ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 09-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2024 |
09-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
107-165 |
107-105 |
-0-060 |
-0.2% |
107-262 |
| High |
107-192 |
107-142 |
-0-050 |
-0.1% |
107-268 |
| Low |
107-085 |
107-030 |
-0-055 |
-0.2% |
107-030 |
| Close |
107-092 |
107-048 |
-0-045 |
-0.1% |
107-048 |
| Range |
0-108 |
0-112 |
0-005 |
4.7% |
0-238 |
| ATR |
0-152 |
0-149 |
-0-003 |
-1.9% |
0-000 |
| Volume |
907,422 |
1,060,455 |
153,033 |
16.9% |
5,913,234 |
|
| Daily Pivots for day following 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-091 |
108-022 |
107-109 |
|
| R3 |
107-298 |
107-229 |
107-078 |
|
| R2 |
107-186 |
107-186 |
107-068 |
|
| R1 |
107-117 |
107-117 |
107-058 |
107-095 |
| PP |
107-073 |
107-073 |
107-073 |
107-062 |
| S1 |
107-004 |
107-004 |
107-037 |
106-302 |
| S2 |
106-281 |
106-281 |
107-027 |
|
| S3 |
106-168 |
106-212 |
107-017 |
|
| S4 |
106-056 |
106-099 |
106-306 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-188 |
109-035 |
107-178 |
|
| R3 |
108-270 |
108-118 |
107-113 |
|
| R2 |
108-032 |
108-032 |
107-091 |
|
| R1 |
107-200 |
107-200 |
107-069 |
107-158 |
| PP |
107-115 |
107-115 |
107-115 |
107-094 |
| S1 |
106-282 |
106-282 |
107-026 |
106-240 |
| S2 |
106-198 |
106-198 |
107-004 |
|
| S3 |
105-280 |
106-045 |
106-302 |
|
| S4 |
105-042 |
105-128 |
106-237 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-268 |
107-030 |
0-238 |
0.7% |
0-130 |
0.4% |
7% |
False |
True |
1,182,646 |
| 10 |
108-300 |
107-030 |
1-270 |
1.7% |
0-156 |
0.5% |
3% |
False |
True |
1,494,945 |
| 20 |
108-300 |
107-030 |
1-270 |
1.7% |
0-146 |
0.4% |
3% |
False |
True |
1,364,717 |
| 40 |
108-315 |
107-018 |
1-298 |
1.8% |
0-145 |
0.4% |
5% |
False |
False |
1,225,428 |
| 60 |
108-315 |
105-112 |
3-202 |
3.4% |
0-151 |
0.4% |
49% |
False |
False |
1,306,690 |
| 80 |
108-315 |
104-040 |
4-275 |
4.5% |
0-150 |
0.4% |
62% |
False |
False |
982,298 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-128 |
0.4% |
62% |
False |
False |
785,842 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-106 |
0.3% |
62% |
False |
False |
654,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-301 |
|
2.618 |
108-117 |
|
1.618 |
108-005 |
|
1.000 |
107-255 |
|
0.618 |
107-212 |
|
HIGH |
107-142 |
|
0.618 |
107-100 |
|
0.500 |
107-086 |
|
0.382 |
107-073 |
|
LOW |
107-030 |
|
0.618 |
106-280 |
|
1.000 |
106-238 |
|
1.618 |
106-168 |
|
2.618 |
106-055 |
|
4.250 |
105-192 |
|
|
| Fisher Pivots for day following 09-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-086 |
107-148 |
| PP |
107-073 |
107-114 |
| S1 |
107-060 |
107-081 |
|