ECBOT 5 Year T-Note Future June 2024

Trading Metrics calculated at close of trading on 01-Feb-2024

Day Change Summary
	Previous	Current
	31-Jan-2024	01-Feb-2024	Change	Change %	Previous Week
Open	108-152	108-290	0-138	0.4%	108-095
High	109-018	109-128	0-110	0.3%	108-142
Low	108-150	108-262	0-112	0.3%	107-285
Close	108-268	109-058	0-110	0.3%	108-018
Range	0-188	0-185	-0-002	-1.3%	0-178
ATR	0-115	0-120	0-005	4.4%	0-000
Volume	3,272	1,767	-1,505	-46.0%	5,600

Daily Pivots for day following 01-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	110-278	110-192	109-159
R3	110-092	110-008	109-108
R2	109-228	109-228	109-091
R1	109-142	109-142	109-074	109-185
PP	109-042	109-042	109-042	109-064
S1	108-278	108-278	109-041	109-000
S2	108-178	108-178	109-024
S3	107-312	108-092	109-007
S4	107-128	107-228	108-276

Weekly Pivots for week ending 26-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	109-254	109-153	108-115
R3	109-077	108-296	108-066
R2	108-219	108-219	108-050
R1	108-118	108-118	108-034	108-080
PP	108-042	108-042	108-042	108-022
S1	107-261	107-261	108-001	107-222
S2	107-184	107-184	107-305
S3	107-007	107-083	107-289
S4	106-149	106-226	107-240

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109-128	108-015	1-112	1.2%	0-139	0.4%	84%	True	False	1,919
10	109-128	107-285	1-162	1.4%	0-115	0.3%	85%	True	False	1,433
20	109-128	107-285	1-162	1.4%	0-088	0.3%	85%	True	False	754
40	109-128	107-138	1-310	1.8%	0-048	0.1%	89%	True	False	377
60	109-128	105-278	3-170	3.2%	0-032	0.1%	94%	True	False	251
80	109-128	104-235	4-212	4.3%	0-024	0.1%	95%	True	False	188

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	0-015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111-274
2.618	110-292
1.618	110-107
1.000	109-312
0.618	109-242
HIGH	109-128
0.618	109-057
0.500	109-035
0.382	109-013
LOW	108-262
0.618	108-148
1.000	108-078
1.618	107-283
2.618	107-098
4.250	106-116

Fisher Pivots for day following 01-Feb-2024
Pivot	1 day	3 day
R1	109-050	109-015
PP	109-042	108-293
S1	109-035	108-251

Download as Excel Spreadsheet

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

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