ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 08-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2024 |
08-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
107-205 |
107-165 |
-0-040 |
-0.1% |
107-262 |
| High |
107-265 |
107-192 |
-0-072 |
-0.2% |
108-300 |
| Low |
107-165 |
107-085 |
-0-080 |
-0.2% |
107-230 |
| Close |
107-180 |
107-092 |
-0-088 |
-0.3% |
107-272 |
| Range |
0-100 |
0-108 |
0-008 |
7.5% |
1-070 |
| ATR |
0-156 |
0-152 |
-0-003 |
-2.2% |
0-000 |
| Volume |
1,067,595 |
907,422 |
-160,173 |
-15.0% |
9,036,225 |
|
| Daily Pivots for day following 08-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-126 |
108-057 |
107-152 |
|
| R3 |
108-018 |
107-269 |
107-122 |
|
| R2 |
107-231 |
107-231 |
107-112 |
|
| R1 |
107-162 |
107-162 |
107-102 |
107-142 |
| PP |
107-123 |
107-123 |
107-123 |
107-114 |
| S1 |
107-054 |
107-054 |
107-083 |
107-035 |
| S2 |
107-016 |
107-016 |
107-073 |
|
| S3 |
106-228 |
106-267 |
107-063 |
|
| S4 |
106-121 |
106-159 |
107-033 |
|
|
| 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 |
108-215 |
107-080 |
1-135 |
1.3% |
0-168 |
0.5% |
3% |
False |
False |
1,404,612 |
| 10 |
108-300 |
107-080 |
1-220 |
1.6% |
0-158 |
0.5% |
2% |
False |
False |
1,490,499 |
| 20 |
108-300 |
107-080 |
1-220 |
1.6% |
0-150 |
0.4% |
2% |
False |
False |
1,397,440 |
| 40 |
108-315 |
106-292 |
2-022 |
1.9% |
0-146 |
0.4% |
18% |
False |
False |
1,232,817 |
| 60 |
108-315 |
105-050 |
3-265 |
3.6% |
0-151 |
0.4% |
56% |
False |
False |
1,289,687 |
| 80 |
108-315 |
104-040 |
4-275 |
4.5% |
0-148 |
0.4% |
65% |
False |
False |
969,043 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-126 |
0.4% |
65% |
False |
False |
775,238 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-105 |
0.3% |
65% |
False |
False |
646,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-009 |
|
2.618 |
108-154 |
|
1.618 |
108-046 |
|
1.000 |
107-300 |
|
0.618 |
107-259 |
|
HIGH |
107-192 |
|
0.618 |
107-151 |
|
0.500 |
107-139 |
|
0.382 |
107-126 |
|
LOW |
107-085 |
|
0.618 |
107-019 |
|
1.000 |
106-298 |
|
1.618 |
106-231 |
|
2.618 |
106-124 |
|
4.250 |
105-268 |
|
|
| Fisher Pivots for day following 08-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-139 |
107-175 |
| PP |
107-123 |
107-148 |
| S1 |
107-108 |
107-120 |
|