ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 01-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2024 |
01-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
112-110 |
113-065 |
0-275 |
0.8% |
111-235 |
| High |
113-090 |
113-290 |
0-200 |
0.6% |
112-075 |
| Low |
112-110 |
112-315 |
0-205 |
0.6% |
111-145 |
| Close |
112-310 |
113-185 |
0-195 |
0.5% |
111-195 |
| Range |
0-300 |
0-295 |
-0-005 |
-1.7% |
0-250 |
| ATR |
0-202 |
0-209 |
0-007 |
3.5% |
0-000 |
| Volume |
13,081 |
18,456 |
5,375 |
41.1% |
11,941 |
|
| Daily Pivots for day following 01-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-082 |
115-268 |
114-027 |
|
| R3 |
115-107 |
114-293 |
113-266 |
|
| R2 |
114-132 |
114-132 |
113-239 |
|
| R1 |
113-318 |
113-318 |
113-212 |
114-065 |
| PP |
113-157 |
113-157 |
113-157 |
113-190 |
| S1 |
113-023 |
113-023 |
113-158 |
113-090 |
| S2 |
112-182 |
112-182 |
113-131 |
|
| S3 |
111-207 |
112-048 |
113-104 |
|
| S4 |
110-232 |
111-073 |
113-023 |
|
|
| 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 |
113-290 |
111-190 |
2-100 |
2.0% |
0-229 |
0.6% |
86% |
True |
False |
8,967 |
| 10 |
113-290 |
111-135 |
2-155 |
2.2% |
0-198 |
0.5% |
87% |
True |
False |
5,572 |
| 20 |
113-290 |
111-135 |
2-155 |
2.2% |
0-208 |
0.6% |
87% |
True |
False |
3,098 |
| 40 |
113-315 |
110-215 |
3-100 |
2.9% |
0-189 |
0.5% |
88% |
False |
False |
1,662 |
| 60 |
113-315 |
108-130 |
5-185 |
4.9% |
0-154 |
0.4% |
93% |
False |
False |
1,111 |
| 80 |
113-315 |
106-075 |
7-240 |
6.8% |
0-125 |
0.3% |
95% |
False |
False |
833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-264 |
|
2.618 |
116-102 |
|
1.618 |
115-127 |
|
1.000 |
114-265 |
|
0.618 |
114-152 |
|
HIGH |
113-290 |
|
0.618 |
113-177 |
|
0.500 |
113-142 |
|
0.382 |
113-108 |
|
LOW |
112-315 |
|
0.618 |
112-133 |
|
1.000 |
112-020 |
|
1.618 |
111-158 |
|
2.618 |
110-183 |
|
4.250 |
109-021 |
|
|
| Fisher Pivots for day following 01-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
113-171 |
113-117 |
| PP |
113-157 |
113-048 |
| S1 |
113-142 |
112-300 |
|