ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 23-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2024 |
23-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
106-142 |
106-102 |
-0-040 |
-0.1% |
106-175 |
| High |
106-170 |
106-172 |
0-002 |
0.0% |
106-260 |
| Low |
106-062 |
106-040 |
-0-022 |
-0.1% |
106-040 |
| Close |
106-095 |
106-152 |
0-058 |
0.2% |
106-152 |
| Range |
0-108 |
0-132 |
0-025 |
23.3% |
0-220 |
| ATR |
0-151 |
0-149 |
-0-001 |
-0.9% |
0-000 |
| Volume |
3,657,677 |
4,210,442 |
552,765 |
15.1% |
11,382,032 |
|
| Daily Pivots for day following 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-199 |
107-148 |
106-225 |
|
| R3 |
107-067 |
107-016 |
106-189 |
|
| R2 |
106-254 |
106-254 |
106-177 |
|
| R1 |
106-203 |
106-203 |
106-165 |
106-229 |
| PP |
106-122 |
106-122 |
106-122 |
106-134 |
| S1 |
106-071 |
106-071 |
106-140 |
106-096 |
| S2 |
105-309 |
105-309 |
106-128 |
|
| S3 |
105-177 |
105-258 |
106-116 |
|
| S4 |
105-044 |
105-126 |
106-080 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-171 |
108-062 |
106-274 |
|
| R3 |
107-271 |
107-162 |
106-213 |
|
| R2 |
107-051 |
107-051 |
106-193 |
|
| R1 |
106-262 |
106-262 |
106-173 |
106-206 |
| PP |
106-151 |
106-151 |
106-151 |
106-123 |
| S1 |
106-042 |
106-042 |
106-132 |
105-306 |
| S2 |
105-251 |
105-251 |
106-112 |
|
| S3 |
105-031 |
105-142 |
106-092 |
|
| S4 |
104-131 |
104-242 |
106-032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-275 |
106-040 |
0-235 |
0.7% |
0-134 |
0.4% |
48% |
False |
True |
2,545,076 |
| 10 |
107-185 |
106-040 |
1-145 |
1.4% |
0-150 |
0.4% |
24% |
False |
True |
1,898,818 |
| 20 |
108-300 |
106-040 |
2-260 |
2.6% |
0-154 |
0.5% |
13% |
False |
True |
1,694,658 |
| 40 |
108-315 |
106-040 |
2-275 |
2.7% |
0-147 |
0.4% |
12% |
False |
True |
1,426,274 |
| 60 |
108-315 |
106-040 |
2-275 |
2.7% |
0-149 |
0.4% |
12% |
False |
True |
1,406,365 |
| 80 |
108-315 |
104-212 |
4-102 |
4.1% |
0-153 |
0.4% |
42% |
False |
False |
1,206,135 |
| 100 |
108-315 |
104-040 |
4-275 |
4.6% |
0-140 |
0.4% |
48% |
False |
False |
965,119 |
| 120 |
108-315 |
104-040 |
4-275 |
4.6% |
0-118 |
0.3% |
48% |
False |
False |
804,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-096 |
|
2.618 |
107-199 |
|
1.618 |
107-067 |
|
1.000 |
106-305 |
|
0.618 |
106-254 |
|
HIGH |
106-172 |
|
0.618 |
106-122 |
|
0.500 |
106-106 |
|
0.382 |
106-091 |
|
LOW |
106-040 |
|
0.618 |
105-278 |
|
1.000 |
105-228 |
|
1.618 |
105-146 |
|
2.618 |
105-013 |
|
4.250 |
104-117 |
|
|
| Fisher Pivots for day following 23-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-137 |
106-151 |
| PP |
106-122 |
106-149 |
| S1 |
106-106 |
106-148 |
|