ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 22-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2024 |
22-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
107-028 |
106-265 |
-0-082 |
-0.2% |
107-210 |
| High |
107-062 |
106-295 |
-0-088 |
-0.3% |
107-300 |
| Low |
106-258 |
106-188 |
-0-070 |
-0.2% |
106-210 |
| Close |
106-275 |
106-222 |
-0-052 |
-0.2% |
106-290 |
| Range |
0-125 |
0-108 |
-0-018 |
-14.0% |
1-090 |
| ATR |
0-144 |
0-142 |
-0-003 |
-1.8% |
0-000 |
| Volume |
1,175,875 |
2,293,910 |
1,118,035 |
95.1% |
189,382 |
|
| Daily Pivots for day following 22-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-238 |
107-178 |
106-282 |
|
| R3 |
107-130 |
107-070 |
106-252 |
|
| R2 |
107-022 |
107-022 |
106-242 |
|
| R1 |
106-282 |
106-282 |
106-232 |
106-259 |
| PP |
106-235 |
106-235 |
106-235 |
106-223 |
| S1 |
106-175 |
106-175 |
106-213 |
106-151 |
| S2 |
106-128 |
106-128 |
106-203 |
|
| S3 |
106-020 |
106-068 |
106-193 |
|
| S4 |
105-232 |
105-280 |
106-163 |
|
|
| 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 |
106-188 |
0-288 |
0.8% |
0-133 |
0.4% |
12% |
False |
True |
755,333 |
| 10 |
108-010 |
106-188 |
1-142 |
1.4% |
0-148 |
0.4% |
8% |
False |
True |
388,936 |
| 20 |
109-128 |
106-188 |
2-260 |
2.6% |
0-150 |
0.4% |
4% |
False |
True |
195,950 |
| 40 |
109-128 |
106-188 |
2-260 |
2.6% |
0-100 |
0.3% |
4% |
False |
True |
98,093 |
| 60 |
109-128 |
106-188 |
2-260 |
2.6% |
0-068 |
0.2% |
4% |
False |
True |
65,395 |
| 80 |
109-128 |
105-088 |
4-040 |
3.9% |
0-051 |
0.1% |
34% |
False |
False |
49,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-112 |
|
2.618 |
107-256 |
|
1.618 |
107-149 |
|
1.000 |
107-082 |
|
0.618 |
107-041 |
|
HIGH |
106-295 |
|
0.618 |
106-254 |
|
0.500 |
106-241 |
|
0.382 |
106-229 |
|
LOW |
106-188 |
|
0.618 |
106-121 |
|
1.000 |
106-080 |
|
1.618 |
106-014 |
|
2.618 |
105-226 |
|
4.250 |
105-051 |
|
|
| Fisher Pivots for day following 22-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-241 |
106-289 |
| PP |
106-235 |
106-267 |
| S1 |
106-229 |
106-245 |
|