ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 12-Feb-2024

Day Change Summary
	Previous	Current
	09-Feb-2024	12-Feb-2024	Change	Change %	Previous Week
Open	107-105	107-058	-0-048	-0.1%	107-262
High	107-142	107-112	-0-030	-0.1%	107-268
Low	107-030	107-048	0-018	0.1%	107-030
Close	107-048	107-080	0-032	0.1%	107-048
Range	0-112	0-065	-0-048	-42.2%	0-238
ATR	0-149	0-143	-0-006	-4.0%	0-000
Volume	1,060,455	749,571	-310,884	-29.3%	5,913,234

Daily Pivots for day following 12-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	107-275	107-242	107-116
R3	107-210	107-178	107-098
R2	107-145	107-145	107-092
R1	107-112	107-112	107-086	107-129
PP	107-080	107-080	107-080	107-088
S1	107-048	107-048	107-074	107-064
S2	107-015	107-015	107-068
S3	106-270	106-302	107-062
S4	106-205	106-238	107-044

Weekly Pivots for week ending 09-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	109-188	109-035	107-178
R3	108-270	108-118	107-113
R2	108-032	108-032	107-091
R1	107-200	107-200	107-069	107-158
PP	107-115	107-115	107-115	107-094
S1	106-282	106-282	107-026	106-240
S2	106-198	106-198	107-004
S3	105-280	106-045	106-302
S4	105-042	105-128	106-237

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	107-265	107-030	0-235	0.7%	0-105	0.3%	21%	False	False	1,032,888
10	108-300	107-030	1-270	1.7%	0-153	0.4%	8%	False	False	1,469,447
20	108-300	107-030	1-270	1.7%	0-140	0.4%	8%	False	False	1,327,635
40	108-315	107-030	1-285	1.8%	0-137	0.4%	8%	False	False	1,196,664
60	108-315	105-290	3-025	2.9%	0-146	0.4%	44%	False	False	1,317,961
80	108-315	104-040	4-275	4.5%	0-150	0.4%	64%	False	False	991,667
100	108-315	104-040	4-275	4.5%	0-128	0.4%	64%	False	False	793,338
120	108-315	104-040	4-275	4.5%	0-107	0.3%	64%	False	False	661,115

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Narrowest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	108-069
2.618	107-283
1.618	107-218
1.000	107-178
0.618	107-153
HIGH	107-112
0.618	107-088
0.500	107-080
0.382	107-072
LOW	107-048
0.618	107-007
1.000	106-302
1.618	106-262
2.618	106-197
4.250	106-091

Fisher Pivots for day following 12-Feb-2024
Pivot	1 day	3 day
R1	107-080	107-111
PP	107-080	107-101
S1	107-080	107-090

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

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