ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 07-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2024 |
07-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
107-105 |
107-205 |
0-100 |
0.3% |
107-262 |
| High |
107-230 |
107-265 |
0-035 |
0.1% |
108-300 |
| Low |
107-090 |
107-165 |
0-075 |
0.2% |
107-230 |
| Close |
107-205 |
107-180 |
-0-025 |
-0.1% |
107-272 |
| Range |
0-140 |
0-100 |
-0-040 |
-28.6% |
1-070 |
| ATR |
0-160 |
0-156 |
-0-004 |
-2.7% |
0-000 |
| Volume |
1,379,397 |
1,067,595 |
-311,802 |
-22.6% |
9,036,225 |
|
| Daily Pivots for day following 07-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-183 |
108-122 |
107-235 |
|
| R3 |
108-083 |
108-022 |
107-208 |
|
| R2 |
107-303 |
107-303 |
107-198 |
|
| R1 |
107-242 |
107-242 |
107-189 |
107-222 |
| PP |
107-203 |
107-203 |
107-203 |
107-194 |
| S1 |
107-142 |
107-142 |
107-171 |
107-122 |
| S2 |
107-103 |
107-103 |
107-162 |
|
| S3 |
107-003 |
107-042 |
107-152 |
|
| S4 |
106-223 |
106-262 |
107-125 |
|
|
| 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% |
0-184 |
0.5% |
19% |
False |
False |
1,576,702 |
| 10 |
108-300 |
107-080 |
1-220 |
1.6% |
0-163 |
0.5% |
19% |
False |
False |
1,527,429 |
| 20 |
108-300 |
107-080 |
1-220 |
1.6% |
0-149 |
0.4% |
19% |
False |
False |
1,399,597 |
| 40 |
108-315 |
106-242 |
2-072 |
2.1% |
0-145 |
0.4% |
36% |
False |
False |
1,233,792 |
| 60 |
108-315 |
105-050 |
3-265 |
3.6% |
0-151 |
0.4% |
63% |
False |
False |
1,274,887 |
| 80 |
108-315 |
104-040 |
4-275 |
4.5% |
0-148 |
0.4% |
71% |
False |
False |
957,700 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-125 |
0.4% |
71% |
False |
False |
766,163 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-105 |
0.3% |
71% |
False |
False |
638,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-050 |
|
2.618 |
108-207 |
|
1.618 |
108-107 |
|
1.000 |
108-045 |
|
0.618 |
108-007 |
|
HIGH |
107-265 |
|
0.618 |
107-227 |
|
0.500 |
107-215 |
|
0.382 |
107-203 |
|
LOW |
107-165 |
|
0.618 |
107-103 |
|
1.000 |
107-065 |
|
1.618 |
107-003 |
|
2.618 |
106-223 |
|
4.250 |
106-060 |
|
|
| Fisher Pivots for day following 07-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-215 |
107-178 |
| PP |
107-203 |
107-176 |
| S1 |
107-192 |
107-174 |
|