ECBOT 5 Year T-Note Future March 2024


Trading Metrics calculated at close of trading on 21-Feb-2024
Day Change Summary
Previous Current
20-Feb-2024 21-Feb-2024 Change Change % Previous Week
Open 106-175 106-220 0-045 0.1% 107-058
High 106-260 106-255 -0-005 0.0% 107-185
Low 106-140 106-132 -0-008 0.0% 106-085
Close 106-218 106-148 -0-070 -0.2% 106-165
Range 0-120 0-122 0-002 2.1% 1-100
ATR 0-157 0-154 -0-002 -1.6% 0-000
Volume 1,251,927 2,261,986 1,010,059 80.7% 6,545,695
Daily Pivots for day following 21-Feb-2024
Classic Woodie Camarilla DeMark
R4 107-226 107-149 106-215
R3 107-103 107-027 106-181
R2 106-301 106-301 106-170
R1 106-224 106-224 106-159 106-201
PP 106-178 106-178 106-178 106-167
S1 106-102 106-102 106-136 106-079
S2 106-056 106-056 106-125
S3 105-253 105-299 106-114
S4 105-131 105-177 106-080
Weekly Pivots for week ending 16-Feb-2024
Classic Woodie Camarilla DeMark
R4 110-232 109-298 107-076
R3 109-132 108-198 106-280
R2 108-032 108-032 106-242
R1 107-098 107-098 106-204 107-015
PP 106-252 106-252 106-252 106-210
S1 105-318 105-318 106-126 105-235
S2 105-152 105-152 106-088
S3 104-052 104-218 106-050
S4 102-272 103-118 105-254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107-025 106-085 0-260 0.8% 0-139 0.4% 24% False False 1,474,118
10 107-265 106-085 1-180 1.5% 0-147 0.4% 13% False False 1,309,508
20 108-300 106-085 2-215 2.5% 0-158 0.5% 7% False False 1,434,481
40 108-315 106-085 2-230 2.6% 0-145 0.4% 7% False False 1,254,667
60 108-315 105-298 3-018 2.9% 0-150 0.4% 17% False False 1,393,868
80 108-315 104-105 4-210 4.4% 0-153 0.5% 46% False False 1,107,800
100 108-315 104-040 4-275 4.6% 0-139 0.4% 48% False False 886,438
120 108-315 104-040 4-275 4.6% 0-116 0.3% 48% False False 738,699
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108-136
2.618 107-256
1.618 107-133
1.000 107-058
0.618 107-011
HIGH 106-255
0.618 106-208
0.500 106-194
0.382 106-179
LOW 106-132
0.618 106-057
1.000 106-010
1.618 105-254
2.618 105-132
4.250 104-252
Fisher Pivots for day following 21-Feb-2024
Pivot 1 day 3 day
R1 106-194 106-180
PP 106-178 106-169
S1 106-163 106-158

These figures are updated between 7pm and 10pm EST after a trading day.

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