ECBOT 10 Year T-Note Future June 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 |
113-155 |
112-085 |
-1-070 |
-1.1% |
111-220 |
| High |
113-170 |
112-085 |
-1-085 |
-1.1% |
113-290 |
| Low |
112-045 |
111-095 |
-0-270 |
-0.8% |
111-220 |
| Close |
112-095 |
111-120 |
-0-295 |
-0.8% |
112-095 |
| Range |
1-125 |
0-310 |
-0-135 |
-30.3% |
2-070 |
| ATR |
0-227 |
0-234 |
0-007 |
2.9% |
0-000 |
| Volume |
8,599 |
10,402 |
1,803 |
21.0% |
50,820 |
|
| Daily Pivots for day following 05-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-177 |
113-298 |
111-290 |
|
| R3 |
113-187 |
112-308 |
111-205 |
|
| R2 |
112-197 |
112-197 |
111-177 |
|
| R1 |
111-318 |
111-318 |
111-148 |
111-262 |
| PP |
111-207 |
111-207 |
111-207 |
111-179 |
| S1 |
111-008 |
111-008 |
111-092 |
110-272 |
| S2 |
110-217 |
110-217 |
111-063 |
|
| S3 |
109-227 |
110-018 |
111-035 |
|
| S4 |
108-237 |
109-028 |
110-270 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-092 |
118-003 |
113-166 |
|
| R3 |
117-022 |
115-253 |
112-290 |
|
| R2 |
114-272 |
114-272 |
112-225 |
|
| R1 |
113-183 |
113-183 |
112-160 |
114-068 |
| PP |
112-202 |
112-202 |
112-202 |
112-304 |
| S1 |
111-113 |
111-113 |
112-030 |
111-318 |
| S2 |
110-132 |
110-132 |
111-285 |
|
| S3 |
108-062 |
109-043 |
111-220 |
|
| S4 |
105-312 |
106-293 |
111-024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-290 |
111-095 |
2-195 |
2.3% |
0-303 |
0.9% |
3% |
False |
True |
11,825 |
| 10 |
113-290 |
111-095 |
2-195 |
2.3% |
0-242 |
0.7% |
3% |
False |
True |
7,106 |
| 20 |
113-290 |
111-095 |
2-195 |
2.3% |
0-216 |
0.6% |
3% |
False |
True |
4,000 |
| 40 |
113-315 |
110-215 |
3-100 |
3.0% |
0-199 |
0.6% |
21% |
False |
False |
2,137 |
| 60 |
113-315 |
108-130 |
5-185 |
5.0% |
0-166 |
0.5% |
53% |
False |
False |
1,428 |
| 80 |
113-315 |
106-075 |
7-240 |
7.0% |
0-135 |
0.4% |
66% |
False |
False |
1,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-122 |
|
2.618 |
114-257 |
|
1.618 |
113-267 |
|
1.000 |
113-075 |
|
0.618 |
112-277 |
|
HIGH |
112-085 |
|
0.618 |
111-287 |
|
0.500 |
111-250 |
|
0.382 |
111-213 |
|
LOW |
111-095 |
|
0.618 |
110-223 |
|
1.000 |
110-105 |
|
1.618 |
109-233 |
|
2.618 |
108-243 |
|
4.250 |
107-058 |
|
|
| Fisher Pivots for day following 05-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
111-250 |
112-192 |
| PP |
111-207 |
112-062 |
| S1 |
111-163 |
111-251 |
|