ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 02-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2024 |
02-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
112-185 |
112-250 |
0-065 |
0.2% |
111-090 |
| High |
113-065 |
112-275 |
-0-110 |
-0.3% |
113-065 |
| Low |
112-095 |
111-160 |
-0-255 |
-0.7% |
111-050 |
| Close |
112-285 |
111-210 |
-1-075 |
-1.1% |
111-210 |
| Range |
0-290 |
1-115 |
0-145 |
50.0% |
2-015 |
| ATR |
0-218 |
0-234 |
0-016 |
7.5% |
0-000 |
| Volume |
2,793,826 |
2,866,659 |
72,833 |
2.6% |
12,781,838 |
|
| Daily Pivots for day following 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-027 |
115-073 |
112-129 |
|
| R3 |
114-232 |
113-278 |
112-010 |
|
| R2 |
113-117 |
113-117 |
111-290 |
|
| R1 |
112-163 |
112-163 |
111-250 |
112-082 |
| PP |
112-002 |
112-002 |
112-002 |
111-281 |
| S1 |
111-048 |
111-048 |
111-170 |
110-288 |
| S2 |
110-207 |
110-207 |
111-130 |
|
| S3 |
109-092 |
109-253 |
111-090 |
|
| S4 |
107-297 |
108-138 |
110-291 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-047 |
116-303 |
112-250 |
|
| R3 |
116-032 |
114-288 |
112-070 |
|
| R2 |
114-017 |
114-017 |
112-010 |
|
| R1 |
112-273 |
112-273 |
111-270 |
113-145 |
| PP |
112-002 |
112-002 |
112-002 |
112-098 |
| S1 |
110-258 |
110-258 |
111-150 |
111-130 |
| S2 |
109-307 |
109-307 |
111-090 |
|
| S3 |
107-292 |
108-243 |
111-030 |
|
| S4 |
105-277 |
106-228 |
110-170 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-065 |
111-050 |
2-015 |
1.8% |
0-272 |
0.8% |
24% |
False |
False |
2,556,367 |
| 10 |
113-065 |
110-265 |
2-120 |
2.1% |
0-222 |
0.6% |
35% |
False |
False |
2,093,961 |
| 20 |
113-065 |
110-260 |
2-125 |
2.1% |
0-223 |
0.6% |
35% |
False |
False |
2,039,124 |
| 40 |
113-120 |
109-315 |
3-125 |
3.0% |
0-217 |
0.6% |
49% |
False |
False |
1,802,483 |
| 60 |
113-120 |
107-115 |
6-005 |
5.4% |
0-226 |
0.6% |
71% |
False |
False |
1,597,795 |
| 80 |
113-120 |
105-215 |
7-225 |
6.9% |
0-233 |
0.7% |
78% |
False |
False |
1,198,959 |
| 100 |
113-120 |
105-215 |
7-225 |
6.9% |
0-225 |
0.6% |
78% |
False |
False |
959,202 |
| 120 |
113-120 |
105-215 |
7-225 |
6.9% |
0-195 |
0.5% |
78% |
False |
False |
799,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-204 |
|
2.618 |
116-134 |
|
1.618 |
115-019 |
|
1.000 |
114-070 |
|
0.618 |
113-224 |
|
HIGH |
112-275 |
|
0.618 |
112-109 |
|
0.500 |
112-058 |
|
0.382 |
112-006 |
|
LOW |
111-160 |
|
0.618 |
110-211 |
|
1.000 |
110-045 |
|
1.618 |
109-096 |
|
2.618 |
107-301 |
|
4.250 |
105-231 |
|
|
| Fisher Pivots for day following 02-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
112-058 |
112-112 |
| PP |
112-002 |
112-038 |
| S1 |
111-266 |
111-284 |
|