ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 26-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2024 |
26-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
110-010 |
110-120 |
0-110 |
0.3% |
110-100 |
| High |
110-160 |
110-215 |
0-055 |
0.2% |
110-220 |
| Low |
109-255 |
110-020 |
0-085 |
0.2% |
109-255 |
| Close |
110-135 |
110-045 |
-0-090 |
-0.3% |
110-135 |
| Range |
0-225 |
0-195 |
-0-030 |
-13.3% |
0-285 |
| ATR |
0-218 |
0-216 |
-0-002 |
-0.7% |
0-000 |
| Volume |
2,908,911 |
4,580,052 |
1,671,141 |
57.4% |
6,572,002 |
|
| Daily Pivots for day following 26-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-038 |
111-237 |
110-152 |
|
| R3 |
111-163 |
111-042 |
110-099 |
|
| R2 |
110-288 |
110-288 |
110-081 |
|
| R1 |
110-167 |
110-167 |
110-063 |
110-130 |
| PP |
110-093 |
110-093 |
110-093 |
110-075 |
| S1 |
109-292 |
109-292 |
110-027 |
109-255 |
| S2 |
109-218 |
109-218 |
110-009 |
|
| S3 |
109-023 |
109-097 |
109-311 |
|
| S4 |
108-148 |
108-222 |
109-258 |
|
|
| 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 |
110-220 |
109-255 |
0-285 |
0.8% |
0-184 |
0.5% |
39% |
False |
False |
2,230,410 |
| 10 |
111-245 |
109-255 |
1-310 |
1.8% |
0-220 |
0.6% |
17% |
False |
False |
1,142,537 |
| 20 |
113-290 |
109-255 |
4-035 |
3.7% |
0-230 |
0.7% |
8% |
False |
False |
577,133 |
| 40 |
113-290 |
109-255 |
4-035 |
3.7% |
0-213 |
0.6% |
8% |
False |
False |
289,131 |
| 60 |
113-315 |
109-255 |
4-060 |
3.8% |
0-196 |
0.6% |
8% |
False |
False |
192,784 |
| 80 |
113-315 |
106-305 |
7-010 |
6.4% |
0-164 |
0.5% |
45% |
False |
False |
144,589 |
| 100 |
113-315 |
106-075 |
7-240 |
7.0% |
0-137 |
0.4% |
50% |
False |
False |
115,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-084 |
|
2.618 |
112-086 |
|
1.618 |
111-211 |
|
1.000 |
111-090 |
|
0.618 |
111-016 |
|
HIGH |
110-215 |
|
0.618 |
110-141 |
|
0.500 |
110-118 |
|
0.382 |
110-094 |
|
LOW |
110-020 |
|
0.618 |
109-219 |
|
1.000 |
109-145 |
|
1.618 |
109-024 |
|
2.618 |
108-149 |
|
4.250 |
107-151 |
|
|
| Fisher Pivots for day following 26-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-118 |
110-075 |
| PP |
110-093 |
110-065 |
| S1 |
110-069 |
110-055 |
|