |
111-135 |
|
| S3 |
108-213 |
109-122 |
111-087 |
|
| S4 |
107-013 |
107-242 |
110-264 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-265 |
111-065 |
1-200 |
1.5% |
0-262 |
0.7% |
52% |
False |
False |
1,906,579 |
| 10 |
113-120 |
111-065 |
2-055 |
1.9% |
0-210 |
0.6% |
39% |
False |
False |
1,399,899 |
| 20 |
113-120 |
109-315 |
3-125 |
3.0% |
0-223 |
0.6% |
61% |
False |
False |
1,600,203 |
| 40 |
113-120 |
107-115 |
6-005 |
5.4% |
0-232 |
0.6% |
78% |
False |
False |
1,484,462 |
| 60 |
113-120 |
105-215 |
7-225 |
6.9% |
0-240 |
0.7% |
83% |
False |
False |
990,885 |
| 80 |
113-120 |
105-215 |
7-225 |
6.9% |
0-230 |
0.6% |
83% |
False |
False |
743,212 |
| 100 |
113-120 |
105-215 |
7-225 |
6.9% |
0-194 |
0.5% |
83% |
False |
False |
594,571 |
| 120 |
114-090 |
105-215 |
8-195 |
7.7% |
0-165 |
0.5% |
74% |
False |
False |
495,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-214 |
|
2.618 |
114-118 |
|
1.618 |
113-183 |
|
1.000 |
113-025 |
|
0.618 |
112-248 |
|
HIGH |
112-090 |
|
0.618 |
111-313 |
|
0.500 |
111-282 |
|
0.382 |
111-252 |
|
LOW |
111-155 |
|
0.618 |
110-317 |
|
1.000 |
110-220 |
|
1.618 |
110-062 |
|
2.618 |
109-127 |
|
4.250 |
108-031 |
|
|
| Fisher Pivots for day following 08-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
111-318 |
111-319 |
| PP |
111-300 |
111-303 |
| S1 |
111-282 |
111-288 |
|