ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 02-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2024 |
02-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
108-290 |
109-040 |
0-070 |
0.2% |
108-062 |
| High |
109-128 |
109-045 |
-0-082 |
-0.2% |
109-128 |
| Low |
108-262 |
108-055 |
-0-208 |
-0.6% |
108-055 |
| Close |
109-058 |
108-095 |
-0-282 |
-0.8% |
108-095 |
| Range |
0-185 |
0-310 |
0-125 |
67.6% |
1-072 |
| ATR |
0-120 |
0-134 |
0-014 |
12.1% |
0-000 |
| Volume |
1,767 |
6,915 |
5,148 |
291.3% |
15,598 |
|
| Daily Pivots for day following 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-142 |
110-268 |
108-266 |
|
| R3 |
110-152 |
109-278 |
108-180 |
|
| R2 |
109-162 |
109-162 |
108-152 |
|
| R1 |
108-288 |
108-288 |
108-123 |
108-230 |
| PP |
108-172 |
108-172 |
108-172 |
108-142 |
| S1 |
107-298 |
107-298 |
108-067 |
107-240 |
| S2 |
107-182 |
107-182 |
108-038 |
|
| S3 |
106-192 |
106-308 |
108-010 |
|
| S4 |
105-202 |
105-318 |
107-244 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-097 |
111-168 |
108-311 |
|
| R3 |
111-024 |
110-096 |
108-203 |
|
| R2 |
109-272 |
109-272 |
108-167 |
|
| R1 |
109-023 |
109-023 |
108-131 |
109-148 |
| PP |
108-199 |
108-199 |
108-199 |
108-261 |
| S1 |
107-271 |
107-271 |
108-059 |
108-075 |
| S2 |
107-127 |
107-127 |
108-023 |
|
| S3 |
106-054 |
106-198 |
107-307 |
|
| S4 |
104-302 |
105-126 |
107-199 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-128 |
108-055 |
1-072 |
1.1% |
0-176 |
0.5% |
10% |
False |
True |
3,119 |
| 10 |
109-128 |
107-285 |
1-162 |
1.4% |
0-139 |
0.4% |
27% |
False |
False |
2,119 |
| 20 |
109-128 |
107-285 |
1-162 |
1.4% |
0-104 |
0.3% |
27% |
False |
False |
1,099 |
| 40 |
109-128 |
107-138 |
1-310 |
1.8% |
0-056 |
0.2% |
44% |
False |
False |
550 |
| 60 |
109-128 |
105-278 |
3-170 |
3.3% |
0-037 |
0.1% |
69% |
False |
False |
366 |
| 80 |
109-128 |
104-235 |
4-212 |
4.3% |
0-028 |
0.1% |
76% |
False |
False |
275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-082 |
|
2.618 |
111-217 |
|
1.618 |
110-227 |
|
1.000 |
110-035 |
|
0.618 |
109-237 |
|
HIGH |
109-045 |
|
0.618 |
108-247 |
|
0.500 |
108-210 |
|
0.382 |
108-173 |
|
LOW |
108-055 |
|
0.618 |
107-183 |
|
1.000 |
107-065 |
|
1.618 |
106-193 |
|
2.618 |
105-203 |
|
4.250 |
104-018 |
|
|
| Fisher Pivots for day following 02-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-210 |
108-251 |
| PP |
108-172 |
108-199 |
| S1 |
108-133 |
108-147 |
|