ECBOT 10 Year T-Note Future June 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 |
113-065 |
113-155 |
0-090 |
0.2% |
111-220 |
| High |
113-290 |
113-170 |
-0-120 |
-0.3% |
113-290 |
| Low |
112-315 |
112-045 |
-0-270 |
-0.7% |
111-220 |
| Close |
113-185 |
112-095 |
-1-090 |
-1.1% |
112-095 |
| Range |
0-295 |
1-125 |
0-150 |
50.8% |
2-070 |
| ATR |
0-209 |
0-227 |
0-018 |
8.6% |
0-000 |
| Volume |
18,456 |
8,599 |
-9,857 |
-53.4% |
50,820 |
|
| Daily Pivots for day following 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-265 |
115-305 |
113-020 |
|
| R3 |
115-140 |
114-180 |
112-217 |
|
| R2 |
114-015 |
114-015 |
112-177 |
|
| R1 |
113-055 |
113-055 |
112-136 |
112-292 |
| PP |
112-210 |
112-210 |
112-210 |
112-169 |
| S1 |
111-250 |
111-250 |
112-054 |
111-168 |
| S2 |
111-085 |
111-085 |
112-013 |
|
| S3 |
109-280 |
110-125 |
111-293 |
|
| S4 |
108-155 |
109-000 |
111-170 |
|
|
| 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 |
111-220 |
2-070 |
2.0% |
0-280 |
0.8% |
27% |
False |
False |
10,164 |
| 10 |
113-290 |
111-145 |
2-145 |
2.2% |
0-228 |
0.6% |
34% |
False |
False |
6,276 |
| 20 |
113-290 |
111-135 |
2-155 |
2.2% |
0-218 |
0.6% |
35% |
False |
False |
3,499 |
| 40 |
113-315 |
110-215 |
3-100 |
2.9% |
0-195 |
0.5% |
49% |
False |
False |
1,877 |
| 60 |
113-315 |
108-130 |
5-185 |
5.0% |
0-161 |
0.4% |
70% |
False |
False |
1,254 |
| 80 |
113-315 |
106-075 |
7-240 |
6.9% |
0-131 |
0.4% |
78% |
False |
False |
941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-141 |
|
2.618 |
117-055 |
|
1.618 |
115-250 |
|
1.000 |
114-295 |
|
0.618 |
114-125 |
|
HIGH |
113-170 |
|
0.618 |
113-000 |
|
0.500 |
112-268 |
|
0.382 |
112-215 |
|
LOW |
112-045 |
|
0.618 |
111-090 |
|
1.000 |
110-240 |
|
1.618 |
109-285 |
|
2.618 |
108-160 |
|
4.250 |
106-074 |
|
|
| Fisher Pivots for day following 02-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
112-268 |
113-008 |
| PP |
112-210 |
112-250 |
| S1 |
112-152 |
112-172 |
|