ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 13-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2024 |
13-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
107-210 |
107-200 |
-0-010 |
0.0% |
108-020 |
| High |
107-248 |
107-300 |
0-052 |
0.2% |
108-082 |
| Low |
107-180 |
106-240 |
-0-260 |
-0.8% |
107-165 |
| Close |
107-212 |
106-262 |
-0-270 |
-0.8% |
107-180 |
| Range |
0-068 |
1-060 |
0-312 |
463.0% |
0-238 |
| ATR |
0-128 |
0-146 |
0-018 |
14.1% |
0-000 |
| Volume |
10,722 |
48,850 |
38,128 |
355.6% |
27,968 |
|
| Daily Pivots for day following 13-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-234 |
109-308 |
107-152 |
|
| R3 |
109-174 |
108-248 |
107-047 |
|
| R2 |
108-114 |
108-114 |
107-012 |
|
| R1 |
107-188 |
107-188 |
106-297 |
107-121 |
| PP |
107-054 |
107-054 |
107-054 |
107-021 |
| S1 |
106-128 |
106-128 |
106-228 |
106-061 |
| S2 |
105-314 |
105-314 |
106-193 |
|
| S3 |
104-254 |
105-068 |
106-158 |
|
| S4 |
103-194 |
104-008 |
106-054 |
|
|
| 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 |
108-082 |
106-240 |
1-162 |
1.4% |
0-154 |
0.5% |
5% |
False |
True |
16,031 |
| 10 |
109-128 |
106-240 |
2-208 |
2.5% |
0-172 |
0.5% |
3% |
False |
True |
9,949 |
| 20 |
109-128 |
106-240 |
2-208 |
2.5% |
0-137 |
0.4% |
3% |
False |
True |
5,472 |
| 40 |
109-128 |
106-240 |
2-208 |
2.5% |
0-081 |
0.2% |
3% |
False |
True |
2,738 |
| 60 |
109-128 |
106-170 |
2-278 |
2.7% |
0-054 |
0.2% |
10% |
False |
False |
1,825 |
| 80 |
109-128 |
104-235 |
4-212 |
4.4% |
0-041 |
0.1% |
45% |
False |
False |
1,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-315 |
|
2.618 |
111-015 |
|
1.618 |
109-275 |
|
1.000 |
109-040 |
|
0.618 |
108-215 |
|
HIGH |
107-300 |
|
0.618 |
107-155 |
|
0.500 |
107-110 |
|
0.382 |
107-065 |
|
LOW |
106-240 |
|
0.618 |
106-005 |
|
1.000 |
105-180 |
|
1.618 |
104-265 |
|
2.618 |
103-205 |
|
4.250 |
101-225 |
|
|
| Fisher Pivots for day following 13-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-110 |
107-110 |
| PP |
107-054 |
107-054 |
| S1 |
106-318 |
106-318 |
|