ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 06-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2024 |
06-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
108-020 |
107-242 |
-0-098 |
-0.3% |
108-062 |
| High |
108-022 |
108-048 |
0-025 |
0.1% |
109-128 |
| Low |
107-220 |
107-228 |
0-008 |
0.0% |
108-055 |
| Close |
107-235 |
108-025 |
0-110 |
0.3% |
108-095 |
| Range |
0-122 |
0-140 |
0-018 |
14.3% |
1-072 |
| ATR |
0-138 |
0-139 |
0-000 |
0.1% |
0-000 |
| Volume |
3,770 |
3,615 |
-155 |
-4.1% |
15,598 |
|
| Daily Pivots for day following 06-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-093 |
109-039 |
108-102 |
|
| R3 |
108-273 |
108-219 |
108-064 |
|
| R2 |
108-133 |
108-133 |
108-051 |
|
| R1 |
108-079 |
108-079 |
108-038 |
108-106 |
| PP |
107-313 |
107-313 |
107-313 |
108-007 |
| S1 |
107-259 |
107-259 |
108-012 |
107-286 |
| S2 |
107-173 |
107-173 |
107-319 |
|
| S3 |
107-033 |
107-119 |
107-306 |
|
| S4 |
106-213 |
106-299 |
107-268 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-097 |
111-168 |
108-311 |
|
| R3 |
111-024 |
110-096 |
108-203 |
|
| R2 |
109-272 |
109-272 |
108-167 |
|
| R1 |
109-023 |
109-023 |
108-131 |
109-148 |
| PP |
108-199 |
108-199 |
108-199 |
108-261 |
| S1 |
107-271 |
107-271 |
108-059 |
108-075 |
| S2 |
107-127 |
107-127 |
108-023 |
|
| S3 |
106-054 |
106-198 |
107-307 |
|
| S4 |
104-302 |
105-126 |
107-199 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-128 |
107-220 |
1-228 |
1.6% |
0-189 |
0.5% |
23% |
False |
False |
3,867 |
| 10 |
109-128 |
107-220 |
1-228 |
1.6% |
0-156 |
0.5% |
23% |
False |
False |
2,579 |
| 20 |
109-128 |
107-220 |
1-228 |
1.6% |
0-110 |
0.3% |
23% |
False |
False |
1,469 |
| 40 |
109-128 |
107-138 |
1-310 |
1.8% |
0-062 |
0.2% |
33% |
False |
False |
734 |
| 60 |
109-128 |
105-278 |
3-170 |
3.3% |
0-041 |
0.1% |
63% |
False |
False |
489 |
| 80 |
109-128 |
104-235 |
4-212 |
4.3% |
0-031 |
0.1% |
72% |
False |
False |
367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-002 |
|
2.618 |
109-094 |
|
1.618 |
108-274 |
|
1.000 |
108-188 |
|
0.618 |
108-134 |
|
HIGH |
108-048 |
|
0.618 |
107-314 |
|
0.500 |
107-298 |
|
0.382 |
107-281 |
|
LOW |
107-228 |
|
0.618 |
107-141 |
|
1.000 |
107-088 |
|
1.618 |
107-001 |
|
2.618 |
106-181 |
|
4.250 |
105-272 |
|
|
| Fisher Pivots for day following 06-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-009 |
108-132 |
| PP |
107-313 |
108-097 |
| S1 |
107-298 |
108-061 |
|