ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 16-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2024 |
16-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
106-238 |
106-270 |
0-032 |
0.1% |
107-058 |
| High |
107-025 |
106-275 |
-0-070 |
-0.2% |
107-185 |
| Low |
106-230 |
106-085 |
-0-145 |
-0.4% |
106-085 |
| Close |
106-270 |
106-165 |
-0-105 |
-0.3% |
106-165 |
| Range |
0-115 |
0-190 |
0-075 |
65.2% |
1-100 |
| ATR |
0-157 |
0-159 |
0-002 |
1.5% |
0-000 |
| Volume |
1,284,937 |
1,343,351 |
58,414 |
4.5% |
6,545,695 |
|
| Daily Pivots for day following 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-105 |
108-005 |
106-270 |
|
| R3 |
107-235 |
107-135 |
106-217 |
|
| R2 |
107-045 |
107-045 |
106-200 |
|
| R1 |
106-265 |
106-265 |
106-182 |
106-220 |
| PP |
106-175 |
106-175 |
106-175 |
106-152 |
| S1 |
106-075 |
106-075 |
106-148 |
106-030 |
| S2 |
105-305 |
105-305 |
106-130 |
|
| S3 |
105-115 |
105-205 |
106-113 |
|
| S4 |
104-245 |
105-015 |
106-060 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-232 |
109-298 |
107-076 |
|
| R3 |
109-132 |
108-198 |
106-280 |
|
| R2 |
108-032 |
108-032 |
106-242 |
|
| R1 |
107-098 |
107-098 |
106-204 |
107-015 |
| PP |
106-252 |
106-252 |
106-252 |
106-210 |
| S1 |
105-318 |
105-318 |
106-126 |
105-235 |
| S2 |
105-152 |
105-152 |
106-088 |
|
| S3 |
104-052 |
104-218 |
106-050 |
|
| S4 |
102-272 |
103-118 |
105-254 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-185 |
106-085 |
1-100 |
1.2% |
0-182 |
0.5% |
19% |
False |
True |
1,309,139 |
| 10 |
107-268 |
106-085 |
1-182 |
1.5% |
0-156 |
0.5% |
16% |
False |
True |
1,245,892 |
| 20 |
108-300 |
106-085 |
2-215 |
2.5% |
0-154 |
0.5% |
9% |
False |
True |
1,347,107 |
| 40 |
108-315 |
106-085 |
2-230 |
2.6% |
0-145 |
0.4% |
9% |
False |
True |
1,212,748 |
| 60 |
108-315 |
105-298 |
3-018 |
2.9% |
0-150 |
0.4% |
19% |
False |
False |
1,403,733 |
| 80 |
108-315 |
104-105 |
4-210 |
4.4% |
0-154 |
0.5% |
47% |
False |
False |
1,064,033 |
| 100 |
108-315 |
104-040 |
4-275 |
4.6% |
0-137 |
0.4% |
49% |
False |
False |
851,299 |
| 120 |
108-315 |
104-040 |
4-275 |
4.6% |
0-114 |
0.3% |
49% |
False |
False |
709,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-122 |
|
2.618 |
108-132 |
|
1.618 |
107-262 |
|
1.000 |
107-145 |
|
0.618 |
107-072 |
|
HIGH |
106-275 |
|
0.618 |
106-202 |
|
0.500 |
106-180 |
|
0.382 |
106-158 |
|
LOW |
106-085 |
|
0.618 |
105-288 |
|
1.000 |
105-215 |
|
1.618 |
105-098 |
|
2.618 |
104-228 |
|
4.250 |
103-238 |
|
|
| Fisher Pivots for day following 16-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-180 |
106-215 |
| PP |
106-175 |
106-198 |
| S1 |
106-170 |
106-182 |
|