ECBOT 5 Year T-Note Future March 2024


Trading Metrics calculated at close of trading on 22-Feb-2024
Day Change Summary
Previous Current
21-Feb-2024 22-Feb-2024 Change Change % Previous Week
Open 106-220 106-142 -0-078 -0.2% 107-058
High 106-255 106-170 -0-085 -0.2% 107-185
Low 106-132 106-062 -0-070 -0.2% 106-085
Close 106-148 106-095 -0-052 -0.2% 106-165
Range 0-122 0-108 -0-015 -12.2% 1-100
ATR 0-154 0-151 -0-003 -2.2% 0-000
Volume 2,261,986 3,657,677 1,395,691 61.7% 6,545,695
Daily Pivots for day following 22-Feb-2024
Classic Woodie Camarilla DeMark
R4 107-112 107-051 106-154
R3 107-004 106-263 106-125
R2 106-217 106-217 106-115
R1 106-156 106-156 106-105 106-132
PP 106-109 106-109 106-109 106-098
S1 106-048 106-048 106-085 106-025
S2 106-002 106-002 106-075
S3 105-214 105-261 106-065
S4 105-107 105-153 106-036
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
5 107-025 106-062 0-282 0.8% 0-131 0.4% 12% False True 1,959,975
10 107-192 106-062 1-130 1.3% 0-148 0.4% 7% False True 1,568,516
20 108-300 106-062 2-238 2.6% 0-156 0.5% 4% False True 1,547,972
40 108-315 106-062 2-252 2.6% 0-145 0.4% 4% False True 1,329,671
60 108-315 105-298 3-018 2.9% 0-150 0.4% 12% False False 1,430,170
80 108-315 104-212 4-102 4.1% 0-152 0.4% 38% False False 1,153,512
100 108-315 104-040 4-275 4.6% 0-139 0.4% 45% False False 923,015
120 108-315 104-040 4-275 4.6% 0-117 0.3% 45% False False 769,179
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-032
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 107-307
2.618 107-131
1.618 107-024
1.000 106-278
0.618 106-236
HIGH 106-170
0.618 106-129
0.500 106-116
0.382 106-104
LOW 106-062
0.618 105-316
1.000 105-275
1.618 105-209
2.618 105-101
4.250 104-246
Fisher Pivots for day following 22-Feb-2024
Pivot 1 day 3 day
R1 106-116 106-161
PP 106-109 106-139
S1 106-102 106-117

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

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