ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 22-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2024 |
22-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
110-150 |
110-055 |
-0-095 |
-0.3% |
111-085 |
| High |
110-205 |
110-090 |
-0-115 |
-0.3% |
111-245 |
| Low |
110-025 |
109-270 |
-0-075 |
-0.2% |
109-315 |
| Close |
110-045 |
110-005 |
-0-040 |
-0.1% |
110-085 |
| Range |
0-180 |
0-140 |
-0-040 |
-22.2% |
1-250 |
| ATR |
0-223 |
0-217 |
-0-006 |
-2.7% |
0-000 |
| Volume |
777,154 |
2,595,440 |
1,818,286 |
234.0% |
273,320 |
|
| Daily Pivots for day following 22-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-115 |
111-040 |
110-082 |
|
| R3 |
110-295 |
110-220 |
110-044 |
|
| R2 |
110-155 |
110-155 |
110-031 |
|
| R1 |
110-080 |
110-080 |
110-018 |
110-048 |
| PP |
110-015 |
110-015 |
110-015 |
109-319 |
| S1 |
109-260 |
109-260 |
109-312 |
109-228 |
| S2 |
109-195 |
109-195 |
109-299 |
|
| S3 |
109-055 |
109-120 |
109-286 |
|
| S4 |
108-235 |
108-300 |
109-248 |
|
|
| 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 |
109-270 |
1-085 |
1.2% |
0-186 |
0.5% |
14% |
False |
True |
760,111 |
| 10 |
111-265 |
109-270 |
1-315 |
1.8% |
0-212 |
0.6% |
9% |
False |
True |
396,823 |
| 20 |
113-290 |
109-270 |
4-020 |
3.7% |
0-228 |
0.6% |
4% |
False |
True |
202,964 |
| 40 |
113-315 |
109-270 |
4-045 |
3.8% |
0-209 |
0.6% |
4% |
False |
True |
101,933 |
| 60 |
113-315 |
109-145 |
4-170 |
4.1% |
0-200 |
0.6% |
12% |
False |
False |
67,969 |
| 80 |
113-315 |
106-305 |
7-010 |
6.4% |
0-160 |
0.5% |
44% |
False |
False |
50,977 |
| 100 |
113-315 |
106-075 |
7-240 |
7.0% |
0-136 |
0.4% |
49% |
False |
False |
40,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-045 |
|
2.618 |
111-137 |
|
1.618 |
110-317 |
|
1.000 |
110-230 |
|
0.618 |
110-177 |
|
HIGH |
110-090 |
|
0.618 |
110-037 |
|
0.500 |
110-020 |
|
0.382 |
110-003 |
|
LOW |
109-270 |
|
0.618 |
109-183 |
|
1.000 |
109-130 |
|
1.618 |
109-043 |
|
2.618 |
108-223 |
|
4.250 |
107-315 |
|
|
| Fisher Pivots for day following 22-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-020 |
110-085 |
| PP |
110-015 |
110-058 |
| S1 |
110-010 |
110-032 |
|