ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 29-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2024 |
29-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
110-030 |
110-125 |
0-095 |
0.3% |
110-100 |
| High |
110-135 |
110-210 |
0-075 |
0.2% |
110-220 |
| Low |
110-025 |
110-000 |
-0-025 |
-0.1% |
109-255 |
| Close |
110-110 |
110-140 |
0-030 |
0.1% |
110-135 |
| Range |
0-110 |
0-210 |
0-100 |
90.9% |
0-285 |
| ATR |
0-204 |
0-204 |
0-000 |
0.2% |
0-000 |
| Volume |
1,838,092 |
3,109,426 |
1,271,334 |
69.2% |
6,572,002 |
|
| Daily Pivots for day following 29-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-107 |
112-013 |
110-256 |
|
| R3 |
111-217 |
111-123 |
110-198 |
|
| R2 |
111-007 |
111-007 |
110-178 |
|
| R1 |
110-233 |
110-233 |
110-159 |
110-280 |
| PP |
110-117 |
110-117 |
110-117 |
110-140 |
| S1 |
110-023 |
110-023 |
110-121 |
110-070 |
| S2 |
109-227 |
109-227 |
110-102 |
|
| S3 |
109-017 |
109-133 |
110-082 |
|
| S4 |
108-127 |
108-243 |
110-024 |
|
|
| 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% |
0-175 |
0.5% |
73% |
False |
False |
2,972,875 |
| 10 |
111-035 |
109-255 |
1-100 |
1.2% |
0-180 |
0.5% |
49% |
False |
False |
1,866,493 |
| 20 |
113-290 |
109-255 |
4-035 |
3.7% |
0-220 |
0.6% |
16% |
False |
False |
944,716 |
| 40 |
113-290 |
109-255 |
4-035 |
3.7% |
0-212 |
0.6% |
16% |
False |
False |
473,466 |
| 60 |
113-315 |
109-255 |
4-060 |
3.8% |
0-197 |
0.6% |
15% |
False |
False |
315,706 |
| 80 |
113-315 |
108-130 |
5-185 |
5.1% |
0-167 |
0.5% |
36% |
False |
False |
236,782 |
| 100 |
113-315 |
106-075 |
7-240 |
7.0% |
0-141 |
0.4% |
54% |
False |
False |
189,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-142 |
|
2.618 |
112-120 |
|
1.618 |
111-230 |
|
1.000 |
111-100 |
|
0.618 |
111-020 |
|
HIGH |
110-210 |
|
0.618 |
110-130 |
|
0.500 |
110-105 |
|
0.382 |
110-080 |
|
LOW |
110-000 |
|
0.618 |
109-190 |
|
1.000 |
109-110 |
|
1.618 |
108-300 |
|
2.618 |
108-090 |
|
4.250 |
107-068 |
|
|
| Fisher Pivots for day following 29-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-128 |
110-128 |
| PP |
110-117 |
110-115 |
| S1 |
110-105 |
110-102 |
|