ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 20-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2024 |
20-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
106-270 |
106-175 |
-0-095 |
-0.3% |
107-058 |
| High |
106-275 |
106-260 |
-0-015 |
0.0% |
107-185 |
| Low |
106-085 |
106-140 |
0-055 |
0.2% |
106-085 |
| Close |
106-165 |
106-218 |
0-052 |
0.2% |
106-165 |
| Range |
0-190 |
0-120 |
-0-070 |
-36.8% |
1-100 |
| ATR |
0-159 |
0-157 |
-0-003 |
-1.8% |
0-000 |
| Volume |
1,343,351 |
1,251,927 |
-91,424 |
-6.8% |
6,545,695 |
|
| Daily Pivots for day following 20-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-246 |
107-192 |
106-284 |
|
| R3 |
107-126 |
107-072 |
106-250 |
|
| R2 |
107-006 |
107-006 |
106-240 |
|
| R1 |
106-272 |
106-272 |
106-228 |
106-299 |
| PP |
106-206 |
106-206 |
106-206 |
106-219 |
| S1 |
106-152 |
106-152 |
106-206 |
106-179 |
| S2 |
106-086 |
106-086 |
106-196 |
|
| S3 |
105-286 |
106-032 |
106-184 |
|
| S4 |
105-166 |
105-232 |
106-152 |
|
|
| 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% |
0-193 |
0.6% |
32% |
False |
False |
1,409,610 |
| 10 |
107-265 |
106-085 |
1-180 |
1.5% |
0-149 |
0.4% |
27% |
False |
False |
1,221,249 |
| 20 |
108-300 |
106-085 |
2-215 |
2.5% |
0-155 |
0.5% |
15% |
False |
False |
1,367,892 |
| 40 |
108-315 |
106-085 |
2-230 |
2.5% |
0-145 |
0.4% |
15% |
False |
False |
1,222,507 |
| 60 |
108-315 |
105-298 |
3-018 |
2.9% |
0-151 |
0.4% |
25% |
False |
False |
1,398,095 |
| 80 |
108-315 |
104-105 |
4-210 |
4.4% |
0-154 |
0.5% |
51% |
False |
False |
1,079,631 |
| 100 |
108-315 |
104-040 |
4-275 |
4.6% |
0-138 |
0.4% |
53% |
False |
False |
863,818 |
| 120 |
108-315 |
104-040 |
4-275 |
4.6% |
0-115 |
0.3% |
53% |
False |
False |
719,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-130 |
|
2.618 |
107-254 |
|
1.618 |
107-134 |
|
1.000 |
107-060 |
|
0.618 |
107-014 |
|
HIGH |
106-260 |
|
0.618 |
106-214 |
|
0.500 |
106-200 |
|
0.382 |
106-186 |
|
LOW |
106-140 |
|
0.618 |
106-066 |
|
1.000 |
106-020 |
|
1.618 |
105-266 |
|
2.618 |
105-146 |
|
4.250 |
104-270 |
|
|
| Fisher Pivots for day following 20-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-212 |
106-217 |
| PP |
106-206 |
106-216 |
| S1 |
106-200 |
106-215 |
|