ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 26-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2024 |
26-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
106-230 |
106-270 |
0-040 |
0.1% |
106-302 |
| High |
106-305 |
107-010 |
0-025 |
0.1% |
107-070 |
| Low |
106-168 |
106-210 |
0-042 |
0.1% |
106-168 |
| Close |
106-285 |
106-225 |
-0-060 |
-0.2% |
106-285 |
| Range |
0-138 |
0-120 |
-0-018 |
-12.7% |
0-222 |
| ATR |
0-141 |
0-140 |
-0-002 |
-1.1% |
0-000 |
| Volume |
3,287,588 |
4,247,974 |
960,386 |
29.2% |
6,971,981 |
|
| Daily Pivots for day following 26-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-295 |
107-220 |
106-291 |
|
| R3 |
107-175 |
107-100 |
106-258 |
|
| R2 |
107-055 |
107-055 |
106-247 |
|
| R1 |
106-300 |
106-300 |
106-236 |
106-278 |
| PP |
106-255 |
106-255 |
106-255 |
106-244 |
| S1 |
106-180 |
106-180 |
106-214 |
106-158 |
| S2 |
106-135 |
106-135 |
106-203 |
|
| S3 |
106-015 |
106-060 |
106-192 |
|
| S4 |
105-215 |
105-260 |
106-159 |
|
|
| 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 |
107-070 |
106-168 |
0-222 |
0.7% |
0-123 |
0.4% |
26% |
False |
False |
2,243,991 |
| 10 |
107-300 |
106-168 |
1-132 |
1.3% |
0-152 |
0.4% |
13% |
False |
False |
1,140,933 |
| 20 |
109-128 |
106-168 |
2-280 |
2.7% |
0-149 |
0.4% |
6% |
False |
False |
572,645 |
| 40 |
109-128 |
106-168 |
2-280 |
2.7% |
0-106 |
0.3% |
6% |
False |
False |
286,482 |
| 60 |
109-128 |
106-168 |
2-280 |
2.7% |
0-072 |
0.2% |
6% |
False |
False |
190,988 |
| 80 |
109-128 |
105-088 |
4-040 |
3.9% |
0-054 |
0.2% |
35% |
False |
False |
143,241 |
| 100 |
109-128 |
104-235 |
4-212 |
4.4% |
0-043 |
0.1% |
42% |
False |
False |
114,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-200 |
|
2.618 |
108-004 |
|
1.618 |
107-204 |
|
1.000 |
107-130 |
|
0.618 |
107-084 |
|
HIGH |
107-010 |
|
0.618 |
106-284 |
|
0.500 |
106-270 |
|
0.382 |
106-256 |
|
LOW |
106-210 |
|
0.618 |
106-136 |
|
1.000 |
106-090 |
|
1.618 |
106-016 |
|
2.618 |
105-216 |
|
4.250 |
105-020 |
|
|
| Fisher Pivots for day following 26-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-270 |
106-249 |
| PP |
106-255 |
106-241 |
| S1 |
106-240 |
106-233 |
|