ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 05-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2024 |
05-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
108-202 |
107-262 |
-0-260 |
-0.7% |
107-262 |
| High |
108-215 |
107-268 |
-0-268 |
-0.8% |
108-300 |
| Low |
107-230 |
107-080 |
-0-150 |
-0.4% |
107-230 |
| Close |
107-272 |
107-100 |
-0-172 |
-0.5% |
107-272 |
| Range |
0-305 |
0-188 |
-0-118 |
-38.5% |
1-070 |
| ATR |
0-159 |
0-161 |
0-002 |
1.5% |
0-000 |
| Volume |
2,170,284 |
1,498,365 |
-671,919 |
-31.0% |
9,036,225 |
|
| Daily Pivots for day following 05-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-072 |
108-273 |
107-203 |
|
| R3 |
108-204 |
108-086 |
107-152 |
|
| R2 |
108-017 |
108-017 |
107-134 |
|
| R1 |
107-218 |
107-218 |
107-117 |
107-184 |
| PP |
107-149 |
107-149 |
107-149 |
107-132 |
| S1 |
107-031 |
107-031 |
107-083 |
106-316 |
| S2 |
106-282 |
106-282 |
107-066 |
|
| S3 |
106-094 |
106-163 |
107-048 |
|
| S4 |
105-227 |
105-296 |
106-317 |
|
|
| 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 |
107-080 |
1-220 |
1.6% |
0-201 |
0.6% |
4% |
False |
True |
1,906,007 |
| 10 |
108-300 |
107-080 |
1-220 |
1.6% |
0-161 |
0.5% |
4% |
False |
True |
1,514,536 |
| 20 |
108-300 |
107-080 |
1-220 |
1.6% |
0-149 |
0.4% |
4% |
False |
True |
1,387,719 |
| 40 |
108-315 |
106-242 |
2-072 |
2.1% |
0-148 |
0.4% |
25% |
False |
False |
1,241,361 |
| 60 |
108-315 |
105-050 |
3-265 |
3.6% |
0-153 |
0.4% |
56% |
False |
False |
1,234,974 |
| 80 |
108-315 |
104-040 |
4-275 |
4.5% |
0-148 |
0.4% |
66% |
False |
False |
927,114 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-123 |
0.4% |
66% |
False |
False |
741,694 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-103 |
0.3% |
66% |
False |
False |
618,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-104 |
|
2.618 |
109-118 |
|
1.618 |
108-251 |
|
1.000 |
108-135 |
|
0.618 |
108-063 |
|
HIGH |
107-268 |
|
0.618 |
107-196 |
|
0.500 |
107-174 |
|
0.382 |
107-152 |
|
LOW |
107-080 |
|
0.618 |
106-284 |
|
1.000 |
106-212 |
|
1.618 |
106-097 |
|
2.618 |
105-229 |
|
4.250 |
104-243 |
|
|
| Fisher Pivots for day following 05-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-174 |
108-030 |
| PP |
107-149 |
107-267 |
| S1 |
107-125 |
107-183 |
|