ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 04-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2024 |
04-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
106-172 |
106-302 |
0-130 |
0.4% |
106-142 |
| High |
107-002 |
106-305 |
-0-018 |
-0.1% |
107-002 |
| Low |
106-140 |
106-230 |
0-090 |
0.3% |
106-072 |
| Close |
106-312 |
106-238 |
-0-075 |
-0.2% |
106-312 |
| Range |
0-182 |
0-075 |
-0-108 |
-58.9% |
0-250 |
| ATR |
0-142 |
0-137 |
-0-004 |
-3.0% |
0-000 |
| Volume |
19,423 |
8,869 |
-10,554 |
-54.3% |
7,706,260 |
|
| Daily Pivots for day following 04-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-162 |
107-115 |
106-279 |
|
| R3 |
107-088 |
107-040 |
106-258 |
|
| R2 |
107-012 |
107-012 |
106-251 |
|
| R1 |
106-285 |
106-285 |
106-244 |
106-271 |
| PP |
106-258 |
106-258 |
106-258 |
106-251 |
| S1 |
106-210 |
106-210 |
106-231 |
106-196 |
| S2 |
106-182 |
106-182 |
106-224 |
|
| S3 |
106-108 |
106-135 |
106-217 |
|
| S4 |
106-032 |
106-060 |
106-196 |
|
|
| 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% |
0-112 |
0.3% |
66% |
False |
False |
580,281 |
| 10 |
107-002 |
106-040 |
0-282 |
0.8% |
0-116 |
0.3% |
70% |
False |
False |
1,909,716 |
| 20 |
107-268 |
106-040 |
1-228 |
1.6% |
0-136 |
0.4% |
36% |
False |
False |
1,577,804 |
| 40 |
108-300 |
106-040 |
2-260 |
2.6% |
0-144 |
0.4% |
22% |
False |
False |
1,482,018 |
| 60 |
108-315 |
106-040 |
2-275 |
2.7% |
0-143 |
0.4% |
22% |
False |
False |
1,348,567 |
| 80 |
108-315 |
105-050 |
3-265 |
3.6% |
0-148 |
0.4% |
41% |
False |
False |
1,302,182 |
| 100 |
108-315 |
104-040 |
4-275 |
4.6% |
0-145 |
0.4% |
54% |
False |
False |
1,042,268 |
| 120 |
108-315 |
104-040 |
4-275 |
4.6% |
0-124 |
0.4% |
54% |
False |
False |
868,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-304 |
|
2.618 |
107-181 |
|
1.618 |
107-106 |
|
1.000 |
107-060 |
|
0.618 |
107-031 |
|
HIGH |
106-305 |
|
0.618 |
106-276 |
|
0.500 |
106-268 |
|
0.382 |
106-259 |
|
LOW |
106-230 |
|
0.618 |
106-184 |
|
1.000 |
106-155 |
|
1.618 |
106-109 |
|
2.618 |
106-034 |
|
4.250 |
105-231 |
|
|
| Fisher Pivots for day following 04-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-268 |
106-226 |
| PP |
106-258 |
106-215 |
| S1 |
106-248 |
106-204 |
|