ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 21-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2024 |
21-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
110-100 |
110-150 |
0-050 |
0.1% |
111-085 |
| High |
110-220 |
110-205 |
-0-015 |
0.0% |
111-245 |
| Low |
110-040 |
110-025 |
-0-015 |
0.0% |
109-315 |
| Close |
110-150 |
110-045 |
-0-105 |
-0.3% |
110-085 |
| Range |
0-180 |
0-180 |
0-000 |
0.0% |
1-250 |
| ATR |
0-226 |
0-223 |
-0-003 |
-1.5% |
0-000 |
| Volume |
290,497 |
777,154 |
486,657 |
167.5% |
273,320 |
|
| Daily Pivots for day following 21-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-312 |
111-198 |
110-144 |
|
| R3 |
111-132 |
111-018 |
110-094 |
|
| R2 |
110-272 |
110-272 |
110-078 |
|
| R1 |
110-158 |
110-158 |
110-062 |
110-125 |
| PP |
110-092 |
110-092 |
110-092 |
110-075 |
| S1 |
109-298 |
109-298 |
110-028 |
109-265 |
| S2 |
109-232 |
109-232 |
110-012 |
|
| S3 |
109-052 |
109-118 |
109-316 |
|
| S4 |
108-192 |
108-258 |
109-266 |
|
|
| 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 |
111-035 |
109-315 |
1-040 |
1.0% |
0-199 |
0.6% |
14% |
False |
False |
256,720 |
| 10 |
112-040 |
109-315 |
2-045 |
1.9% |
0-213 |
0.6% |
7% |
False |
False |
138,568 |
| 20 |
113-290 |
109-315 |
3-295 |
3.6% |
0-232 |
0.7% |
4% |
False |
False |
73,252 |
| 40 |
113-315 |
109-315 |
4-000 |
3.6% |
0-209 |
0.6% |
4% |
False |
False |
37,050 |
| 60 |
113-315 |
109-145 |
4-170 |
4.1% |
0-197 |
0.6% |
15% |
False |
False |
24,712 |
| 80 |
113-315 |
106-305 |
7-010 |
6.4% |
0-159 |
0.5% |
45% |
False |
False |
18,534 |
| 100 |
113-315 |
106-075 |
7-240 |
7.0% |
0-134 |
0.4% |
50% |
False |
False |
14,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-010 |
|
2.618 |
112-036 |
|
1.618 |
111-176 |
|
1.000 |
111-065 |
|
0.618 |
110-316 |
|
HIGH |
110-205 |
|
0.618 |
110-136 |
|
0.500 |
110-115 |
|
0.382 |
110-094 |
|
LOW |
110-025 |
|
0.618 |
109-234 |
|
1.000 |
109-165 |
|
1.618 |
109-054 |
|
2.618 |
108-194 |
|
4.250 |
107-220 |
|
|
| Fisher Pivots for day following 21-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-115 |
110-122 |
| PP |
110-092 |
110-097 |
| S1 |
110-068 |
110-071 |
|