ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 28-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2024 |
28-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
110-080 |
110-030 |
-0-050 |
-0.1% |
110-100 |
| High |
110-130 |
110-135 |
0-005 |
0.0% |
110-220 |
| Low |
109-315 |
110-025 |
0-030 |
0.1% |
109-255 |
| Close |
110-015 |
110-110 |
0-095 |
0.3% |
110-135 |
| Range |
0-135 |
0-110 |
-0-025 |
-18.5% |
0-285 |
| ATR |
0-210 |
0-204 |
-0-006 |
-3.1% |
0-000 |
| Volume |
2,427,895 |
1,838,092 |
-589,803 |
-24.3% |
6,572,002 |
|
| Daily Pivots for day following 28-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-100 |
111-055 |
110-170 |
|
| R3 |
110-310 |
110-265 |
110-140 |
|
| R2 |
110-200 |
110-200 |
110-130 |
|
| R1 |
110-155 |
110-155 |
110-120 |
110-178 |
| PP |
110-090 |
110-090 |
110-090 |
110-101 |
| S1 |
110-045 |
110-045 |
110-100 |
110-068 |
| S2 |
109-300 |
109-300 |
110-090 |
|
| S3 |
109-190 |
109-255 |
110-080 |
|
| S4 |
109-080 |
109-145 |
110-050 |
|
|
| 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 |
110-215 |
109-255 |
0-280 |
0.8% |
0-161 |
0.5% |
63% |
False |
False |
2,870,078 |
| 10 |
111-035 |
109-255 |
1-100 |
1.2% |
0-180 |
0.5% |
42% |
False |
False |
1,563,399 |
| 20 |
113-290 |
109-255 |
4-035 |
3.7% |
0-225 |
0.6% |
13% |
False |
False |
789,898 |
| 40 |
113-290 |
109-255 |
4-035 |
3.7% |
0-212 |
0.6% |
13% |
False |
False |
395,735 |
| 60 |
113-315 |
109-255 |
4-060 |
3.8% |
0-196 |
0.6% |
13% |
False |
False |
263,882 |
| 80 |
113-315 |
108-100 |
5-215 |
5.1% |
0-167 |
0.5% |
36% |
False |
False |
197,914 |
| 100 |
113-315 |
106-075 |
7-240 |
7.0% |
0-139 |
0.4% |
53% |
False |
False |
158,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-282 |
|
2.618 |
111-103 |
|
1.618 |
110-313 |
|
1.000 |
110-245 |
|
0.618 |
110-203 |
|
HIGH |
110-135 |
|
0.618 |
110-093 |
|
0.500 |
110-080 |
|
0.382 |
110-067 |
|
LOW |
110-025 |
|
0.618 |
109-277 |
|
1.000 |
109-235 |
|
1.618 |
109-167 |
|
2.618 |
109-057 |
|
4.250 |
108-198 |
|
|
| Fisher Pivots for day following 28-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-100 |
110-108 |
| PP |
110-090 |
110-107 |
| S1 |
110-080 |
110-105 |
|