Swaps and Durations

do fixed rates have higher duration than floating rate?

As long as the tenor is more than one period, yes.

Can you elaborate more?

A 10-year, 6% coupon, semiannual-pay, fixed-rate bond with a 6% YTM has a modified (and effective) duration of about 7.4 years.

A 10-year, LIBOR + 0bp, semiannual-pay, floating-rate bond with a 6% YTM has an effective duration of about 0.25 years.