ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 14-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2024 |
14-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
107-072 |
106-142 |
-0-250 |
-0.7% |
107-262 |
| High |
107-185 |
106-262 |
-0-242 |
-0.7% |
107-268 |
| Low |
106-112 |
106-115 |
0-002 |
0.0% |
107-030 |
| Close |
106-138 |
106-232 |
0-095 |
0.3% |
107-048 |
| Range |
1-072 |
0-148 |
-0-245 |
-62.4% |
0-238 |
| ATR |
0-161 |
0-160 |
-0-001 |
-0.6% |
0-000 |
| Volume |
1,939,446 |
1,228,390 |
-711,056 |
-36.7% |
5,913,234 |
|
| Daily Pivots for day following 14-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-006 |
107-267 |
106-314 |
|
| R3 |
107-178 |
107-119 |
106-273 |
|
| R2 |
107-031 |
107-031 |
106-260 |
|
| R1 |
106-292 |
106-292 |
106-246 |
107-001 |
| PP |
106-203 |
106-203 |
106-203 |
106-218 |
| S1 |
106-144 |
106-144 |
106-219 |
106-174 |
| S2 |
106-056 |
106-056 |
106-205 |
|
| S3 |
105-228 |
105-317 |
106-192 |
|
| S4 |
105-081 |
105-169 |
106-151 |
|
|
| 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 |
107-192 |
106-112 |
1-080 |
1.2% |
0-165 |
0.5% |
30% |
False |
False |
1,177,056 |
| 10 |
108-300 |
106-112 |
2-188 |
2.4% |
0-174 |
0.5% |
15% |
False |
False |
1,376,879 |
| 20 |
108-300 |
106-112 |
2-188 |
2.4% |
0-148 |
0.4% |
15% |
False |
False |
1,322,959 |
| 40 |
108-315 |
106-112 |
2-202 |
2.5% |
0-142 |
0.4% |
14% |
False |
False |
1,185,284 |
| 60 |
108-315 |
105-298 |
3-018 |
2.9% |
0-149 |
0.4% |
26% |
False |
False |
1,368,893 |
| 80 |
108-315 |
104-105 |
4-210 |
4.4% |
0-154 |
0.5% |
52% |
False |
False |
1,031,247 |
| 100 |
108-315 |
104-040 |
4-275 |
4.6% |
0-134 |
0.4% |
54% |
False |
False |
825,016 |
| 120 |
108-315 |
104-040 |
4-275 |
4.6% |
0-111 |
0.3% |
54% |
False |
False |
687,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-249 |
|
2.618 |
108-009 |
|
1.618 |
107-181 |
|
1.000 |
107-090 |
|
0.618 |
107-034 |
|
HIGH |
106-262 |
|
0.618 |
106-206 |
|
0.500 |
106-189 |
|
0.382 |
106-171 |
|
LOW |
106-115 |
|
0.618 |
106-024 |
|
1.000 |
105-288 |
|
1.618 |
105-196 |
|
2.618 |
105-049 |
|
4.250 |
104-128 |
|
|
| Fisher Pivots for day following 14-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-218 |
106-309 |
| PP |
106-203 |
106-283 |
| S1 |
106-189 |
106-258 |
|