ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 26-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2024 |
26-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
111-000 |
111-120 |
0-120 |
0.3% |
111-075 |
| High |
111-130 |
111-180 |
0-050 |
0.1% |
111-195 |
| Low |
110-265 |
111-000 |
0-055 |
0.2% |
110-265 |
| Close |
111-100 |
111-010 |
-0-090 |
-0.3% |
111-010 |
| Range |
0-185 |
0-180 |
-0-005 |
-2.7% |
0-250 |
| ATR |
0-207 |
0-205 |
-0-002 |
-0.9% |
0-000 |
| Volume |
2,037,400 |
1,547,788 |
-489,612 |
-24.0% |
8,157,773 |
|
| Daily Pivots for day following 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-283 |
112-167 |
111-109 |
|
| R3 |
112-103 |
111-307 |
111-060 |
|
| R2 |
111-243 |
111-243 |
111-043 |
|
| R1 |
111-127 |
111-127 |
111-026 |
111-095 |
| PP |
111-063 |
111-063 |
111-063 |
111-048 |
| S1 |
110-267 |
110-267 |
110-314 |
110-235 |
| S2 |
110-203 |
110-203 |
110-297 |
|
| S3 |
110-023 |
110-087 |
110-280 |
|
| S4 |
109-163 |
109-227 |
110-231 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-160 |
113-015 |
111-148 |
|
| R3 |
112-230 |
112-085 |
111-079 |
|
| R2 |
111-300 |
111-300 |
111-056 |
|
| R1 |
111-155 |
111-155 |
111-033 |
111-102 |
| PP |
111-050 |
111-050 |
111-050 |
111-024 |
| S1 |
110-225 |
110-225 |
110-307 |
110-172 |
| S2 |
110-120 |
110-120 |
110-284 |
|
| S3 |
109-190 |
109-295 |
110-261 |
|
| S4 |
108-260 |
109-045 |
110-192 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-195 |
110-265 |
0-250 |
0.7% |
0-173 |
0.5% |
26% |
False |
False |
1,631,554 |
| 10 |
112-265 |
110-260 |
2-005 |
1.8% |
0-194 |
0.5% |
11% |
False |
False |
1,818,491 |
| 20 |
113-095 |
110-260 |
2-155 |
2.2% |
0-206 |
0.6% |
9% |
False |
False |
1,773,075 |
| 40 |
113-120 |
109-220 |
3-220 |
3.3% |
0-214 |
0.6% |
36% |
False |
False |
1,762,959 |
| 60 |
113-120 |
106-050 |
7-070 |
6.5% |
0-229 |
0.6% |
68% |
False |
False |
1,385,328 |
| 80 |
113-120 |
105-215 |
7-225 |
6.9% |
0-233 |
0.7% |
70% |
False |
False |
1,039,211 |
| 100 |
113-120 |
105-215 |
7-225 |
6.9% |
0-214 |
0.6% |
70% |
False |
False |
831,383 |
| 120 |
113-120 |
105-215 |
7-225 |
6.9% |
0-184 |
0.5% |
70% |
False |
False |
692,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-305 |
|
2.618 |
113-011 |
|
1.618 |
112-151 |
|
1.000 |
112-040 |
|
0.618 |
111-291 |
|
HIGH |
111-180 |
|
0.618 |
111-111 |
|
0.500 |
111-090 |
|
0.382 |
111-069 |
|
LOW |
111-000 |
|
0.618 |
110-209 |
|
1.000 |
110-140 |
|
1.618 |
110-029 |
|
2.618 |
109-169 |
|
4.250 |
108-195 |
|
|
| Fisher Pivots for day following 26-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
111-090 |
111-070 |
| PP |
111-063 |
111-050 |
| S1 |
111-037 |
111-030 |
|