ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 31-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2024 |
31-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
112-060 |
112-110 |
0-050 |
0.1% |
111-235 |
| High |
112-155 |
113-090 |
0-255 |
0.7% |
112-075 |
| Low |
111-310 |
112-110 |
0-120 |
0.3% |
111-145 |
| Close |
112-075 |
112-310 |
0-235 |
0.7% |
111-195 |
| Range |
0-165 |
0-300 |
0-135 |
81.8% |
0-250 |
| ATR |
0-192 |
0-202 |
0-010 |
5.3% |
0-000 |
| Volume |
8,590 |
13,081 |
4,491 |
52.3% |
11,941 |
|
| Daily Pivots for day following 31-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-217 |
115-083 |
113-155 |
|
| R3 |
114-237 |
114-103 |
113-072 |
|
| R2 |
113-257 |
113-257 |
113-045 |
|
| R1 |
113-123 |
113-123 |
113-018 |
113-190 |
| PP |
112-277 |
112-277 |
112-277 |
112-310 |
| S1 |
112-143 |
112-143 |
112-282 |
112-210 |
| S2 |
111-297 |
111-297 |
112-255 |
|
| S3 |
110-317 |
111-163 |
112-228 |
|
| S4 |
110-017 |
110-183 |
112-145 |
|
|
| 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 |
113-090 |
111-145 |
1-265 |
1.6% |
0-205 |
0.6% |
83% |
True |
False |
5,869 |
| 10 |
113-090 |
111-135 |
1-275 |
1.6% |
0-183 |
0.5% |
83% |
True |
False |
3,845 |
| 20 |
113-160 |
111-135 |
2-025 |
1.8% |
0-204 |
0.6% |
74% |
False |
False |
2,216 |
| 40 |
113-315 |
110-215 |
3-100 |
2.9% |
0-185 |
0.5% |
69% |
False |
False |
1,201 |
| 60 |
113-315 |
108-130 |
5-185 |
4.9% |
0-150 |
0.4% |
82% |
False |
False |
804 |
| 80 |
113-315 |
106-075 |
7-240 |
6.9% |
0-122 |
0.3% |
87% |
False |
False |
603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-085 |
|
2.618 |
115-235 |
|
1.618 |
114-255 |
|
1.000 |
114-070 |
|
0.618 |
113-275 |
|
HIGH |
113-090 |
|
0.618 |
112-295 |
|
0.500 |
112-260 |
|
0.382 |
112-225 |
|
LOW |
112-110 |
|
0.618 |
111-245 |
|
1.000 |
111-130 |
|
1.618 |
110-265 |
|
2.618 |
109-285 |
|
4.250 |
108-115 |
|
|
| Fisher Pivots for day following 31-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
112-293 |
112-258 |
| PP |
112-277 |
112-207 |
| S1 |
112-260 |
112-155 |
|