ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 08-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2024 |
08-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
108-030 |
107-308 |
-0-042 |
-0.1% |
108-062 |
| High |
108-082 |
108-010 |
-0-072 |
-0.2% |
109-128 |
| Low |
107-302 |
107-220 |
-0-082 |
-0.2% |
108-055 |
| Close |
107-318 |
107-228 |
-0-090 |
-0.3% |
108-095 |
| Range |
0-100 |
0-110 |
0-010 |
10.0% |
1-072 |
| ATR |
0-136 |
0-134 |
-0-002 |
-1.4% |
0-000 |
| Volume |
4,996 |
8,147 |
3,151 |
63.1% |
15,598 |
|
| Daily Pivots for day following 08-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-269 |
108-198 |
107-288 |
|
| R3 |
108-159 |
108-088 |
107-258 |
|
| R2 |
108-049 |
108-049 |
107-248 |
|
| R1 |
107-298 |
107-298 |
107-238 |
107-279 |
| PP |
107-259 |
107-259 |
107-259 |
107-249 |
| S1 |
107-188 |
107-188 |
107-217 |
107-169 |
| S2 |
107-149 |
107-149 |
107-207 |
|
| S3 |
107-039 |
107-078 |
107-197 |
|
| S4 |
106-249 |
106-288 |
107-167 |
|
|
| 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 |
109-045 |
107-220 |
1-145 |
1.3% |
0-156 |
0.5% |
2% |
False |
True |
5,488 |
| 10 |
109-128 |
107-220 |
1-228 |
1.6% |
0-148 |
0.4% |
1% |
False |
True |
3,704 |
| 20 |
109-128 |
107-220 |
1-228 |
1.6% |
0-120 |
0.3% |
1% |
False |
True |
2,126 |
| 40 |
109-128 |
107-175 |
1-272 |
1.7% |
0-067 |
0.2% |
9% |
False |
False |
1,063 |
| 60 |
109-128 |
105-282 |
3-165 |
3.3% |
0-045 |
0.1% |
52% |
False |
False |
708 |
| 80 |
109-128 |
104-235 |
4-212 |
4.3% |
0-034 |
0.1% |
64% |
False |
False |
531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-158 |
|
2.618 |
108-298 |
|
1.618 |
108-188 |
|
1.000 |
108-120 |
|
0.618 |
108-078 |
|
HIGH |
108-010 |
|
0.618 |
107-288 |
|
0.500 |
107-275 |
|
0.382 |
107-262 |
|
LOW |
107-220 |
|
0.618 |
107-152 |
|
1.000 |
107-110 |
|
1.618 |
107-042 |
|
2.618 |
106-252 |
|
4.250 |
106-072 |
|
|
| Fisher Pivots for day following 08-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-275 |
107-311 |
| PP |
107-259 |
107-283 |
| S1 |
107-243 |
107-255 |
|