ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 13-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2024 |
13-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
107-058 |
107-072 |
0-015 |
0.0% |
107-262 |
| High |
107-112 |
107-185 |
0-072 |
0.2% |
107-268 |
| Low |
107-048 |
106-112 |
-0-255 |
-0.7% |
107-030 |
| Close |
107-080 |
106-138 |
-0-262 |
-0.8% |
107-048 |
| Range |
0-065 |
1-072 |
1-008 |
503.8% |
0-238 |
| ATR |
0-143 |
0-161 |
0-018 |
12.4% |
0-000 |
| Volume |
749,571 |
1,939,446 |
1,189,875 |
158.7% |
5,913,234 |
|
| Daily Pivots for day following 13-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-149 |
109-216 |
107-033 |
|
| R3 |
109-077 |
108-143 |
106-245 |
|
| R2 |
108-004 |
108-004 |
106-209 |
|
| R1 |
107-071 |
107-071 |
106-173 |
107-001 |
| PP |
106-252 |
106-252 |
106-252 |
106-217 |
| S1 |
105-318 |
105-318 |
106-102 |
105-249 |
| S2 |
105-179 |
105-179 |
106-066 |
|
| S3 |
104-107 |
104-246 |
106-030 |
|
| S4 |
103-034 |
103-173 |
105-242 |
|
|
| 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 |
106-112 |
1-152 |
1.4% |
0-156 |
0.5% |
5% |
False |
True |
1,144,897 |
| 10 |
108-300 |
106-112 |
2-188 |
2.4% |
0-180 |
0.5% |
3% |
False |
True |
1,536,253 |
| 20 |
108-300 |
106-112 |
2-188 |
2.4% |
0-151 |
0.4% |
3% |
False |
True |
1,334,915 |
| 40 |
108-315 |
106-112 |
2-202 |
2.5% |
0-142 |
0.4% |
3% |
False |
True |
1,190,785 |
| 60 |
108-315 |
105-298 |
3-018 |
2.9% |
0-149 |
0.4% |
16% |
False |
False |
1,349,436 |
| 80 |
108-315 |
104-040 |
4-275 |
4.6% |
0-153 |
0.5% |
47% |
False |
False |
1,015,910 |
| 100 |
108-315 |
104-040 |
4-275 |
4.6% |
0-132 |
0.4% |
47% |
False |
False |
812,732 |
| 120 |
108-315 |
104-040 |
4-275 |
4.6% |
0-110 |
0.3% |
47% |
False |
False |
677,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-253 |
|
2.618 |
110-253 |
|
1.618 |
109-180 |
|
1.000 |
108-258 |
|
0.618 |
108-108 |
|
HIGH |
107-185 |
|
0.618 |
107-035 |
|
0.500 |
106-309 |
|
0.382 |
106-262 |
|
LOW |
106-112 |
|
0.618 |
105-190 |
|
1.000 |
105-040 |
|
1.618 |
104-117 |
|
2.618 |
103-045 |
|
4.250 |
101-044 |
|
|
| Fisher Pivots for day following 13-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-309 |
106-309 |
| PP |
106-252 |
106-252 |
| S1 |
106-195 |
106-195 |
|