ECBOT 5 Year T-Note Future March 2024


Trading Metrics calculated at close of trading on 28-Feb-2024
Day Change Summary
Previous Current
27-Feb-2024 28-Feb-2024 Change Change % Previous Week
Open 106-115 106-095 -0-020 -0.1% 106-175
High 106-152 106-175 0-022 0.1% 106-260
Low 106-072 106-088 0-015 0.0% 106-040
Close 106-085 106-152 0-068 0.2% 106-152
Range 0-080 0-088 0-008 9.4% 0-220
ATR 0-142 0-139 -0-004 -2.6% 0-000
Volume 2,293,032 521,452 -1,771,580 -77.3% 11,382,032
Daily Pivots for day following 28-Feb-2024
Classic Woodie Camarilla DeMark
R4 107-081 107-044 106-201
R3 106-313 106-277 106-177
R2 106-226 106-226 106-169
R1 106-189 106-189 106-161 106-208
PP 106-138 106-138 106-138 106-148
S1 106-102 106-102 106-144 106-120
S2 106-051 106-051 106-136
S3 105-283 106-014 106-128
S4 105-196 105-247 106-104
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
5 106-198 106-040 0-158 0.5% 0-105 0.3% 71% False False 3,099,265
10 107-025 106-040 0-305 0.9% 0-122 0.4% 37% False False 2,286,691
20 108-300 106-040 2-260 2.6% 0-151 0.4% 13% False False 1,911,472
40 108-300 106-040 2-260 2.6% 0-146 0.4% 13% False False 1,562,809
60 108-315 106-040 2-275 2.7% 0-145 0.4% 12% False False 1,422,522
80 108-315 105-050 3-265 3.6% 0-150 0.4% 34% False False 1,301,402
100 108-315 104-040 4-275 4.6% 0-143 0.4% 48% False False 1,041,400
120 108-315 104-040 4-275 4.6% 0-120 0.4% 48% False False 867,835
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107-227
2.618 107-084
1.618 106-317
1.000 106-262
0.618 106-229
HIGH 106-175
0.618 106-142
0.500 106-131
0.382 106-121
LOW 106-088
0.618 106-033
1.000 106-000
1.618 105-266
2.618 105-178
4.250 105-036
Fisher Pivots for day following 28-Feb-2024
Pivot 1 day 3 day
R1 106-145 106-147
PP 106-138 106-141
S1 106-131 106-135

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

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