ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 20-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2024 |
20-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
107-078 |
106-302 |
-0-095 |
-0.3% |
107-210 |
| High |
107-082 |
107-070 |
-0-012 |
0.0% |
107-300 |
| Low |
106-210 |
106-265 |
0-055 |
0.2% |
106-210 |
| Close |
106-290 |
107-028 |
0-058 |
0.2% |
106-290 |
| Range |
0-192 |
0-125 |
-0-068 |
-35.1% |
1-090 |
| ATR |
0-147 |
0-146 |
-0-002 |
-1.1% |
0-000 |
| Volume |
27,638 |
214,608 |
186,970 |
676.5% |
189,382 |
|
| Daily Pivots for day following 20-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-069 |
108-013 |
107-096 |
|
| R3 |
107-264 |
107-208 |
107-062 |
|
| R2 |
107-139 |
107-139 |
107-050 |
|
| R1 |
107-083 |
107-083 |
107-039 |
107-111 |
| PP |
107-014 |
107-014 |
107-014 |
107-028 |
| S1 |
106-278 |
106-278 |
107-016 |
106-306 |
| S2 |
106-209 |
106-209 |
107-005 |
|
| S3 |
106-084 |
106-153 |
106-313 |
|
| S4 |
105-279 |
106-028 |
106-279 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-003 |
110-077 |
107-196 |
|
| R3 |
109-233 |
108-307 |
107-083 |
|
| R2 |
108-143 |
108-143 |
107-045 |
|
| R1 |
107-217 |
107-217 |
107-008 |
107-135 |
| PP |
107-053 |
107-053 |
107-053 |
107-012 |
| S1 |
106-127 |
106-127 |
106-252 |
106-045 |
| S2 |
105-283 |
105-283 |
106-215 |
|
| S3 |
104-193 |
105-037 |
106-177 |
|
| S4 |
103-103 |
103-267 |
106-064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-300 |
106-210 |
1-090 |
1.2% |
0-192 |
0.6% |
34% |
False |
False |
78,653 |
| 10 |
108-082 |
106-210 |
1-192 |
1.5% |
0-149 |
0.4% |
27% |
False |
False |
42,818 |
| 20 |
109-128 |
106-210 |
2-238 |
2.6% |
0-149 |
0.4% |
16% |
False |
False |
22,539 |
| 40 |
109-128 |
106-210 |
2-238 |
2.6% |
0-096 |
0.3% |
16% |
False |
False |
11,348 |
| 60 |
109-128 |
106-170 |
2-278 |
2.7% |
0-064 |
0.2% |
19% |
False |
False |
7,565 |
| 80 |
109-128 |
104-280 |
4-168 |
4.2% |
0-048 |
0.1% |
49% |
False |
False |
5,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-281 |
|
2.618 |
108-077 |
|
1.618 |
107-272 |
|
1.000 |
107-195 |
|
0.618 |
107-147 |
|
HIGH |
107-070 |
|
0.618 |
107-022 |
|
0.500 |
107-008 |
|
0.382 |
106-313 |
|
LOW |
106-265 |
|
0.618 |
106-188 |
|
1.000 |
106-140 |
|
1.618 |
106-063 |
|
2.618 |
105-258 |
|
4.250 |
105-054 |
|
|
| Fisher Pivots for day following 20-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-021 |
107-026 |
| PP |
107-014 |
107-024 |
| S1 |
107-008 |
107-022 |
|