ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 12-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2024 |
12-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
107-238 |
107-210 |
-0-028 |
-0.1% |
108-020 |
| High |
107-278 |
107-248 |
-0-030 |
-0.1% |
108-082 |
| Low |
107-165 |
107-180 |
0-015 |
0.0% |
107-165 |
| Close |
107-180 |
107-212 |
0-032 |
0.1% |
107-180 |
| Range |
0-112 |
0-068 |
-0-045 |
-40.0% |
0-238 |
| ATR |
0-132 |
0-128 |
-0-005 |
-3.5% |
0-000 |
| Volume |
7,440 |
10,722 |
3,282 |
44.1% |
27,968 |
|
| Daily Pivots for day following 12-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-096 |
108-062 |
107-250 |
|
| R3 |
108-028 |
107-314 |
107-231 |
|
| R2 |
107-281 |
107-281 |
107-225 |
|
| R1 |
107-247 |
107-247 |
107-219 |
107-264 |
| PP |
107-213 |
107-213 |
107-213 |
107-222 |
| S1 |
107-179 |
107-179 |
107-206 |
107-196 |
| S2 |
107-146 |
107-146 |
107-200 |
|
| S3 |
107-078 |
107-112 |
107-194 |
|
| S4 |
107-011 |
107-044 |
107-175 |
|
|
| 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% |
0-106 |
0.3% |
20% |
False |
False |
6,984 |
| 10 |
109-128 |
107-165 |
1-282 |
1.7% |
0-145 |
0.4% |
8% |
False |
False |
5,282 |
| 20 |
109-128 |
107-165 |
1-282 |
1.7% |
0-121 |
0.4% |
8% |
False |
False |
3,034 |
| 40 |
109-128 |
107-165 |
1-282 |
1.7% |
0-072 |
0.2% |
8% |
False |
False |
1,517 |
| 60 |
109-128 |
106-150 |
2-298 |
2.7% |
0-048 |
0.1% |
41% |
False |
False |
1,011 |
| 80 |
109-128 |
104-235 |
4-212 |
4.3% |
0-036 |
0.1% |
63% |
False |
False |
758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-214 |
|
2.618 |
108-104 |
|
1.618 |
108-037 |
|
1.000 |
107-315 |
|
0.618 |
107-289 |
|
HIGH |
107-248 |
|
0.618 |
107-222 |
|
0.500 |
107-214 |
|
0.382 |
107-206 |
|
LOW |
107-180 |
|
0.618 |
107-138 |
|
1.000 |
107-112 |
|
1.618 |
107-071 |
|
2.618 |
107-003 |
|
4.250 |
106-213 |
|
|
| Fisher Pivots for day following 12-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-214 |
107-248 |
| PP |
107-213 |
107-236 |
| S1 |
107-213 |
107-224 |
|