ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 16-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2024 |
16-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
107-042 |
107-078 |
0-035 |
0.1% |
107-210 |
| High |
107-155 |
107-082 |
-0-072 |
-0.2% |
107-300 |
| Low |
107-040 |
106-210 |
-0-150 |
-0.4% |
106-210 |
| Close |
107-080 |
106-290 |
-0-110 |
-0.3% |
106-290 |
| Range |
0-115 |
0-192 |
0-078 |
67.4% |
1-090 |
| ATR |
0-144 |
0-147 |
0-003 |
2.4% |
0-000 |
| Volume |
64,636 |
27,638 |
-36,998 |
-57.2% |
189,382 |
|
| Daily Pivots for day following 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-238 |
108-137 |
107-076 |
|
| R3 |
108-046 |
107-264 |
107-023 |
|
| R2 |
107-173 |
107-173 |
107-005 |
|
| R1 |
107-072 |
107-072 |
106-308 |
107-026 |
| PP |
106-301 |
106-301 |
106-301 |
106-278 |
| S1 |
106-199 |
106-199 |
106-272 |
106-154 |
| S2 |
106-108 |
106-108 |
106-255 |
|
| S3 |
105-236 |
106-007 |
106-237 |
|
| S4 |
105-043 |
105-134 |
106-184 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-003 |
110-077 |
107-196 |
|
| R3 |
109-233 |
108-307 |
107-083 |
|
| R2 |
108-143 |
108-143 |
107-045 |
|
| R1 |
107-217 |
107-217 |
107-008 |
107-135 |
| PP |
107-053 |
107-053 |
107-053 |
107-012 |
| S1 |
106-127 |
106-127 |
106-252 |
106-045 |
| S2 |
105-283 |
105-283 |
106-215 |
|
| S3 |
104-193 |
105-037 |
106-177 |
|
| S4 |
103-103 |
103-267 |
106-064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-300 |
106-210 |
1-090 |
1.2% |
0-181 |
0.5% |
20% |
False |
True |
37,876 |
| 10 |
108-082 |
106-210 |
1-192 |
1.5% |
0-149 |
0.4% |
16% |
False |
True |
21,735 |
| 20 |
109-128 |
106-210 |
2-238 |
2.6% |
0-144 |
0.4% |
9% |
False |
True |
11,927 |
| 40 |
109-128 |
106-210 |
2-238 |
2.6% |
0-093 |
0.3% |
9% |
False |
True |
5,983 |
| 60 |
109-128 |
106-170 |
2-278 |
2.7% |
0-062 |
0.2% |
13% |
False |
False |
3,989 |
| 80 |
109-128 |
104-280 |
4-168 |
4.2% |
0-046 |
0.1% |
45% |
False |
False |
2,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-261 |
|
2.618 |
108-266 |
|
1.618 |
108-074 |
|
1.000 |
107-275 |
|
0.618 |
107-201 |
|
HIGH |
107-082 |
|
0.618 |
107-009 |
|
0.500 |
106-306 |
|
0.382 |
106-284 |
|
LOW |
106-210 |
|
0.618 |
106-091 |
|
1.000 |
106-018 |
|
1.618 |
105-219 |
|
2.618 |
105-026 |
|
4.250 |
104-032 |
|
|
| Fisher Pivots for day following 16-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-306 |
107-022 |
| PP |
106-301 |
107-005 |
| S1 |
106-295 |
106-308 |
|