ECBOT 5 Year T-Note Future September 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 107-002 107-072 0-070 0.2% 107-152
High 107-065 107-072 0-008 0.0% 107-152
Low 107-002 106-282 -0-040 -0.1% 107-010
Close 107-002 107-072 0-070 0.2% 107-072
Range 0-062 0-110 0-048 76.0% 0-142
ATR 0-085 0-087 0-002 2.1% 0-000
Volume
Daily Pivots for day following 28-Feb-2024
Classic Woodie Camarilla DeMark
R4 108-046 108-009 107-133
R3 107-256 107-219 107-103
R2 107-146 107-146 107-093
R1 107-109 107-109 107-083 107-128
PP 107-036 107-036 107-036 107-045
S1 106-319 106-319 107-062 107-018
S2 106-246 106-246 107-052
S3 106-136 106-209 107-042
S4 106-026 106-099 107-012
Weekly Pivots for week ending 23-Feb-2024
Classic Woodie Camarilla DeMark
R4 108-186 108-112 107-151
R3 108-043 107-289 107-112
R2 107-221 107-221 107-099
R1 107-147 107-147 107-086 107-112
PP 107-078 107-078 107-078 107-061
S1 107-004 107-004 107-059 106-290
S2 106-256 106-256 107-046
S3 106-113 106-182 107-033
S4 105-291 106-039 106-314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107-072 106-282 0-110 0.3% 0-034 0.1% 100% True True
10 107-205 106-282 0-242 0.7% 0-017 0.1% 45% False True
20 109-182 106-282 2-220 2.5% 0-009 0.0% 13% False True
40 109-188 106-282 2-225 2.5% 0-006 0.0% 13% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 108-220
2.618 108-040
1.618 107-250
1.000 107-182
0.618 107-140
HIGH 107-072
0.618 107-030
0.500 107-018
0.382 107-005
LOW 106-282
0.618 106-215
1.000 106-172
1.618 106-105
2.618 105-315
4.250 105-135
Fisher Pivots for day following 28-Feb-2024
Pivot 1 day 3 day
R1 107-054 107-054
PP 107-036 107-036
S1 107-018 107-018

These figures are updated between 7pm and 10pm EST after a trading day.

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