ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 23-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2024 |
23-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
110-055 |
110-010 |
-0-045 |
-0.1% |
110-100 |
| High |
110-090 |
110-160 |
0-070 |
0.2% |
110-220 |
| Low |
109-270 |
109-255 |
-0-015 |
0.0% |
109-255 |
| Close |
110-005 |
110-135 |
0-130 |
0.4% |
110-135 |
| Range |
0-140 |
0-225 |
0-085 |
60.7% |
0-285 |
| ATR |
0-217 |
0-218 |
0-001 |
0.3% |
0-000 |
| Volume |
2,595,440 |
2,908,911 |
313,471 |
12.1% |
6,572,002 |
|
| Daily Pivots for day following 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-112 |
112-028 |
110-259 |
|
| R3 |
111-207 |
111-123 |
110-197 |
|
| R2 |
110-302 |
110-302 |
110-176 |
|
| R1 |
110-218 |
110-218 |
110-156 |
110-260 |
| PP |
110-077 |
110-077 |
110-077 |
110-098 |
| S1 |
109-313 |
109-313 |
110-114 |
110-035 |
| S2 |
109-172 |
109-172 |
110-094 |
|
| S3 |
108-267 |
109-088 |
110-073 |
|
| S4 |
108-042 |
108-183 |
110-011 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-312 |
112-188 |
110-292 |
|
| R3 |
112-027 |
111-223 |
110-213 |
|
| R2 |
111-062 |
111-062 |
110-187 |
|
| R1 |
110-258 |
110-258 |
110-161 |
111-000 |
| PP |
110-097 |
110-097 |
110-097 |
110-128 |
| S1 |
109-293 |
109-293 |
110-109 |
110-035 |
| S2 |
109-132 |
109-132 |
110-083 |
|
| S3 |
108-167 |
109-008 |
110-057 |
|
| S4 |
107-202 |
108-043 |
109-298 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-250 |
109-255 |
0-315 |
0.9% |
0-196 |
0.6% |
63% |
False |
True |
1,325,733 |
| 10 |
111-245 |
109-255 |
1-310 |
1.8% |
0-218 |
0.6% |
32% |
False |
True |
686,032 |
| 20 |
113-290 |
109-255 |
4-035 |
3.7% |
0-230 |
0.7% |
15% |
False |
True |
348,261 |
| 40 |
113-315 |
109-255 |
4-060 |
3.8% |
0-212 |
0.6% |
15% |
False |
True |
174,653 |
| 60 |
113-315 |
109-145 |
4-170 |
4.1% |
0-200 |
0.6% |
21% |
False |
False |
116,451 |
| 80 |
113-315 |
106-305 |
7-010 |
6.4% |
0-162 |
0.5% |
49% |
False |
False |
87,338 |
| 100 |
113-315 |
106-075 |
7-240 |
7.0% |
0-135 |
0.4% |
54% |
False |
False |
69,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-156 |
|
2.618 |
112-109 |
|
1.618 |
111-204 |
|
1.000 |
111-065 |
|
0.618 |
110-299 |
|
HIGH |
110-160 |
|
0.618 |
110-074 |
|
0.500 |
110-048 |
|
0.382 |
110-021 |
|
LOW |
109-255 |
|
0.618 |
109-116 |
|
1.000 |
109-030 |
|
1.618 |
108-211 |
|
2.618 |
107-306 |
|
4.250 |
106-259 |
|
|
| Fisher Pivots for day following 23-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-106 |
110-113 |
| PP |
110-077 |
110-092 |
| S1 |
110-048 |
110-070 |
|