ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 26-Feb-2024

Day Change Summary
	Previous	Current
	23-Feb-2024	26-Feb-2024	Change	Change %	Previous Week
Open	106-102	106-142	0-040	0.1%	106-175
High	106-172	106-198	0-025	0.1%	106-260
Low	106-040	106-080	0-040	0.1%	106-040
Close	106-152	106-095	-0-058	-0.2%	106-152
Range	0-132	0-118	-0-015	-11.3%	0-220
ATR	0-149	0-147	-0-002	-1.5%	0-000
Volume	4,210,442	4,813,722	603,280	14.3%	11,382,032

Daily Pivots for day following 26-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	107-157	107-083	106-160
R3	107-039	106-286	106-127
R2	106-242	106-242	106-117
R1	106-168	106-168	106-106	106-146
PP	106-124	106-124	106-124	106-113
S1	106-051	106-051	106-084	106-029
S2	106-007	106-007	106-073
S3	105-209	105-253	106-063
S4	105-092	105-136	106-030

Weekly Pivots for week ending 23-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	108-171	108-062	106-274
R3	107-271	107-162	106-213
R2	107-051	107-051	106-193
R1	106-262	106-262	106-173	106-206
PP	106-151	106-151	106-151	106-123
S1	106-042	106-042	106-132	105-306
S2	105-251	105-251	106-112
S3	105-031	105-142	106-092
S4	104-131	104-242	106-032

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106-260	106-040	0-220	0.6%	0-120	0.4%	25%	False	False	3,239,150
10	107-185	106-040	1-145	1.4%	0-151	0.4%	12%	False	False	2,274,144
20	108-300	106-040	2-260	2.6%	0-154	0.5%	6%	False	False	1,884,545
40	108-300	106-040	2-260	2.6%	0-146	0.4%	6%	False	False	1,529,724
60	108-315	106-040	2-275	2.7%	0-148	0.4%	6%	False	False	1,443,154
80	108-315	104-212	4-102	4.1%	0-153	0.5%	38%	False	False	1,266,305
100	108-315	104-040	4-275	4.6%	0-142	0.4%	45%	False	False	1,013,257
120	108-315	104-040	4-275	4.6%	0-119	0.3%	45%	False	False	844,381

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-038
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	108-057
2.618	107-185
1.618	107-068
1.000	106-315
0.618	106-270
HIGH	106-198
0.618	106-153
0.500	106-139
0.382	106-125
LOW	106-080
0.618	106-007
1.000	105-282
1.618	105-210
2.618	105-092
4.250	104-221

Fisher Pivots for day following 26-Feb-2024
Pivot	1 day	3 day
R1	106-139	106-119
PP	106-124	106-111
S1	106-110	106-103

Download as Excel Spreadsheet

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

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