ECBOT 5 Year T-Note Future March 2024


Trading Metrics calculated at close of trading on 27-Feb-2024
Day Change Summary
Previous Current
26-Feb-2024 27-Feb-2024 Change Change % Previous Week
Open 106-142 106-115 -0-028 -0.1% 106-175
High 106-198 106-152 -0-045 -0.1% 106-260
Low 106-080 106-072 -0-008 0.0% 106-040
Close 106-095 106-085 -0-010 0.0% 106-152
Range 0-118 0-080 -0-038 -31.9% 0-220
ATR 0-147 0-142 -0-005 -3.3% 0-000
Volume 4,813,722 2,293,032 -2,520,690 -52.4% 11,382,032
Daily Pivots for day following 27-Feb-2024
Classic Woodie Camarilla DeMark
R4 107-023 106-294 106-129
R3 106-263 106-214 106-107
R2 106-183 106-183 106-100
R1 106-134 106-134 106-092 106-119
PP 106-103 106-103 106-103 106-096
S1 106-054 106-054 106-078 106-039
S2 106-023 106-023 106-070
S3 105-263 105-294 106-063
S4 105-183 105-214 106-041
Weekly Pivots for week ending 23-Feb-2024
Classic Woodie Camarilla DeMark
R4 108-171 108-062 106-274
R3 107-271 107-162 106-213
R2 107-051 107-051 106-193
R1 106-262 106-262 106-173 106-206
PP 106-151 106-151 106-151 106-123
S1 106-042 106-042 106-132 105-306
S2 105-251 105-251 106-112
S3 105-031 105-142 106-092
S4 104-131 104-242 106-032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106-255 106-040 0-215 0.6% 0-112 0.3% 21% False False 3,447,371
10 107-185 106-040 1-145 1.4% 0-152 0.4% 10% False False 2,428,491
20 108-300 106-040 2-260 2.6% 0-153 0.4% 5% False False 1,948,969
40 108-300 106-040 2-260 2.6% 0-146 0.4% 5% False False 1,569,685
60 108-315 106-040 2-275 2.7% 0-147 0.4% 5% False False 1,446,887
80 108-315 104-212 4-102 4.1% 0-152 0.4% 37% False False 1,294,945
100 108-315 104-040 4-275 4.6% 0-142 0.4% 44% False False 1,036,187
120 108-315 104-040 4-275 4.6% 0-120 0.4% 44% False False 863,489
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 107-172
2.618 107-042
1.618 106-282
1.000 106-232
0.618 106-202
HIGH 106-152
0.618 106-122
0.500 106-112
0.382 106-103
LOW 106-072
0.618 106-023
1.000 105-312
1.618 105-263
2.618 105-183
4.250 105-052
Fisher Pivots for day following 27-Feb-2024
Pivot 1 day 3 day
R1 106-112 106-119
PP 106-103 106-108
S1 106-094 106-096

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

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