ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 12-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2024 |
12-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
107-105 |
107-058 |
-0-048 |
-0.1% |
107-262 |
| High |
107-142 |
107-112 |
-0-030 |
-0.1% |
107-268 |
| Low |
107-030 |
107-048 |
0-018 |
0.1% |
107-030 |
| Close |
107-048 |
107-080 |
0-032 |
0.1% |
107-048 |
| Range |
0-112 |
0-065 |
-0-048 |
-42.2% |
0-238 |
| ATR |
0-149 |
0-143 |
-0-006 |
-4.0% |
0-000 |
| Volume |
1,060,455 |
749,571 |
-310,884 |
-29.3% |
5,913,234 |
|
| Daily Pivots for day following 12-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-275 |
107-242 |
107-116 |
|
| R3 |
107-210 |
107-178 |
107-098 |
|
| R2 |
107-145 |
107-145 |
107-092 |
|
| R1 |
107-112 |
107-112 |
107-086 |
107-129 |
| PP |
107-080 |
107-080 |
107-080 |
107-088 |
| S1 |
107-048 |
107-048 |
107-074 |
107-064 |
| S2 |
107-015 |
107-015 |
107-068 |
|
| S3 |
106-270 |
106-302 |
107-062 |
|
| S4 |
106-205 |
106-238 |
107-044 |
|
|
| 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 |
107-265 |
107-030 |
0-235 |
0.7% |
0-105 |
0.3% |
21% |
False |
False |
1,032,888 |
| 10 |
108-300 |
107-030 |
1-270 |
1.7% |
0-153 |
0.4% |
8% |
False |
False |
1,469,447 |
| 20 |
108-300 |
107-030 |
1-270 |
1.7% |
0-140 |
0.4% |
8% |
False |
False |
1,327,635 |
| 40 |
108-315 |
107-030 |
1-285 |
1.8% |
0-137 |
0.4% |
8% |
False |
False |
1,196,664 |
| 60 |
108-315 |
105-290 |
3-025 |
2.9% |
0-146 |
0.4% |
44% |
False |
False |
1,317,961 |
| 80 |
108-315 |
104-040 |
4-275 |
4.5% |
0-150 |
0.4% |
64% |
False |
False |
991,667 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-128 |
0.4% |
64% |
False |
False |
793,338 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-107 |
0.3% |
64% |
False |
False |
661,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-069 |
|
2.618 |
107-283 |
|
1.618 |
107-218 |
|
1.000 |
107-178 |
|
0.618 |
107-153 |
|
HIGH |
107-112 |
|
0.618 |
107-088 |
|
0.500 |
107-080 |
|
0.382 |
107-072 |
|
LOW |
107-048 |
|
0.618 |
107-007 |
|
1.000 |
106-302 |
|
1.618 |
106-262 |
|
2.618 |
106-197 |
|
4.250 |
106-091 |
|
|
| Fisher Pivots for day following 12-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-080 |
107-111 |
| PP |
107-080 |
107-101 |
| S1 |
107-080 |
107-090 |
|