ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 05-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2024 |
05-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
109-040 |
108-020 |
-1-020 |
-1.0% |
108-062 |
| High |
109-045 |
108-022 |
-1-022 |
-1.0% |
109-128 |
| Low |
108-055 |
107-220 |
-0-155 |
-0.4% |
108-055 |
| Close |
108-095 |
107-235 |
-0-180 |
-0.5% |
108-095 |
| Range |
0-310 |
0-122 |
-0-188 |
-60.5% |
1-072 |
| ATR |
0-134 |
0-138 |
0-004 |
3.2% |
0-000 |
| Volume |
6,915 |
3,770 |
-3,145 |
-45.5% |
15,598 |
|
| Daily Pivots for day following 05-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-313 |
108-237 |
107-302 |
|
| R3 |
108-191 |
108-114 |
107-269 |
|
| R2 |
108-068 |
108-068 |
107-257 |
|
| R1 |
107-312 |
107-312 |
107-246 |
107-289 |
| PP |
107-266 |
107-266 |
107-266 |
107-254 |
| S1 |
107-189 |
107-189 |
107-224 |
107-166 |
| S2 |
107-143 |
107-143 |
107-213 |
|
| S3 |
107-021 |
107-067 |
107-201 |
|
| S4 |
106-218 |
106-264 |
107-168 |
|
|
| 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 |
107-220 |
1-228 |
1.6% |
0-184 |
0.5% |
3% |
False |
True |
3,580 |
| 10 |
109-128 |
107-220 |
1-228 |
1.6% |
0-149 |
0.4% |
3% |
False |
True |
2,259 |
| 20 |
109-128 |
107-220 |
1-228 |
1.6% |
0-104 |
0.3% |
3% |
False |
True |
1,288 |
| 40 |
109-128 |
107-138 |
1-310 |
1.8% |
0-059 |
0.2% |
15% |
False |
False |
644 |
| 60 |
109-128 |
105-278 |
3-170 |
3.3% |
0-039 |
0.1% |
53% |
False |
False |
429 |
| 80 |
109-128 |
104-235 |
4-212 |
4.3% |
0-029 |
0.1% |
64% |
False |
False |
322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-223 |
|
2.618 |
109-023 |
|
1.618 |
108-221 |
|
1.000 |
108-145 |
|
0.618 |
108-098 |
|
HIGH |
108-022 |
|
0.618 |
107-296 |
|
0.500 |
107-281 |
|
0.382 |
107-267 |
|
LOW |
107-220 |
|
0.618 |
107-144 |
|
1.000 |
107-098 |
|
1.618 |
107-022 |
|
2.618 |
106-219 |
|
4.250 |
106-019 |
|
|
| Fisher Pivots for day following 05-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-281 |
108-174 |
| PP |
107-266 |
108-088 |
| S1 |
107-250 |
108-001 |
|