ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 21-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2024 |
21-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
106-302 |
107-028 |
0-045 |
0.1% |
107-210 |
| High |
107-070 |
107-062 |
-0-008 |
0.0% |
107-300 |
| Low |
106-265 |
106-258 |
-0-008 |
0.0% |
106-210 |
| Close |
107-028 |
106-275 |
-0-072 |
-0.2% |
106-290 |
| Range |
0-125 |
0-125 |
0-000 |
0.0% |
1-090 |
| ATR |
0-146 |
0-144 |
-0-001 |
-1.0% |
0-000 |
| Volume |
214,608 |
1,175,875 |
961,267 |
447.9% |
189,382 |
|
| Daily Pivots for day following 21-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-040 |
107-282 |
107-024 |
|
| R3 |
107-235 |
107-158 |
106-309 |
|
| R2 |
107-110 |
107-110 |
106-298 |
|
| R1 |
107-032 |
107-032 |
106-286 |
107-009 |
| PP |
106-305 |
106-305 |
106-305 |
106-293 |
| S1 |
106-228 |
106-228 |
106-264 |
106-204 |
| S2 |
106-180 |
106-180 |
106-252 |
|
| S3 |
106-055 |
106-102 |
106-241 |
|
| S4 |
105-250 |
105-298 |
106-206 |
|
|
| 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 |
107-155 |
106-210 |
0-265 |
0.8% |
0-142 |
0.4% |
25% |
False |
False |
304,058 |
| 10 |
108-082 |
106-210 |
1-192 |
1.5% |
0-148 |
0.4% |
13% |
False |
False |
160,044 |
| 20 |
109-128 |
106-210 |
2-238 |
2.6% |
0-152 |
0.4% |
7% |
False |
False |
81,312 |
| 40 |
109-128 |
106-210 |
2-238 |
2.6% |
0-098 |
0.3% |
7% |
False |
False |
40,745 |
| 60 |
109-128 |
106-170 |
2-278 |
2.7% |
0-066 |
0.2% |
11% |
False |
False |
27,163 |
| 80 |
109-128 |
105-088 |
4-040 |
3.9% |
0-050 |
0.1% |
38% |
False |
False |
20,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-274 |
|
2.618 |
108-070 |
|
1.618 |
107-265 |
|
1.000 |
107-188 |
|
0.618 |
107-140 |
|
HIGH |
107-062 |
|
0.618 |
107-015 |
|
0.500 |
107-000 |
|
0.382 |
106-305 |
|
LOW |
106-258 |
|
0.618 |
106-180 |
|
1.000 |
106-132 |
|
1.618 |
106-055 |
|
2.618 |
105-250 |
|
4.250 |
105-046 |
|
|
| Fisher Pivots for day following 21-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-000 |
106-306 |
| PP |
106-305 |
106-296 |
| S1 |
106-290 |
106-285 |
|