ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 06-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2024 |
06-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
107-262 |
107-105 |
-0-158 |
-0.5% |
107-262 |
| High |
107-268 |
107-230 |
-0-038 |
-0.1% |
108-300 |
| Low |
107-080 |
107-090 |
0-010 |
0.0% |
107-230 |
| Close |
107-100 |
107-205 |
0-105 |
0.3% |
107-272 |
| Range |
0-188 |
0-140 |
-0-048 |
-25.3% |
1-070 |
| ATR |
0-161 |
0-160 |
-0-002 |
-1.0% |
0-000 |
| Volume |
1,498,365 |
1,379,397 |
-118,968 |
-7.9% |
9,036,225 |
|
| Daily Pivots for day following 06-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-275 |
108-220 |
107-282 |
|
| R3 |
108-135 |
108-080 |
107-244 |
|
| R2 |
107-315 |
107-315 |
107-231 |
|
| R1 |
107-260 |
107-260 |
107-218 |
107-288 |
| PP |
107-175 |
107-175 |
107-175 |
107-189 |
| S1 |
107-120 |
107-120 |
107-192 |
107-148 |
| S2 |
107-035 |
107-035 |
107-179 |
|
| S3 |
106-215 |
106-300 |
107-166 |
|
| S4 |
106-075 |
106-160 |
107-128 |
|
|
| 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 |
107-080 |
1-220 |
1.6% |
0-205 |
0.6% |
23% |
False |
False |
1,927,609 |
| 10 |
108-300 |
107-080 |
1-220 |
1.6% |
0-168 |
0.5% |
23% |
False |
False |
1,559,454 |
| 20 |
108-300 |
107-080 |
1-220 |
1.6% |
0-147 |
0.4% |
23% |
False |
False |
1,394,269 |
| 40 |
108-315 |
106-242 |
2-072 |
2.1% |
0-149 |
0.4% |
40% |
False |
False |
1,246,386 |
| 60 |
108-315 |
105-050 |
3-265 |
3.6% |
0-153 |
0.4% |
65% |
False |
False |
1,257,615 |
| 80 |
108-315 |
104-040 |
4-275 |
4.5% |
0-149 |
0.4% |
72% |
False |
False |
944,355 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-124 |
0.4% |
72% |
False |
False |
755,488 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-104 |
0.3% |
72% |
False |
False |
629,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-185 |
|
2.618 |
108-277 |
|
1.618 |
108-137 |
|
1.000 |
108-050 |
|
0.618 |
107-317 |
|
HIGH |
107-230 |
|
0.618 |
107-177 |
|
0.500 |
107-160 |
|
0.382 |
107-143 |
|
LOW |
107-090 |
|
0.618 |
107-003 |
|
1.000 |
106-270 |
|
1.618 |
106-183 |
|
2.618 |
106-043 |
|
4.250 |
105-135 |
|
|
| Fisher Pivots for day following 06-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-190 |
107-308 |
| PP |
107-175 |
107-273 |
| S1 |
107-160 |
107-239 |
|