ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 01-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2024 |
01-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
107-318 |
108-178 |
0-180 |
0.5% |
107-238 |
| High |
108-192 |
108-300 |
0-108 |
0.3% |
108-010 |
| Low |
107-308 |
108-112 |
0-125 |
0.4% |
107-142 |
| Close |
108-125 |
108-225 |
0-100 |
0.3% |
107-208 |
| Range |
0-205 |
0-188 |
-0-018 |
-8.5% |
0-188 |
| ATR |
0-144 |
0-147 |
0-003 |
2.2% |
0-000 |
| Volume |
2,822,130 |
1,767,873 |
-1,054,257 |
-37.4% |
5,447,000 |
|
| Daily Pivots for day following 01-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-135 |
110-048 |
109-008 |
|
| R3 |
109-268 |
109-180 |
108-277 |
|
| R2 |
109-080 |
109-080 |
108-259 |
|
| R1 |
108-312 |
108-312 |
108-242 |
109-036 |
| PP |
108-212 |
108-212 |
108-212 |
108-234 |
| S1 |
108-125 |
108-125 |
108-208 |
108-169 |
| S2 |
108-025 |
108-025 |
108-191 |
|
| S3 |
107-158 |
107-258 |
108-173 |
|
| S4 |
106-290 |
107-070 |
108-122 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-149 |
109-046 |
107-311 |
|
| R3 |
108-282 |
108-178 |
107-259 |
|
| R2 |
108-094 |
108-094 |
107-242 |
|
| R1 |
107-311 |
107-311 |
107-225 |
107-269 |
| PP |
107-227 |
107-227 |
107-227 |
107-206 |
| S1 |
107-123 |
107-123 |
107-190 |
107-081 |
| S2 |
107-039 |
107-039 |
107-173 |
|
| S3 |
106-172 |
106-256 |
107-156 |
|
| S4 |
105-304 |
106-068 |
107-104 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-300 |
107-200 |
1-100 |
1.2% |
0-148 |
0.4% |
82% |
True |
False |
1,576,386 |
| 10 |
108-300 |
107-142 |
1-158 |
1.4% |
0-132 |
0.4% |
84% |
True |
False |
1,342,786 |
| 20 |
108-300 |
107-142 |
1-158 |
1.4% |
0-145 |
0.4% |
84% |
True |
False |
1,330,009 |
| 40 |
108-315 |
106-242 |
2-072 |
2.0% |
0-142 |
0.4% |
87% |
False |
False |
1,216,496 |
| 60 |
108-315 |
105-050 |
3-265 |
3.5% |
0-149 |
0.4% |
93% |
False |
False |
1,174,305 |
| 80 |
108-315 |
104-040 |
4-275 |
4.5% |
0-144 |
0.4% |
94% |
False |
False |
881,256 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-118 |
0.3% |
94% |
False |
False |
705,007 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-098 |
0.3% |
94% |
False |
False |
587,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-137 |
|
2.618 |
110-151 |
|
1.618 |
109-283 |
|
1.000 |
109-168 |
|
0.618 |
109-096 |
|
HIGH |
108-300 |
|
0.618 |
108-228 |
|
0.500 |
108-206 |
|
0.382 |
108-184 |
|
LOW |
108-112 |
|
0.618 |
107-317 |
|
1.000 |
107-245 |
|
1.618 |
107-129 |
|
2.618 |
106-262 |
|
4.250 |
105-276 |
|
|
| Fisher Pivots for day following 01-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-219 |
108-186 |
| PP |
108-212 |
108-147 |
| S1 |
108-206 |
108-108 |
|