ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 20-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2024 |
20-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
110-250 |
110-100 |
-0-150 |
-0.4% |
111-085 |
| High |
110-250 |
110-220 |
-0-030 |
-0.1% |
111-245 |
| Low |
109-315 |
110-040 |
0-045 |
0.1% |
109-315 |
| Close |
110-085 |
110-150 |
0-065 |
0.2% |
110-085 |
| Range |
0-255 |
0-180 |
-0-075 |
-29.4% |
1-250 |
| ATR |
0-230 |
0-226 |
-0-004 |
-1.6% |
0-000 |
| Volume |
56,663 |
290,497 |
233,834 |
412.7% |
273,320 |
|
| Daily Pivots for day following 20-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-037 |
111-273 |
110-249 |
|
| R3 |
111-177 |
111-093 |
110-200 |
|
| R2 |
110-317 |
110-317 |
110-183 |
|
| R1 |
110-233 |
110-233 |
110-166 |
110-275 |
| PP |
110-137 |
110-137 |
110-137 |
110-158 |
| S1 |
110-053 |
110-053 |
110-134 |
110-095 |
| S2 |
109-277 |
109-277 |
110-117 |
|
| S3 |
109-097 |
109-193 |
110-100 |
|
| S4 |
108-237 |
109-013 |
110-051 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-005 |
114-295 |
111-078 |
|
| R3 |
114-075 |
113-045 |
110-242 |
|
| R2 |
112-145 |
112-145 |
110-190 |
|
| R1 |
111-115 |
111-115 |
110-137 |
111-005 |
| PP |
110-215 |
110-215 |
110-215 |
110-160 |
| S1 |
109-185 |
109-185 |
110-033 |
109-075 |
| S2 |
108-285 |
108-285 |
109-300 |
|
| S3 |
107-035 |
107-255 |
109-248 |
|
| S4 |
105-105 |
106-005 |
109-092 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-245 |
109-315 |
1-250 |
1.6% |
0-272 |
0.8% |
27% |
False |
False |
110,351 |
| 10 |
112-040 |
109-315 |
2-045 |
1.9% |
0-216 |
0.6% |
23% |
False |
False |
61,989 |
| 20 |
113-290 |
109-315 |
3-295 |
3.6% |
0-229 |
0.6% |
12% |
False |
False |
34,547 |
| 40 |
113-315 |
109-315 |
4-000 |
3.6% |
0-208 |
0.6% |
12% |
False |
False |
17,622 |
| 60 |
113-315 |
109-145 |
4-170 |
4.1% |
0-194 |
0.5% |
22% |
False |
False |
11,759 |
| 80 |
113-315 |
106-155 |
7-160 |
6.8% |
0-157 |
0.4% |
53% |
False |
False |
8,819 |
| 100 |
113-315 |
106-075 |
7-240 |
7.0% |
0-133 |
0.4% |
55% |
False |
False |
7,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-025 |
|
2.618 |
112-051 |
|
1.618 |
111-191 |
|
1.000 |
111-080 |
|
0.618 |
111-011 |
|
HIGH |
110-220 |
|
0.618 |
110-151 |
|
0.500 |
110-130 |
|
0.382 |
110-109 |
|
LOW |
110-040 |
|
0.618 |
109-249 |
|
1.000 |
109-180 |
|
1.618 |
109-069 |
|
2.618 |
108-209 |
|
4.250 |
107-235 |
|
|
| Fisher Pivots for day following 20-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-143 |
110-175 |
| PP |
110-137 |
110-167 |
| S1 |
110-130 |
110-158 |
|