ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 15-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2024 |
15-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
110-040 |
110-190 |
0-150 |
0.4% |
112-085 |
| High |
110-220 |
111-035 |
0-135 |
0.4% |
112-085 |
| Low |
110-015 |
110-180 |
0-165 |
0.5% |
111-030 |
| Close |
110-175 |
110-230 |
0-055 |
0.2% |
111-050 |
| Range |
0-205 |
0-175 |
-0-030 |
-14.6% |
1-055 |
| ATR |
0-232 |
0-228 |
-0-004 |
-1.6% |
0-000 |
| Volume |
78,483 |
80,803 |
2,320 |
3.0% |
66,480 |
|
| Daily Pivots for day following 15-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-140 |
112-040 |
111-006 |
|
| R3 |
111-285 |
111-185 |
110-278 |
|
| R2 |
111-110 |
111-110 |
110-262 |
|
| R1 |
111-010 |
111-010 |
110-246 |
111-060 |
| PP |
110-255 |
110-255 |
110-255 |
110-280 |
| S1 |
110-155 |
110-155 |
110-214 |
110-205 |
| S2 |
110-080 |
110-080 |
110-198 |
|
| S3 |
109-225 |
109-300 |
110-182 |
|
| S4 |
109-050 |
109-125 |
110-134 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-007 |
114-083 |
111-256 |
|
| R3 |
113-272 |
113-028 |
111-153 |
|
| R2 |
112-217 |
112-217 |
111-119 |
|
| R1 |
111-293 |
111-293 |
111-084 |
111-228 |
| PP |
111-162 |
111-162 |
111-162 |
111-129 |
| S1 |
110-238 |
110-238 |
111-016 |
110-172 |
| S2 |
110-107 |
110-107 |
110-301 |
|
| S3 |
109-052 |
109-183 |
110-267 |
|
| S4 |
107-317 |
108-128 |
110-164 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-245 |
110-015 |
1-230 |
1.6% |
0-239 |
0.7% |
39% |
False |
False |
46,332 |
| 10 |
113-170 |
110-015 |
3-155 |
3.1% |
0-248 |
0.7% |
19% |
False |
False |
29,173 |
| 20 |
113-290 |
110-015 |
3-275 |
3.5% |
0-223 |
0.6% |
17% |
False |
False |
17,373 |
| 40 |
113-315 |
110-015 |
3-300 |
3.6% |
0-206 |
0.6% |
17% |
False |
False |
8,950 |
| 60 |
113-315 |
109-145 |
4-170 |
4.1% |
0-189 |
0.5% |
28% |
False |
False |
5,973 |
| 80 |
113-315 |
106-155 |
7-160 |
6.8% |
0-152 |
0.4% |
56% |
False |
False |
4,480 |
| 100 |
113-315 |
106-075 |
7-240 |
7.0% |
0-130 |
0.4% |
58% |
False |
False |
3,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-139 |
|
2.618 |
112-173 |
|
1.618 |
111-318 |
|
1.000 |
111-210 |
|
0.618 |
111-143 |
|
HIGH |
111-035 |
|
0.618 |
110-288 |
|
0.500 |
110-268 |
|
0.382 |
110-247 |
|
LOW |
110-180 |
|
0.618 |
110-072 |
|
1.000 |
110-005 |
|
1.618 |
109-217 |
|
2.618 |
109-042 |
|
4.250 |
108-076 |
|
|
| Fisher Pivots for day following 15-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-268 |
110-290 |
| PP |
110-255 |
110-270 |
| S1 |
110-242 |
110-250 |
|