ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 27-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2024 |
27-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
110-120 |
110-080 |
-0-040 |
-0.1% |
110-100 |
| High |
110-215 |
110-130 |
-0-085 |
-0.2% |
110-220 |
| Low |
110-020 |
109-315 |
-0-025 |
-0.1% |
109-255 |
| Close |
110-045 |
110-015 |
-0-030 |
-0.1% |
110-135 |
| Range |
0-195 |
0-135 |
-0-060 |
-30.8% |
0-285 |
| ATR |
0-216 |
0-210 |
-0-006 |
-2.7% |
0-000 |
| Volume |
4,580,052 |
2,427,895 |
-2,152,157 |
-47.0% |
6,572,002 |
|
| Daily Pivots for day following 27-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-132 |
111-048 |
110-089 |
|
| R3 |
110-317 |
110-233 |
110-052 |
|
| R2 |
110-182 |
110-182 |
110-040 |
|
| R1 |
110-098 |
110-098 |
110-027 |
110-072 |
| PP |
110-047 |
110-047 |
110-047 |
110-034 |
| S1 |
109-283 |
109-283 |
110-003 |
109-258 |
| S2 |
109-232 |
109-232 |
109-310 |
|
| S3 |
109-097 |
109-148 |
109-298 |
|
| S4 |
108-282 |
109-013 |
109-261 |
|
|
| 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 |
110-215 |
109-255 |
0-280 |
0.8% |
0-175 |
0.5% |
29% |
False |
False |
2,657,890 |
| 10 |
111-245 |
109-255 |
1-310 |
1.8% |
0-224 |
0.6% |
13% |
False |
False |
1,384,120 |
| 20 |
113-290 |
109-255 |
4-035 |
3.7% |
0-228 |
0.6% |
6% |
False |
False |
698,423 |
| 40 |
113-290 |
109-255 |
4-035 |
3.7% |
0-212 |
0.6% |
6% |
False |
False |
349,804 |
| 60 |
113-315 |
109-255 |
4-060 |
3.8% |
0-198 |
0.6% |
6% |
False |
False |
233,249 |
| 80 |
113-315 |
107-215 |
6-100 |
5.7% |
0-166 |
0.5% |
38% |
False |
False |
174,938 |
| 100 |
113-315 |
106-075 |
7-240 |
7.0% |
0-138 |
0.4% |
49% |
False |
False |
139,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-064 |
|
2.618 |
111-163 |
|
1.618 |
111-028 |
|
1.000 |
110-265 |
|
0.618 |
110-213 |
|
HIGH |
110-130 |
|
0.618 |
110-078 |
|
0.500 |
110-062 |
|
0.382 |
110-047 |
|
LOW |
109-315 |
|
0.618 |
109-232 |
|
1.000 |
109-180 |
|
1.618 |
109-097 |
|
2.618 |
108-282 |
|
4.250 |
108-061 |
|
|
| Fisher Pivots for day following 27-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-062 |
110-075 |
| PP |
110-047 |
110-055 |
| S1 |
110-031 |
110-035 |
|