ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 23-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2024 |
23-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
106-265 |
106-230 |
-0-035 |
-0.1% |
106-302 |
| High |
106-295 |
106-305 |
0-010 |
0.0% |
107-070 |
| Low |
106-188 |
106-168 |
-0-020 |
-0.1% |
106-168 |
| Close |
106-222 |
106-285 |
0-062 |
0.2% |
106-285 |
| Range |
0-108 |
0-138 |
0-030 |
27.9% |
0-222 |
| ATR |
0-142 |
0-141 |
0-000 |
-0.2% |
0-000 |
| Volume |
2,293,910 |
3,287,588 |
993,678 |
43.3% |
6,971,981 |
|
| Daily Pivots for day following 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-025 |
107-292 |
107-041 |
|
| R3 |
107-208 |
107-155 |
107-003 |
|
| R2 |
107-070 |
107-070 |
106-310 |
|
| R1 |
107-018 |
107-018 |
106-298 |
107-044 |
| PP |
106-252 |
106-252 |
106-252 |
106-266 |
| S1 |
106-200 |
106-200 |
106-272 |
106-226 |
| S2 |
106-115 |
106-115 |
106-260 |
|
| S3 |
105-298 |
106-062 |
106-247 |
|
| S4 |
105-160 |
105-245 |
106-209 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-308 |
108-199 |
107-087 |
|
| R3 |
108-086 |
107-297 |
107-026 |
|
| R2 |
107-183 |
107-183 |
107-006 |
|
| R1 |
107-074 |
107-074 |
106-305 |
107-018 |
| PP |
106-281 |
106-281 |
106-281 |
106-252 |
| S1 |
106-172 |
106-172 |
106-265 |
106-115 |
| S2 |
106-058 |
106-058 |
106-244 |
|
| S3 |
105-156 |
105-269 |
106-224 |
|
| S4 |
104-253 |
105-047 |
106-163 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-082 |
106-168 |
0-235 |
0.7% |
0-138 |
0.4% |
50% |
False |
True |
1,399,923 |
| 10 |
107-300 |
106-168 |
1-132 |
1.3% |
0-151 |
0.4% |
26% |
False |
True |
716,880 |
| 20 |
109-128 |
106-168 |
2-280 |
2.7% |
0-150 |
0.4% |
13% |
False |
True |
360,292 |
| 40 |
109-128 |
106-168 |
2-280 |
2.7% |
0-104 |
0.3% |
13% |
False |
True |
180,283 |
| 60 |
109-128 |
106-168 |
2-280 |
2.7% |
0-070 |
0.2% |
13% |
False |
True |
120,188 |
| 80 |
109-128 |
105-088 |
4-040 |
3.9% |
0-053 |
0.2% |
39% |
False |
False |
90,141 |
| 100 |
109-128 |
104-235 |
4-212 |
4.4% |
0-042 |
0.1% |
46% |
False |
False |
72,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-249 |
|
2.618 |
108-025 |
|
1.618 |
107-207 |
|
1.000 |
107-122 |
|
0.618 |
107-070 |
|
HIGH |
106-305 |
|
0.618 |
106-252 |
|
0.500 |
106-236 |
|
0.382 |
106-220 |
|
LOW |
106-168 |
|
0.618 |
106-083 |
|
1.000 |
106-030 |
|
1.618 |
105-265 |
|
2.618 |
105-128 |
|
4.250 |
104-223 |
|
|
| Fisher Pivots for day following 23-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-269 |
106-282 |
| PP |
106-252 |
106-278 |
| S1 |
106-236 |
106-275 |
|