ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 01-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2024 |
01-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
108-152 |
108-290 |
0-138 |
0.4% |
108-095 |
| High |
109-018 |
109-128 |
0-110 |
0.3% |
108-142 |
| Low |
108-150 |
108-262 |
0-112 |
0.3% |
107-285 |
| Close |
108-268 |
109-058 |
0-110 |
0.3% |
108-018 |
| Range |
0-188 |
0-185 |
-0-002 |
-1.3% |
0-178 |
| ATR |
0-115 |
0-120 |
0-005 |
4.4% |
0-000 |
| Volume |
3,272 |
1,767 |
-1,505 |
-46.0% |
5,600 |
|
| Daily Pivots for day following 01-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-278 |
110-192 |
109-159 |
|
| R3 |
110-092 |
110-008 |
109-108 |
|
| R2 |
109-228 |
109-228 |
109-091 |
|
| R1 |
109-142 |
109-142 |
109-074 |
109-185 |
| PP |
109-042 |
109-042 |
109-042 |
109-064 |
| S1 |
108-278 |
108-278 |
109-041 |
109-000 |
| S2 |
108-178 |
108-178 |
109-024 |
|
| S3 |
107-312 |
108-092 |
109-007 |
|
| S4 |
107-128 |
107-228 |
108-276 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-254 |
109-153 |
108-115 |
|
| R3 |
109-077 |
108-296 |
108-066 |
|
| R2 |
108-219 |
108-219 |
108-050 |
|
| R1 |
108-118 |
108-118 |
108-034 |
108-080 |
| PP |
108-042 |
108-042 |
108-042 |
108-022 |
| S1 |
107-261 |
107-261 |
108-001 |
107-222 |
| S2 |
107-184 |
107-184 |
107-305 |
|
| S3 |
107-007 |
107-083 |
107-289 |
|
| S4 |
106-149 |
106-226 |
107-240 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-128 |
108-015 |
1-112 |
1.2% |
0-139 |
0.4% |
84% |
True |
False |
1,919 |
| 10 |
109-128 |
107-285 |
1-162 |
1.4% |
0-115 |
0.3% |
85% |
True |
False |
1,433 |
| 20 |
109-128 |
107-285 |
1-162 |
1.4% |
0-088 |
0.3% |
85% |
True |
False |
754 |
| 40 |
109-128 |
107-138 |
1-310 |
1.8% |
0-048 |
0.1% |
89% |
True |
False |
377 |
| 60 |
109-128 |
105-278 |
3-170 |
3.2% |
0-032 |
0.1% |
94% |
True |
False |
251 |
| 80 |
109-128 |
104-235 |
4-212 |
4.3% |
0-024 |
0.1% |
95% |
True |
False |
188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-274 |
|
2.618 |
110-292 |
|
1.618 |
110-107 |
|
1.000 |
109-312 |
|
0.618 |
109-242 |
|
HIGH |
109-128 |
|
0.618 |
109-057 |
|
0.500 |
109-035 |
|
0.382 |
109-013 |
|
LOW |
108-262 |
|
0.618 |
108-148 |
|
1.000 |
108-078 |
|
1.618 |
107-283 |
|
2.618 |
107-098 |
|
4.250 |
106-116 |
|
|
| Fisher Pivots for day following 01-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
109-050 |
109-015 |
| PP |
109-042 |
108-293 |
| S1 |
109-035 |
108-251 |
|