ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 02-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2024 |
02-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
108-178 |
108-202 |
0-025 |
0.1% |
107-262 |
| High |
108-300 |
108-215 |
-0-085 |
-0.2% |
108-300 |
| Low |
108-112 |
107-230 |
-0-202 |
-0.6% |
107-230 |
| Close |
108-225 |
107-272 |
-0-272 |
-0.8% |
107-272 |
| Range |
0-188 |
0-305 |
0-118 |
62.7% |
1-070 |
| ATR |
0-147 |
0-159 |
0-012 |
8.2% |
0-000 |
| Volume |
1,767,873 |
2,170,284 |
402,411 |
22.8% |
9,036,225 |
|
| Daily Pivots for day following 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-301 |
110-112 |
108-120 |
|
| R3 |
109-316 |
109-127 |
108-036 |
|
| R2 |
109-011 |
109-011 |
108-008 |
|
| R1 |
108-142 |
108-142 |
107-300 |
108-084 |
| PP |
108-026 |
108-026 |
108-026 |
107-317 |
| S1 |
107-157 |
107-157 |
107-245 |
107-099 |
| S2 |
107-041 |
107-041 |
107-217 |
|
| S3 |
106-056 |
106-172 |
107-189 |
|
| S4 |
105-071 |
105-187 |
107-105 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-264 |
111-018 |
108-167 |
|
| R3 |
110-194 |
109-268 |
108-060 |
|
| R2 |
109-124 |
109-124 |
108-024 |
|
| R1 |
108-198 |
108-198 |
107-308 |
109-001 |
| PP |
108-054 |
108-054 |
108-054 |
108-116 |
| S1 |
107-128 |
107-128 |
107-237 |
107-251 |
| S2 |
106-304 |
106-304 |
107-201 |
|
| S3 |
105-234 |
106-058 |
107-165 |
|
| S4 |
104-164 |
104-308 |
107-058 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-300 |
107-230 |
1-070 |
1.1% |
0-184 |
0.5% |
11% |
False |
True |
1,807,245 |
| 10 |
108-300 |
107-142 |
1-158 |
1.4% |
0-152 |
0.4% |
27% |
False |
False |
1,448,322 |
| 20 |
108-300 |
107-142 |
1-158 |
1.4% |
0-153 |
0.4% |
27% |
False |
False |
1,386,232 |
| 40 |
108-315 |
106-242 |
2-072 |
2.1% |
0-146 |
0.4% |
49% |
False |
False |
1,233,949 |
| 60 |
108-315 |
105-050 |
3-265 |
3.5% |
0-152 |
0.4% |
70% |
False |
False |
1,210,309 |
| 80 |
108-315 |
104-040 |
4-275 |
4.5% |
0-148 |
0.4% |
77% |
False |
False |
908,384 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-121 |
0.4% |
77% |
False |
False |
726,710 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-101 |
0.3% |
77% |
False |
False |
605,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-231 |
|
2.618 |
111-053 |
|
1.618 |
110-068 |
|
1.000 |
109-200 |
|
0.618 |
109-083 |
|
HIGH |
108-215 |
|
0.618 |
108-098 |
|
0.500 |
108-062 |
|
0.382 |
108-027 |
|
LOW |
107-230 |
|
0.618 |
107-042 |
|
1.000 |
106-245 |
|
1.618 |
106-057 |
|
2.618 |
105-072 |
|
4.250 |
103-214 |
|
|
| Fisher Pivots for day following 02-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-062 |
108-105 |
| PP |
108-026 |
108-054 |
| S1 |
107-309 |
108-003 |
|