ECBOT 10 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 05-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2024 |
05-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
112-250 |
111-210 |
-1-040 |
-1.0% |
111-090 |
| High |
112-275 |
111-215 |
-1-060 |
-1.1% |
113-065 |
| Low |
111-160 |
110-225 |
-0-255 |
-0.7% |
111-050 |
| Close |
111-210 |
110-250 |
-0-280 |
-0.8% |
111-210 |
| Range |
1-115 |
0-310 |
-0-125 |
-28.7% |
2-015 |
| ATR |
0-234 |
0-239 |
0-005 |
2.3% |
0-000 |
| Volume |
2,866,659 |
2,189,485 |
-677,174 |
-23.6% |
12,781,838 |
|
| Daily Pivots for day following 05-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-307 |
113-108 |
111-100 |
|
| R3 |
112-317 |
112-118 |
111-015 |
|
| R2 |
112-007 |
112-007 |
110-307 |
|
| R1 |
111-128 |
111-128 |
110-278 |
111-072 |
| PP |
111-017 |
111-017 |
111-017 |
110-309 |
| S1 |
110-138 |
110-138 |
110-222 |
110-082 |
| S2 |
110-027 |
110-027 |
110-193 |
|
| S3 |
109-037 |
109-148 |
110-165 |
|
| S4 |
108-047 |
108-158 |
110-080 |
|
|
| 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 |
110-225 |
2-160 |
2.3% |
0-298 |
0.8% |
3% |
False |
True |
2,658,454 |
| 10 |
113-065 |
110-225 |
2-160 |
2.3% |
0-238 |
0.7% |
3% |
False |
True |
2,180,334 |
| 20 |
113-065 |
110-225 |
2-160 |
2.3% |
0-221 |
0.6% |
3% |
False |
True |
2,022,901 |
| 40 |
113-120 |
109-315 |
3-125 |
3.1% |
0-220 |
0.6% |
24% |
False |
False |
1,813,411 |
| 60 |
113-120 |
107-115 |
6-005 |
5.4% |
0-227 |
0.6% |
57% |
False |
False |
1,634,091 |
| 80 |
113-120 |
105-215 |
7-225 |
7.0% |
0-235 |
0.7% |
66% |
False |
False |
1,226,326 |
| 100 |
113-120 |
105-215 |
7-225 |
7.0% |
0-228 |
0.6% |
66% |
False |
False |
981,096 |
| 120 |
113-120 |
105-215 |
7-225 |
7.0% |
0-197 |
0.6% |
66% |
False |
False |
817,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-252 |
|
2.618 |
114-067 |
|
1.618 |
113-077 |
|
1.000 |
112-205 |
|
0.618 |
112-087 |
|
HIGH |
111-215 |
|
0.618 |
111-097 |
|
0.500 |
111-060 |
|
0.382 |
111-023 |
|
LOW |
110-225 |
|
0.618 |
110-033 |
|
1.000 |
109-235 |
|
1.618 |
109-043 |
|
2.618 |
108-053 |
|
4.250 |
106-188 |
|
|
| Fisher Pivots for day following 05-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
111-060 |
111-305 |
| PP |
111-017 |
111-180 |
| S1 |
110-293 |
111-055 |
|