ECBOT 10 Year T-Note Future March 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 |
111-255 |
112-185 |
0-250 |
0.7% |
111-075 |
| High |
112-205 |
113-065 |
0-180 |
0.5% |
111-195 |
| Low |
111-235 |
112-095 |
0-180 |
0.5% |
110-265 |
| Close |
112-105 |
112-285 |
0-180 |
0.5% |
111-010 |
| Range |
0-290 |
0-290 |
0-000 |
0.0% |
0-250 |
| ATR |
0-212 |
0-218 |
0-006 |
2.6% |
0-000 |
| Volume |
3,568,859 |
2,793,826 |
-775,033 |
-21.7% |
8,157,773 |
|
| Daily Pivots for day following 01-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-165 |
115-035 |
113-124 |
|
| R3 |
114-195 |
114-065 |
113-045 |
|
| R2 |
113-225 |
113-225 |
113-018 |
|
| R1 |
113-095 |
113-095 |
112-312 |
113-160 |
| PP |
112-255 |
112-255 |
112-255 |
112-288 |
| S1 |
112-125 |
112-125 |
112-258 |
112-190 |
| S2 |
111-285 |
111-285 |
112-232 |
|
| S3 |
110-315 |
111-155 |
112-205 |
|
| S4 |
110-025 |
110-185 |
112-126 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-160 |
113-015 |
111-148 |
|
| R3 |
112-230 |
112-085 |
111-079 |
|
| R2 |
111-300 |
111-300 |
111-056 |
|
| R1 |
111-155 |
111-155 |
111-033 |
111-102 |
| PP |
111-050 |
111-050 |
111-050 |
111-024 |
| S1 |
110-225 |
110-225 |
110-307 |
110-172 |
| S2 |
110-120 |
110-120 |
110-284 |
|
| S3 |
109-190 |
109-295 |
110-261 |
|
| S4 |
108-260 |
109-045 |
110-192 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-065 |
111-000 |
2-065 |
2.0% |
0-221 |
0.6% |
86% |
True |
False |
2,292,593 |
| 10 |
113-065 |
110-260 |
2-125 |
2.1% |
0-194 |
0.5% |
87% |
True |
False |
1,961,135 |
| 20 |
113-065 |
110-260 |
2-125 |
2.1% |
0-213 |
0.6% |
87% |
True |
False |
1,978,714 |
| 40 |
113-120 |
109-315 |
3-125 |
3.0% |
0-212 |
0.6% |
86% |
False |
False |
1,777,650 |
| 60 |
113-120 |
107-115 |
6-005 |
5.3% |
0-222 |
0.6% |
92% |
False |
False |
1,550,099 |
| 80 |
113-120 |
105-215 |
7-225 |
6.8% |
0-231 |
0.6% |
94% |
False |
False |
1,163,129 |
| 100 |
113-120 |
105-215 |
7-225 |
6.8% |
0-221 |
0.6% |
94% |
False |
False |
930,535 |
| 120 |
113-120 |
105-215 |
7-225 |
6.8% |
0-191 |
0.5% |
94% |
False |
False |
775,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-018 |
|
2.618 |
115-184 |
|
1.618 |
114-214 |
|
1.000 |
114-035 |
|
0.618 |
113-244 |
|
HIGH |
113-065 |
|
0.618 |
112-274 |
|
0.500 |
112-240 |
|
0.382 |
112-206 |
|
LOW |
112-095 |
|
0.618 |
111-236 |
|
1.000 |
111-125 |
|
1.618 |
110-266 |
|
2.618 |
109-296 |
|
4.250 |
108-142 |
|
|
| Fisher Pivots for day following 01-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
112-270 |
112-219 |
| PP |
112-255 |
112-153 |
| S1 |
112-240 |
112-088 |
|