ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 28-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2024 |
28-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
106-248 |
106-222 |
-0-025 |
-0.1% |
106-302 |
| High |
106-285 |
106-300 |
0-015 |
0.0% |
107-070 |
| Low |
106-200 |
106-215 |
0-015 |
0.0% |
106-168 |
| Close |
106-215 |
106-285 |
0-070 |
0.2% |
106-285 |
| Range |
0-085 |
0-085 |
0-000 |
0.0% |
0-222 |
| ATR |
0-136 |
0-132 |
-0-004 |
-2.7% |
0-000 |
| Volume |
2,271,069 |
1,370,076 |
-900,993 |
-39.7% |
6,971,981 |
|
| Daily Pivots for day following 28-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-202 |
107-168 |
107-012 |
|
| R3 |
107-117 |
107-083 |
106-308 |
|
| R2 |
107-032 |
107-032 |
106-301 |
|
| R1 |
106-318 |
106-318 |
106-293 |
107-015 |
| PP |
106-267 |
106-267 |
106-267 |
106-275 |
| S1 |
106-233 |
106-233 |
106-277 |
106-250 |
| S2 |
106-182 |
106-182 |
106-269 |
|
| S3 |
106-097 |
106-148 |
106-262 |
|
| S4 |
106-012 |
106-063 |
106-238 |
|
|
| 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 |
107-010 |
106-168 |
0-162 |
0.5% |
0-107 |
0.3% |
72% |
False |
False |
2,694,123 |
| 10 |
107-155 |
106-168 |
0-308 |
0.9% |
0-124 |
0.4% |
38% |
False |
False |
1,499,091 |
| 20 |
109-128 |
106-168 |
2-280 |
2.7% |
0-148 |
0.4% |
13% |
False |
False |
754,520 |
| 40 |
109-128 |
106-168 |
2-280 |
2.7% |
0-110 |
0.3% |
13% |
False |
False |
377,511 |
| 60 |
109-128 |
106-168 |
2-280 |
2.7% |
0-075 |
0.2% |
13% |
False |
False |
251,674 |
| 80 |
109-128 |
105-278 |
3-170 |
3.3% |
0-056 |
0.2% |
29% |
False |
False |
188,755 |
| 100 |
109-128 |
104-235 |
4-212 |
4.4% |
0-045 |
0.1% |
46% |
False |
False |
151,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-021 |
|
2.618 |
107-203 |
|
1.618 |
107-118 |
|
1.000 |
107-065 |
|
0.618 |
107-033 |
|
HIGH |
106-300 |
|
0.618 |
106-268 |
|
0.500 |
106-258 |
|
0.382 |
106-247 |
|
LOW |
106-215 |
|
0.618 |
106-162 |
|
1.000 |
106-130 |
|
1.618 |
106-077 |
|
2.618 |
105-312 |
|
4.250 |
105-174 |
|
|
| Fisher Pivots for day following 28-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-276 |
106-278 |
| PP |
106-267 |
106-272 |
| S1 |
106-258 |
106-265 |
|