ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 28-Feb-2024

Day Change Summary
	Previous	Current
	27-Feb-2024	28-Feb-2024	Change	Change %	Previous Week
Open	106-115	106-095	-0-020	-0.1%	106-175
High	106-152	106-175	0-022	0.1%	106-260
Low	106-072	106-088	0-015	0.0%	106-040
Close	106-085	106-152	0-068	0.2%	106-152
Range	0-080	0-088	0-008	9.4%	0-220
ATR	0-142	0-139	-0-004	-2.6%	0-000
Volume	2,293,032	521,452	-1,771,580	-77.3%	11,382,032

Daily Pivots for day following 28-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	107-081	107-044	106-201
R3	106-313	106-277	106-177
R2	106-226	106-226	106-169
R1	106-189	106-189	106-161	106-208
PP	106-138	106-138	106-138	106-148
S1	106-102	106-102	106-144	106-120
S2	106-051	106-051	106-136
S3	105-283	106-014	106-128
S4	105-196	105-247	106-104

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	106-198	106-040	0-158	0.5%	0-105	0.3%	71%	False	False	3,099,265
10	107-025	106-040	0-305	0.9%	0-122	0.4%	37%	False	False	2,286,691
20	108-300	106-040	2-260	2.6%	0-151	0.4%	13%	False	False	1,911,472
40	108-300	106-040	2-260	2.6%	0-146	0.4%	13%	False	False	1,562,809
60	108-315	106-040	2-275	2.7%	0-145	0.4%	12%	False	False	1,422,522
80	108-315	105-050	3-265	3.6%	0-150	0.4%	34%	False	False	1,301,402
100	108-315	104-040	4-275	4.6%	0-143	0.4%	48%	False	False	1,041,400
120	108-315	104-040	4-275	4.6%	0-120	0.4%	48%	False	False	867,835

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107-227
2.618	107-084
1.618	106-317
1.000	106-262
0.618	106-229
HIGH	106-175
0.618	106-142
0.500	106-131
0.382	106-121
LOW	106-088
0.618	106-033
1.000	106-000
1.618	105-266
2.618	105-178
4.250	105-036

Fisher Pivots for day following 28-Feb-2024
Pivot	1 day	3 day
R1	106-145	106-147
PP	106-138	106-141
S1	106-131	106-135

Download as Excel Spreadsheet

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

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