ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 08-Feb-2024

Day Change Summary
	Previous	Current
	07-Feb-2024	08-Feb-2024	Change	Change %	Previous Week
Open	107-205	107-165	-0-040	-0.1%	107-262
High	107-265	107-192	-0-072	-0.2%	108-300
Low	107-165	107-085	-0-080	-0.2%	107-230
Close	107-180	107-092	-0-088	-0.3%	107-272
Range	0-100	0-108	0-008	7.5%	1-070
ATR	0-156	0-152	-0-003	-2.2%	0-000
Volume	1,067,595	907,422	-160,173	-15.0%	9,036,225

Daily Pivots for day following 08-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	108-126	108-057	107-152
R3	108-018	107-269	107-122
R2	107-231	107-231	107-112
R1	107-162	107-162	107-102	107-142
PP	107-123	107-123	107-123	107-114
S1	107-054	107-054	107-083	107-035
S2	107-016	107-016	107-073
S3	106-228	106-267	107-063
S4	106-121	106-159	107-033

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	108-215	107-080	1-135	1.3%	0-168	0.5%	3%	False	False	1,404,612
10	108-300	107-080	1-220	1.6%	0-158	0.5%	2%	False	False	1,490,499
20	108-300	107-080	1-220	1.6%	0-150	0.4%	2%	False	False	1,397,440
40	108-315	106-292	2-022	1.9%	0-146	0.4%	18%	False	False	1,232,817
60	108-315	105-050	3-265	3.6%	0-151	0.4%	56%	False	False	1,289,687
80	108-315	104-040	4-275	4.5%	0-148	0.4%	65%	False	False	969,043
100	108-315	104-040	4-275	4.5%	0-126	0.4%	65%	False	False	775,238
120	108-315	104-040	4-275	4.5%	0-105	0.3%	65%	False	False	646,031

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	109-009
2.618	108-154
1.618	108-046
1.000	107-300
0.618	107-259
HIGH	107-192
0.618	107-151
0.500	107-139
0.382	107-126
LOW	107-085
0.618	107-019
1.000	106-298
1.618	106-231
2.618	106-124
4.250	105-268

Fisher Pivots for day following 08-Feb-2024
Pivot	1 day	3 day
R1	107-139	107-175
PP	107-123	107-148
S1	107-108	107-120

Download as Excel Spreadsheet

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

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