ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 07-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2024 |
07-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
107-242 |
108-030 |
0-108 |
0.3% |
108-062 |
| High |
108-048 |
108-082 |
0-035 |
0.1% |
109-128 |
| Low |
107-228 |
107-302 |
0-075 |
0.2% |
108-055 |
| Close |
108-025 |
107-318 |
-0-028 |
-0.1% |
108-095 |
| Range |
0-140 |
0-100 |
-0-040 |
-28.6% |
1-072 |
| ATR |
0-139 |
0-136 |
-0-003 |
-2.0% |
0-000 |
| Volume |
3,615 |
4,996 |
1,381 |
38.2% |
15,598 |
|
| Daily Pivots for day following 07-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-001 |
108-259 |
108-052 |
|
| R3 |
108-221 |
108-159 |
108-025 |
|
| R2 |
108-121 |
108-121 |
108-016 |
|
| R1 |
108-059 |
108-059 |
108-007 |
108-040 |
| PP |
108-021 |
108-021 |
108-021 |
108-011 |
| S1 |
107-279 |
107-279 |
107-308 |
107-260 |
| S2 |
107-241 |
107-241 |
107-299 |
|
| S3 |
107-141 |
107-179 |
107-290 |
|
| S4 |
107-041 |
107-079 |
107-262 |
|
|
| 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% |
0-172 |
0.5% |
18% |
False |
False |
4,212 |
| 10 |
109-128 |
107-220 |
1-228 |
1.6% |
0-151 |
0.4% |
18% |
False |
False |
2,964 |
| 20 |
109-128 |
107-220 |
1-228 |
1.6% |
0-116 |
0.3% |
18% |
False |
False |
1,718 |
| 40 |
109-128 |
107-140 |
1-308 |
1.8% |
0-065 |
0.2% |
28% |
False |
False |
859 |
| 60 |
109-128 |
105-278 |
3-170 |
3.3% |
0-043 |
0.1% |
60% |
False |
False |
573 |
| 80 |
109-128 |
104-235 |
4-212 |
4.3% |
0-032 |
0.1% |
70% |
False |
False |
429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-188 |
|
2.618 |
109-024 |
|
1.618 |
108-244 |
|
1.000 |
108-182 |
|
0.618 |
108-144 |
|
HIGH |
108-082 |
|
0.618 |
108-044 |
|
0.500 |
108-032 |
|
0.382 |
108-021 |
|
LOW |
107-302 |
|
0.618 |
107-241 |
|
1.000 |
107-202 |
|
1.618 |
107-141 |
|
2.618 |
107-041 |
|
4.250 |
106-198 |
|
|
| Fisher Pivots for day following 07-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-032 |
107-315 |
| PP |
108-021 |
107-313 |
| S1 |
108-009 |
107-311 |
|