ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 21-Feb-2024

Day Change Summary
	Previous	Current
	20-Feb-2024	21-Feb-2024	Change	Change %	Previous Week
Open	106-175	106-220	0-045	0.1%	107-058
High	106-260	106-255	-0-005	0.0%	107-185
Low	106-140	106-132	-0-008	0.0%	106-085
Close	106-218	106-148	-0-070	-0.2%	106-165
Range	0-120	0-122	0-002	2.1%	1-100
ATR	0-157	0-154	-0-002	-1.6%	0-000
Volume	1,251,927	2,261,986	1,010,059	80.7%	6,545,695

Daily Pivots for day following 21-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	107-226	107-149	106-215
R3	107-103	107-027	106-181
R2	106-301	106-301	106-170
R1	106-224	106-224	106-159	106-201
PP	106-178	106-178	106-178	106-167
S1	106-102	106-102	106-136	106-079
S2	106-056	106-056	106-125
S3	105-253	105-299	106-114
S4	105-131	105-177	106-080

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	107-025	106-085	0-260	0.8%	0-139	0.4%	24%	False	False	1,474,118
10	107-265	106-085	1-180	1.5%	0-147	0.4%	13%	False	False	1,309,508
20	108-300	106-085	2-215	2.5%	0-158	0.5%	7%	False	False	1,434,481
40	108-315	106-085	2-230	2.6%	0-145	0.4%	7%	False	False	1,254,667
60	108-315	105-298	3-018	2.9%	0-150	0.4%	17%	False	False	1,393,868
80	108-315	104-105	4-210	4.4%	0-153	0.5%	46%	False	False	1,107,800
100	108-315	104-040	4-275	4.6%	0-139	0.4%	48%	False	False	886,438
120	108-315	104-040	4-275	4.6%	0-116	0.3%	48%	False	False	738,699

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	0-034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	108-136
2.618	107-256
1.618	107-133
1.000	107-058
0.618	107-011
HIGH	106-255
0.618	106-208
0.500	106-194
0.382	106-179
LOW	106-132
0.618	106-057
1.000	106-010
1.618	105-254
2.618	105-132
4.250	104-252

Fisher Pivots for day following 21-Feb-2024
Pivot	1 day	3 day
R1	106-194	106-180
PP	106-178	106-169
S1	106-163	106-158

Download as Excel Spreadsheet

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

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