ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 15-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2024 |
15-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
106-255 |
107-042 |
0-108 |
0.3% |
108-020 |
| High |
107-072 |
107-155 |
0-082 |
0.2% |
108-082 |
| Low |
106-242 |
107-040 |
0-118 |
0.3% |
107-165 |
| Close |
107-042 |
107-080 |
0-038 |
0.1% |
107-180 |
| Range |
0-150 |
0-115 |
-0-035 |
-23.3% |
0-238 |
| ATR |
0-146 |
0-144 |
-0-002 |
-1.5% |
0-000 |
| Volume |
37,536 |
64,636 |
27,100 |
72.2% |
27,968 |
|
| Daily Pivots for day following 15-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-117 |
108-053 |
107-143 |
|
| R3 |
108-002 |
107-258 |
107-112 |
|
| R2 |
107-207 |
107-207 |
107-101 |
|
| R1 |
107-143 |
107-143 |
107-091 |
107-175 |
| PP |
107-092 |
107-092 |
107-092 |
107-108 |
| S1 |
107-028 |
107-028 |
107-069 |
107-060 |
| S2 |
106-297 |
106-297 |
107-059 |
|
| S3 |
106-182 |
106-233 |
107-048 |
|
| S4 |
106-067 |
106-118 |
107-017 |
|
|
| 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 |
107-300 |
106-240 |
1-060 |
1.1% |
0-165 |
0.5% |
42% |
False |
False |
33,836 |
| 10 |
109-045 |
106-240 |
2-125 |
2.2% |
0-161 |
0.5% |
21% |
False |
False |
19,662 |
| 20 |
109-128 |
106-240 |
2-208 |
2.5% |
0-138 |
0.4% |
19% |
False |
False |
10,548 |
| 40 |
109-128 |
106-240 |
2-208 |
2.5% |
0-088 |
0.3% |
19% |
False |
False |
5,292 |
| 60 |
109-128 |
106-170 |
2-278 |
2.7% |
0-059 |
0.2% |
25% |
False |
False |
3,528 |
| 80 |
109-128 |
104-280 |
4-168 |
4.2% |
0-044 |
0.1% |
53% |
False |
False |
2,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-004 |
|
2.618 |
108-136 |
|
1.618 |
108-021 |
|
1.000 |
107-270 |
|
0.618 |
107-226 |
|
HIGH |
107-155 |
|
0.618 |
107-111 |
|
0.500 |
107-098 |
|
0.382 |
107-084 |
|
LOW |
107-040 |
|
0.618 |
106-289 |
|
1.000 |
106-245 |
|
1.618 |
106-174 |
|
2.618 |
106-059 |
|
4.250 |
105-191 |
|
|
| Fisher Pivots for day following 15-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-098 |
107-110 |
| PP |
107-092 |
107-100 |
| S1 |
107-086 |
107-090 |
|