ECBOT 10 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 13-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2024 |
13-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
111-085 |
111-075 |
-0-010 |
0.0% |
112-085 |
| High |
111-145 |
111-245 |
0-100 |
0.3% |
112-085 |
| Low |
111-040 |
110-020 |
-1-020 |
-1.0% |
111-030 |
| Close |
111-095 |
110-050 |
-1-045 |
-1.0% |
111-050 |
| Range |
0-105 |
1-225 |
1-120 |
419.0% |
1-055 |
| ATR |
0-210 |
0-234 |
0-024 |
11.4% |
0-000 |
| Volume |
12,061 |
45,310 |
33,249 |
275.7% |
66,480 |
|
| Daily Pivots for day following 13-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-247 |
114-213 |
111-030 |
|
| R3 |
114-022 |
112-308 |
110-200 |
|
| R2 |
112-117 |
112-117 |
110-150 |
|
| R1 |
111-083 |
111-083 |
110-100 |
110-308 |
| PP |
110-212 |
110-212 |
110-212 |
110-164 |
| S1 |
109-178 |
109-178 |
110-000 |
109-082 |
| S2 |
108-307 |
108-307 |
109-270 |
|
| S3 |
107-082 |
107-273 |
109-220 |
|
| S4 |
105-177 |
106-048 |
109-070 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-007 |
114-083 |
111-256 |
|
| R3 |
113-272 |
113-028 |
111-153 |
|
| R2 |
112-217 |
112-217 |
111-119 |
|
| R1 |
111-293 |
111-293 |
111-084 |
111-228 |
| PP |
111-162 |
111-162 |
111-162 |
111-129 |
| S1 |
110-238 |
110-238 |
111-016 |
110-172 |
| S2 |
110-107 |
110-107 |
110-301 |
|
| S3 |
109-052 |
109-183 |
110-267 |
|
| S4 |
107-317 |
108-128 |
110-164 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-040 |
110-020 |
2-020 |
1.9% |
0-227 |
0.6% |
5% |
False |
True |
20,416 |
| 10 |
113-290 |
110-020 |
3-270 |
3.5% |
0-270 |
0.8% |
2% |
False |
True |
16,398 |
| 20 |
113-290 |
110-020 |
3-270 |
3.5% |
0-224 |
0.6% |
2% |
False |
True |
9,496 |
| 40 |
113-315 |
110-020 |
3-295 |
3.6% |
0-204 |
0.6% |
2% |
False |
True |
4,970 |
| 60 |
113-315 |
109-145 |
4-170 |
4.1% |
0-183 |
0.5% |
16% |
False |
False |
3,319 |
| 80 |
113-315 |
106-075 |
7-240 |
7.0% |
0-150 |
0.4% |
51% |
False |
False |
2,489 |
| 100 |
113-315 |
106-075 |
7-240 |
7.0% |
0-126 |
0.4% |
51% |
False |
False |
1,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-001 |
|
2.618 |
116-072 |
|
1.618 |
114-167 |
|
1.000 |
113-150 |
|
0.618 |
112-262 |
|
HIGH |
111-245 |
|
0.618 |
111-037 |
|
0.500 |
110-292 |
|
0.382 |
110-228 |
|
LOW |
110-020 |
|
0.618 |
109-003 |
|
1.000 |
108-115 |
|
1.618 |
107-098 |
|
2.618 |
105-193 |
|
4.250 |
102-264 |
|
|
| Fisher Pivots for day following 13-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
110-292 |
110-292 |
| PP |
110-212 |
110-212 |
| S1 |
110-131 |
110-131 |
|