ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 09-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2024 |
09-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
107-308 |
107-238 |
-0-070 |
-0.2% |
108-020 |
| High |
108-010 |
107-278 |
-0-052 |
-0.2% |
108-082 |
| Low |
107-220 |
107-165 |
-0-055 |
-0.2% |
107-165 |
| Close |
107-228 |
107-180 |
-0-048 |
-0.1% |
107-180 |
| Range |
0-110 |
0-112 |
0-002 |
2.3% |
0-238 |
| ATR |
0-134 |
0-132 |
-0-002 |
-1.1% |
0-000 |
| Volume |
8,147 |
7,440 |
-707 |
-8.7% |
27,968 |
|
| Daily Pivots for day following 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-225 |
108-155 |
107-242 |
|
| R3 |
108-112 |
108-042 |
107-211 |
|
| R2 |
108-000 |
108-000 |
107-201 |
|
| R1 |
107-250 |
107-250 |
107-190 |
107-229 |
| PP |
107-208 |
107-208 |
107-208 |
107-197 |
| S1 |
107-138 |
107-138 |
107-170 |
107-116 |
| S2 |
107-095 |
107-095 |
107-159 |
|
| S3 |
106-302 |
107-025 |
107-149 |
|
| S4 |
106-190 |
106-232 |
107-118 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-002 |
109-168 |
107-311 |
|
| R3 |
109-084 |
108-251 |
107-245 |
|
| R2 |
108-167 |
108-167 |
107-224 |
|
| R1 |
108-013 |
108-013 |
107-202 |
107-291 |
| PP |
107-249 |
107-249 |
107-249 |
107-228 |
| S1 |
107-096 |
107-096 |
107-158 |
107-054 |
| S2 |
107-012 |
107-012 |
107-136 |
|
| S3 |
106-094 |
106-178 |
107-115 |
|
| S4 |
105-177 |
105-261 |
107-049 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-082 |
107-165 |
0-238 |
0.7% |
0-117 |
0.3% |
6% |
False |
True |
5,593 |
| 10 |
109-128 |
107-165 |
1-282 |
1.8% |
0-147 |
0.4% |
2% |
False |
True |
4,356 |
| 20 |
109-128 |
107-165 |
1-282 |
1.8% |
0-120 |
0.3% |
2% |
False |
True |
2,498 |
| 40 |
109-128 |
107-165 |
1-282 |
1.8% |
0-070 |
0.2% |
2% |
False |
True |
1,249 |
| 60 |
109-128 |
106-150 |
2-298 |
2.7% |
0-047 |
0.1% |
37% |
False |
False |
832 |
| 80 |
109-128 |
104-235 |
4-212 |
4.3% |
0-035 |
0.1% |
61% |
False |
False |
624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-116 |
|
2.618 |
108-252 |
|
1.618 |
108-140 |
|
1.000 |
108-070 |
|
0.618 |
108-027 |
|
HIGH |
107-278 |
|
0.618 |
107-235 |
|
0.500 |
107-221 |
|
0.382 |
107-208 |
|
LOW |
107-165 |
|
0.618 |
107-095 |
|
1.000 |
107-052 |
|
1.618 |
106-303 |
|
2.618 |
106-190 |
|
4.250 |
106-007 |
|
|
| Fisher Pivots for day following 09-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-221 |
107-284 |
| PP |
107-208 |
107-249 |
| S1 |
107-194 |
107-215 |
|