ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 15-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2024 |
15-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
106-142 |
106-238 |
0-095 |
0.3% |
107-262 |
| High |
106-262 |
107-025 |
0-082 |
0.2% |
107-268 |
| Low |
106-115 |
106-230 |
0-115 |
0.3% |
107-030 |
| Close |
106-232 |
106-270 |
0-038 |
0.1% |
107-048 |
| Range |
0-148 |
0-115 |
-0-032 |
-22.0% |
0-238 |
| ATR |
0-160 |
0-157 |
-0-003 |
-2.0% |
0-000 |
| Volume |
1,228,390 |
1,284,937 |
56,547 |
4.6% |
5,913,234 |
|
| Daily Pivots for day following 15-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-307 |
107-243 |
107-013 |
|
| R3 |
107-192 |
107-128 |
106-302 |
|
| R2 |
107-077 |
107-077 |
106-291 |
|
| R1 |
107-013 |
107-013 |
106-281 |
107-045 |
| PP |
106-282 |
106-282 |
106-282 |
106-298 |
| S1 |
106-218 |
106-218 |
106-259 |
106-250 |
| S2 |
106-167 |
106-167 |
106-249 |
|
| S3 |
106-052 |
106-103 |
106-238 |
|
| S4 |
105-257 |
105-308 |
106-207 |
|
|
| 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 |
107-185 |
106-112 |
1-072 |
1.1% |
0-166 |
0.5% |
40% |
False |
False |
1,252,559 |
| 10 |
108-215 |
106-112 |
2-102 |
2.2% |
0-167 |
0.5% |
21% |
False |
False |
1,328,586 |
| 20 |
108-300 |
106-112 |
2-188 |
2.4% |
0-149 |
0.4% |
19% |
False |
False |
1,335,686 |
| 40 |
108-315 |
106-112 |
2-202 |
2.5% |
0-142 |
0.4% |
19% |
False |
False |
1,196,950 |
| 60 |
108-315 |
105-298 |
3-018 |
2.9% |
0-148 |
0.4% |
30% |
False |
False |
1,388,398 |
| 80 |
108-315 |
104-105 |
4-210 |
4.4% |
0-154 |
0.5% |
54% |
False |
False |
1,047,298 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-135 |
0.4% |
56% |
False |
False |
837,866 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-112 |
0.3% |
56% |
False |
False |
698,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-194 |
|
2.618 |
108-006 |
|
1.618 |
107-211 |
|
1.000 |
107-140 |
|
0.618 |
107-096 |
|
HIGH |
107-025 |
|
0.618 |
106-301 |
|
0.500 |
106-288 |
|
0.382 |
106-274 |
|
LOW |
106-230 |
|
0.618 |
106-159 |
|
1.000 |
106-115 |
|
1.618 |
106-044 |
|
2.618 |
105-249 |
|
4.250 |
105-061 |
|
|
| Fisher Pivots for day following 15-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-288 |
106-309 |
| PP |
106-282 |
106-296 |
| S1 |
106-276 |
106-283 |
|