ECBOT 5 Year T-Note Future March 2024


Trading Metrics calculated at close of trading on 26-Feb-2024
Day Change Summary
Previous Current
23-Feb-2024 26-Feb-2024 Change Change % Previous Week
Open 106-102 106-142 0-040 0.1% 106-175
High 106-172 106-198 0-025 0.1% 106-260
Low 106-040 106-080 0-040 0.1% 106-040
Close 106-152 106-095 -0-058 -0.2% 106-152
Range 0-132 0-118 -0-015 -11.3% 0-220
ATR 0-149 0-147 -0-002 -1.5% 0-000
Volume 4,210,442 4,813,722 603,280 14.3% 11,382,032
Daily Pivots for day following 26-Feb-2024
Classic Woodie Camarilla DeMark
R4 107-157 107-083 106-160
R3 107-039 106-286 106-127
R2 106-242 106-242 106-117
R1 106-168 106-168 106-106 106-146
PP 106-124 106-124 106-124 106-113
S1 106-051 106-051 106-084 106-029
S2 106-007 106-007 106-073
S3 105-209 105-253 106-063
S4 105-092 105-136 106-030
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
5 106-260 106-040 0-220 0.6% 0-120 0.4% 25% False False 3,239,150
10 107-185 106-040 1-145 1.4% 0-151 0.4% 12% False False 2,274,144
20 108-300 106-040 2-260 2.6% 0-154 0.5% 6% False False 1,884,545
40 108-300 106-040 2-260 2.6% 0-146 0.4% 6% False False 1,529,724
60 108-315 106-040 2-275 2.7% 0-148 0.4% 6% False False 1,443,154
80 108-315 104-212 4-102 4.1% 0-153 0.5% 38% False False 1,266,305
100 108-315 104-040 4-275 4.6% 0-142 0.4% 45% False False 1,013,257
120 108-315 104-040 4-275 4.6% 0-119 0.3% 45% False False 844,381
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108-057
2.618 107-185
1.618 107-068
1.000 106-315
0.618 106-270
HIGH 106-198
0.618 106-153
0.500 106-139
0.382 106-125
LOW 106-080
0.618 106-007
1.000 105-282
1.618 105-210
2.618 105-092
4.250 104-221
Fisher Pivots for day following 26-Feb-2024
Pivot 1 day 3 day
R1 106-139 106-119
PP 106-124 106-111
S1 106-110 106-103

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

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