ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 27-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2024 |
27-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
106-270 |
106-248 |
-0-022 |
-0.1% |
106-302 |
| High |
107-010 |
106-285 |
-0-045 |
-0.1% |
107-070 |
| Low |
106-210 |
106-200 |
-0-010 |
0.0% |
106-168 |
| Close |
106-225 |
106-215 |
-0-010 |
0.0% |
106-285 |
| Range |
0-120 |
0-085 |
-0-035 |
-29.2% |
0-222 |
| ATR |
0-140 |
0-136 |
-0-004 |
-2.8% |
0-000 |
| Volume |
4,247,974 |
2,271,069 |
-1,976,905 |
-46.5% |
6,971,981 |
|
| Daily Pivots for day following 27-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-168 |
107-117 |
106-262 |
|
| R3 |
107-083 |
107-032 |
106-238 |
|
| R2 |
106-318 |
106-318 |
106-231 |
|
| R1 |
106-267 |
106-267 |
106-223 |
106-250 |
| PP |
106-233 |
106-233 |
106-233 |
106-225 |
| S1 |
106-182 |
106-182 |
106-207 |
106-165 |
| S2 |
106-148 |
106-148 |
106-199 |
|
| S3 |
106-063 |
106-097 |
106-192 |
|
| S4 |
105-298 |
106-012 |
106-168 |
|
|
| 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 |
107-062 |
106-168 |
0-215 |
0.6% |
0-115 |
0.3% |
22% |
False |
False |
2,655,283 |
| 10 |
107-300 |
106-168 |
1-132 |
1.3% |
0-154 |
0.5% |
10% |
False |
False |
1,366,968 |
| 20 |
109-128 |
106-168 |
2-280 |
2.7% |
0-149 |
0.4% |
5% |
False |
False |
686,125 |
| 40 |
109-128 |
106-168 |
2-280 |
2.7% |
0-108 |
0.3% |
5% |
False |
False |
343,259 |
| 60 |
109-128 |
106-168 |
2-280 |
2.7% |
0-074 |
0.2% |
5% |
False |
False |
228,839 |
| 80 |
109-128 |
105-248 |
3-200 |
3.4% |
0-055 |
0.2% |
25% |
False |
False |
171,629 |
| 100 |
109-128 |
104-235 |
4-212 |
4.4% |
0-044 |
0.1% |
42% |
False |
False |
137,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-006 |
|
2.618 |
107-188 |
|
1.618 |
107-103 |
|
1.000 |
107-050 |
|
0.618 |
107-018 |
|
HIGH |
106-285 |
|
0.618 |
106-253 |
|
0.500 |
106-242 |
|
0.382 |
106-232 |
|
LOW |
106-200 |
|
0.618 |
106-147 |
|
1.000 |
106-115 |
|
1.618 |
106-062 |
|
2.618 |
105-297 |
|
4.250 |
105-159 |
|
|
| Fisher Pivots for day following 27-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-242 |
106-249 |
| PP |
106-233 |
106-238 |
| S1 |
106-224 |
106-226 |
|