ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 02-Feb-2024

Day Change Summary
	Previous	Current
	01-Feb-2024	02-Feb-2024	Change	Change %	Previous Week
Open	108-178	108-202	0-025	0.1%	107-262
High	108-300	108-215	-0-085	-0.2%	108-300
Low	108-112	107-230	-0-202	-0.6%	107-230
Close	108-225	107-272	-0-272	-0.8%	107-272
Range	0-188	0-305	0-118	62.7%	1-070
ATR	0-147	0-159	0-012	8.2%	0-000
Volume	1,767,873	2,170,284	402,411	22.8%	9,036,225

Daily Pivots for day following 02-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	110-301	110-112	108-120
R3	109-316	109-127	108-036
R2	109-011	109-011	108-008
R1	108-142	108-142	107-300	108-084
PP	108-026	108-026	108-026	107-317
S1	107-157	107-157	107-245	107-099
S2	107-041	107-041	107-217
S3	106-056	106-172	107-189
S4	105-071	105-187	107-105

Weekly Pivots for week ending 02-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	111-264	111-018	108-167
R3	110-194	109-268	108-060
R2	109-124	109-124	108-024
R1	108-198	108-198	107-308	109-001
PP	108-054	108-054	108-054	108-116
S1	107-128	107-128	107-237	107-251
S2	106-304	106-304	107-201
S3	105-234	106-058	107-165
S4	104-164	104-308	107-058

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108-300	107-230	1-070	1.1%	0-184	0.5%	11%	False	True	1,807,245
10	108-300	107-142	1-158	1.4%	0-152	0.4%	27%	False	False	1,448,322
20	108-300	107-142	1-158	1.4%	0-153	0.4%	27%	False	False	1,386,232
40	108-315	106-242	2-072	2.1%	0-146	0.4%	49%	False	False	1,233,949
60	108-315	105-050	3-265	3.5%	0-152	0.4%	70%	False	False	1,210,309
80	108-315	104-040	4-275	4.5%	0-148	0.4%	77%	False	False	908,384
100	108-315	104-040	4-275	4.5%	0-121	0.4%	77%	False	False	726,710
120	108-315	104-040	4-275	4.5%	0-101	0.3%	77%	False	False	605,592

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	112-231
2.618	111-053
1.618	110-068
1.000	109-200
0.618	109-083
HIGH	108-215
0.618	108-098
0.500	108-062
0.382	108-027
LOW	107-230
0.618	107-042
1.000	106-245
1.618	106-057
2.618	105-072
4.250	103-214

Fisher Pivots for day following 02-Feb-2024
Pivot	1 day	3 day
R1	108-062	108-105
PP	108-026	108-054
S1	107-309	108-003

Download as Excel Spreadsheet

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

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