ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 16-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2024 |
16-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
110-190 |
110-250 |
0-060 |
0.2% |
111-085 |
| High |
111-035 |
110-250 |
-0-105 |
-0.3% |
111-245 |
| Low |
110-180 |
109-315 |
-0-185 |
-0.5% |
109-315 |
| Close |
110-230 |
110-085 |
-0-145 |
-0.4% |
110-085 |
| Range |
0-175 |
0-255 |
0-080 |
45.7% |
1-250 |
| ATR |
0-228 |
0-230 |
0-002 |
0.8% |
0-000 |
| Volume |
80,803 |
56,663 |
-24,140 |
-29.9% |
273,320 |
|
| Daily Pivots for day following 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-235 |
112-095 |
110-225 |
|
| R3 |
111-300 |
111-160 |
110-155 |
|
| R2 |
111-045 |
111-045 |
110-132 |
|
| R1 |
110-225 |
110-225 |
110-108 |
110-168 |
| PP |
110-110 |
110-110 |
110-110 |
110-081 |
| S1 |
109-290 |
109-290 |
110-062 |
109-232 |
| S2 |
109-175 |
109-175 |
110-038 |
|
| S3 |
108-240 |
109-035 |
110-015 |
|
| S4 |
107-305 |
108-100 |
109-265 |
|
|
| 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% |
0-257 |
0.7% |
16% |
False |
True |
54,664 |
| 10 |
112-085 |
109-315 |
2-090 |
2.1% |
0-229 |
0.6% |
12% |
False |
True |
33,980 |
| 20 |
113-290 |
109-315 |
3-295 |
3.6% |
0-228 |
0.6% |
7% |
False |
True |
20,128 |
| 40 |
113-315 |
109-315 |
4-000 |
3.6% |
0-209 |
0.6% |
7% |
False |
True |
10,366 |
| 60 |
113-315 |
109-145 |
4-170 |
4.1% |
0-192 |
0.5% |
18% |
False |
False |
6,918 |
| 80 |
113-315 |
106-155 |
7-160 |
6.8% |
0-155 |
0.4% |
50% |
False |
False |
5,188 |
| 100 |
113-315 |
106-075 |
7-240 |
7.0% |
0-131 |
0.4% |
52% |
False |
False |
4,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-054 |
|
2.618 |
112-278 |
|
1.618 |
112-023 |
|
1.000 |
111-185 |
|
0.618 |
111-088 |
|
HIGH |
110-250 |
|
0.618 |
110-153 |
|
0.500 |
110-122 |
|
0.382 |
110-092 |
|
LOW |
109-315 |
|
0.618 |
109-157 |
|
1.000 |
109-060 |
|
1.618 |
108-222 |
|
2.618 |
107-287 |
|
4.250 |
106-191 |
|
|
| Fisher Pivots for day following 16-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-122 |
110-175 |
| PP |
110-110 |
110-145 |
| S1 |
110-098 |
110-115 |
|