ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 29-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2024 |
29-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
106-095 |
106-175 |
0-080 |
0.2% |
106-175 |
| High |
106-175 |
106-220 |
0-045 |
0.1% |
106-260 |
| Low |
106-088 |
106-085 |
-0-002 |
0.0% |
106-040 |
| Close |
106-152 |
106-162 |
0-010 |
0.0% |
106-152 |
| Range |
0-088 |
0-135 |
0-048 |
54.3% |
0-220 |
| ATR |
0-139 |
0-138 |
0-000 |
-0.2% |
0-000 |
| Volume |
521,452 |
58,631 |
-462,821 |
-88.8% |
11,382,032 |
|
| Daily Pivots for day following 29-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-241 |
107-177 |
106-237 |
|
| R3 |
107-106 |
107-042 |
106-200 |
|
| R2 |
106-291 |
106-291 |
106-187 |
|
| R1 |
106-227 |
106-227 |
106-175 |
106-191 |
| PP |
106-156 |
106-156 |
106-156 |
106-138 |
| S1 |
106-092 |
106-092 |
106-150 |
106-056 |
| S2 |
106-021 |
106-021 |
106-138 |
|
| S3 |
105-206 |
105-277 |
106-125 |
|
| S4 |
105-071 |
105-142 |
106-088 |
|
|
| 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 |
106-220 |
106-040 |
0-180 |
0.5% |
0-110 |
0.3% |
68% |
True |
False |
2,379,455 |
| 10 |
107-025 |
106-040 |
0-305 |
0.9% |
0-121 |
0.4% |
40% |
False |
False |
2,169,715 |
| 20 |
108-300 |
106-040 |
2-260 |
2.6% |
0-148 |
0.4% |
14% |
False |
False |
1,773,297 |
| 40 |
108-300 |
106-040 |
2-260 |
2.6% |
0-145 |
0.4% |
14% |
False |
False |
1,539,412 |
| 60 |
108-315 |
106-040 |
2-275 |
2.7% |
0-143 |
0.4% |
13% |
False |
False |
1,392,721 |
| 80 |
108-315 |
105-050 |
3-265 |
3.6% |
0-150 |
0.4% |
35% |
False |
False |
1,302,107 |
| 100 |
108-315 |
104-040 |
4-275 |
4.6% |
0-144 |
0.4% |
49% |
False |
False |
1,041,986 |
| 120 |
108-315 |
104-040 |
4-275 |
4.6% |
0-121 |
0.4% |
49% |
False |
False |
868,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-154 |
|
2.618 |
107-253 |
|
1.618 |
107-118 |
|
1.000 |
107-035 |
|
0.618 |
106-303 |
|
HIGH |
106-220 |
|
0.618 |
106-168 |
|
0.500 |
106-152 |
|
0.382 |
106-137 |
|
LOW |
106-085 |
|
0.618 |
106-002 |
|
1.000 |
105-270 |
|
1.618 |
105-187 |
|
2.618 |
105-052 |
|
4.250 |
104-151 |
|
|
| Fisher Pivots for day following 29-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-159 |
106-157 |
| PP |
106-156 |
106-152 |
| S1 |
106-152 |
106-146 |
|