ECBOT 5 Year T-Note Future June 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 |
106-222 |
106-295 |
0-072 |
0.2% |
106-302 |
| High |
106-300 |
107-028 |
0-048 |
0.1% |
107-070 |
| Low |
106-215 |
106-202 |
-0-012 |
0.0% |
106-168 |
| Close |
106-285 |
106-290 |
0-005 |
0.0% |
106-285 |
| Range |
0-085 |
0-145 |
0-060 |
70.6% |
0-222 |
| ATR |
0-132 |
0-133 |
0-001 |
0.7% |
0-000 |
| Volume |
1,370,076 |
1,864,750 |
494,674 |
36.1% |
6,971,981 |
|
| Daily Pivots for day following 29-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-075 |
108-008 |
107-050 |
|
| R3 |
107-250 |
107-182 |
107-010 |
|
| R2 |
107-105 |
107-105 |
106-317 |
|
| R1 |
107-038 |
107-038 |
106-303 |
106-319 |
| PP |
106-280 |
106-280 |
106-280 |
106-261 |
| S1 |
106-212 |
106-212 |
106-277 |
106-174 |
| S2 |
106-135 |
106-135 |
106-263 |
|
| S3 |
105-310 |
106-068 |
106-250 |
|
| S4 |
105-165 |
105-242 |
106-210 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-308 |
108-199 |
107-087 |
|
| R3 |
108-086 |
107-297 |
107-026 |
|
| R2 |
107-183 |
107-183 |
107-006 |
|
| R1 |
107-074 |
107-074 |
106-305 |
107-018 |
| PP |
106-281 |
106-281 |
106-281 |
106-252 |
| S1 |
106-172 |
106-172 |
106-265 |
106-115 |
| S2 |
106-058 |
106-058 |
106-244 |
|
| S3 |
105-156 |
105-269 |
106-224 |
|
| S4 |
104-253 |
105-047 |
106-163 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-028 |
106-168 |
0-180 |
0.5% |
0-114 |
0.3% |
68% |
True |
False |
2,608,291 |
| 10 |
107-155 |
106-168 |
0-308 |
0.9% |
0-124 |
0.4% |
40% |
False |
False |
1,681,812 |
| 20 |
109-128 |
106-168 |
2-280 |
2.7% |
0-146 |
0.4% |
13% |
False |
False |
847,594 |
| 40 |
109-128 |
106-168 |
2-280 |
2.7% |
0-114 |
0.3% |
13% |
False |
False |
424,129 |
| 60 |
109-128 |
106-168 |
2-280 |
2.7% |
0-077 |
0.2% |
13% |
False |
False |
282,753 |
| 80 |
109-128 |
105-278 |
3-170 |
3.3% |
0-058 |
0.2% |
29% |
False |
False |
212,065 |
| 100 |
109-128 |
104-235 |
4-212 |
4.4% |
0-046 |
0.1% |
47% |
False |
False |
169,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-004 |
|
2.618 |
108-087 |
|
1.618 |
107-262 |
|
1.000 |
107-172 |
|
0.618 |
107-117 |
|
HIGH |
107-028 |
|
0.618 |
106-292 |
|
0.500 |
106-275 |
|
0.382 |
106-258 |
|
LOW |
106-202 |
|
0.618 |
106-113 |
|
1.000 |
106-058 |
|
1.618 |
105-288 |
|
2.618 |
105-143 |
|
4.250 |
104-226 |
|
|
| Fisher Pivots for day following 29-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-285 |
106-285 |
| PP |
106-280 |
106-279 |
| S1 |
106-275 |
106-274 |
|