ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 01-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2024 |
01-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
106-175 |
106-172 |
-0-002 |
0.0% |
106-142 |
| High |
106-220 |
107-002 |
0-102 |
0.3% |
107-002 |
| Low |
106-085 |
106-140 |
0-055 |
0.2% |
106-072 |
| Close |
106-162 |
106-312 |
0-150 |
0.4% |
106-312 |
| Range |
0-135 |
0-182 |
0-048 |
35.2% |
0-250 |
| ATR |
0-138 |
0-142 |
0-003 |
2.3% |
0-000 |
| Volume |
58,631 |
19,423 |
-39,208 |
-66.9% |
7,706,260 |
|
| Daily Pivots for day following 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-166 |
108-102 |
107-093 |
|
| R3 |
107-303 |
107-239 |
107-043 |
|
| R2 |
107-121 |
107-121 |
107-026 |
|
| R1 |
107-057 |
107-057 |
107-009 |
107-089 |
| PP |
106-258 |
106-258 |
106-258 |
106-274 |
| S1 |
106-194 |
106-194 |
106-296 |
106-226 |
| S2 |
106-076 |
106-076 |
106-279 |
|
| S3 |
105-213 |
106-012 |
106-262 |
|
| S4 |
105-031 |
105-149 |
106-212 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-026 |
108-259 |
107-130 |
|
| R3 |
108-096 |
108-009 |
107-061 |
|
| R2 |
107-166 |
107-166 |
107-038 |
|
| R1 |
107-079 |
107-079 |
107-015 |
107-122 |
| PP |
106-236 |
106-236 |
106-236 |
106-258 |
| S1 |
106-149 |
106-149 |
106-290 |
106-192 |
| S2 |
105-306 |
105-306 |
106-267 |
|
| S3 |
105-056 |
105-219 |
106-244 |
|
| S4 |
104-126 |
104-289 |
106-175 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-002 |
106-072 |
0-250 |
0.7% |
0-120 |
0.4% |
96% |
True |
False |
1,541,252 |
| 10 |
107-002 |
106-040 |
0-282 |
0.8% |
0-128 |
0.4% |
96% |
True |
False |
2,043,164 |
| 20 |
108-215 |
106-040 |
2-175 |
2.4% |
0-147 |
0.4% |
33% |
False |
False |
1,685,875 |
| 40 |
108-300 |
106-040 |
2-260 |
2.6% |
0-146 |
0.4% |
30% |
False |
False |
1,507,942 |
| 60 |
108-315 |
106-040 |
2-275 |
2.7% |
0-144 |
0.4% |
30% |
False |
False |
1,372,956 |
| 80 |
108-315 |
105-050 |
3-265 |
3.6% |
0-149 |
0.4% |
48% |
False |
False |
1,302,198 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-145 |
0.4% |
59% |
False |
False |
1,042,180 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-123 |
0.4% |
59% |
False |
False |
868,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-138 |
|
2.618 |
108-160 |
|
1.618 |
107-298 |
|
1.000 |
107-185 |
|
0.618 |
107-115 |
|
HIGH |
107-002 |
|
0.618 |
106-253 |
|
0.500 |
106-231 |
|
0.382 |
106-210 |
|
LOW |
106-140 |
|
0.618 |
106-027 |
|
1.000 |
105-278 |
|
1.618 |
105-165 |
|
2.618 |
104-302 |
|
4.250 |
104-004 |
|
|
| Fisher Pivots for day following 01-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-285 |
106-276 |
| PP |
106-258 |
106-240 |
| S1 |
106-231 |
106-204 |
|