ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 14-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2024 |
14-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
107-200 |
106-255 |
-0-265 |
-0.8% |
108-020 |
| High |
107-300 |
107-072 |
-0-228 |
-0.7% |
108-082 |
| Low |
106-240 |
106-242 |
0-002 |
0.0% |
107-165 |
| Close |
106-262 |
107-042 |
0-100 |
0.3% |
107-180 |
| Range |
1-060 |
0-150 |
-0-230 |
-60.5% |
0-238 |
| ATR |
0-146 |
0-146 |
0-000 |
0.2% |
0-000 |
| Volume |
48,850 |
37,536 |
-11,314 |
-23.2% |
27,968 |
|
| Daily Pivots for day following 14-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-142 |
108-082 |
107-125 |
|
| R3 |
107-312 |
107-252 |
107-084 |
|
| R2 |
107-162 |
107-162 |
107-070 |
|
| R1 |
107-102 |
107-102 |
107-056 |
107-132 |
| PP |
107-012 |
107-012 |
107-012 |
107-028 |
| S1 |
106-272 |
106-272 |
107-029 |
106-302 |
| S2 |
106-182 |
106-182 |
107-015 |
|
| S3 |
106-032 |
106-122 |
107-001 |
|
| S4 |
105-202 |
105-292 |
106-280 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-002 |
109-168 |
107-311 |
|
| R3 |
109-084 |
108-251 |
107-245 |
|
| R2 |
108-167 |
108-167 |
107-224 |
|
| R1 |
108-013 |
108-013 |
107-202 |
107-291 |
| PP |
107-249 |
107-249 |
107-249 |
107-228 |
| S1 |
107-096 |
107-096 |
107-158 |
107-054 |
| S2 |
107-012 |
107-012 |
107-136 |
|
| S3 |
106-094 |
106-178 |
107-115 |
|
| S4 |
105-177 |
105-261 |
107-049 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-010 |
106-240 |
1-090 |
1.2% |
0-164 |
0.5% |
30% |
False |
False |
22,539 |
| 10 |
109-128 |
106-240 |
2-208 |
2.5% |
0-168 |
0.5% |
14% |
False |
False |
13,375 |
| 20 |
109-128 |
106-240 |
2-208 |
2.5% |
0-136 |
0.4% |
14% |
False |
False |
7,349 |
| 40 |
109-128 |
106-240 |
2-208 |
2.5% |
0-085 |
0.2% |
14% |
False |
False |
3,676 |
| 60 |
109-128 |
106-170 |
2-278 |
2.7% |
0-057 |
0.2% |
21% |
False |
False |
2,451 |
| 80 |
109-128 |
104-280 |
4-168 |
4.2% |
0-043 |
0.1% |
50% |
False |
False |
1,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-070 |
|
2.618 |
108-145 |
|
1.618 |
107-315 |
|
1.000 |
107-222 |
|
0.618 |
107-165 |
|
HIGH |
107-072 |
|
0.618 |
107-015 |
|
0.500 |
106-318 |
|
0.382 |
106-300 |
|
LOW |
106-242 |
|
0.618 |
106-150 |
|
1.000 |
106-092 |
|
1.618 |
106-000 |
|
2.618 |
105-170 |
|
4.250 |
104-245 |
|
|
| Fisher Pivots for day following 14-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-028 |
107-110 |
| PP |
107-012 |
107-088 |
| S1 |
106-318 |
107-065 |
|