ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 06-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2024 |
06-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
106-240 |
107-010 |
0-090 |
0.3% |
106-142 |
| High |
107-050 |
107-098 |
0-048 |
0.1% |
107-002 |
| Low |
106-240 |
106-310 |
0-070 |
0.2% |
106-072 |
| Close |
107-018 |
107-030 |
0-012 |
0.0% |
106-312 |
| Range |
0-130 |
0-108 |
-0-022 |
-17.3% |
0-250 |
| ATR |
0-137 |
0-135 |
-0-002 |
-1.5% |
0-000 |
| Volume |
3,929 |
5,630 |
1,701 |
43.3% |
7,706,260 |
|
| Daily Pivots for day following 06-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-042 |
107-303 |
107-089 |
|
| R3 |
107-254 |
107-196 |
107-060 |
|
| R2 |
107-147 |
107-147 |
107-050 |
|
| R1 |
107-088 |
107-088 |
107-040 |
107-118 |
| PP |
107-039 |
107-039 |
107-039 |
107-054 |
| S1 |
106-301 |
106-301 |
107-020 |
107-010 |
| S2 |
106-252 |
106-252 |
107-010 |
|
| S3 |
106-144 |
106-193 |
107-000 |
|
| S4 |
106-037 |
106-086 |
106-291 |
|
|
| 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 |
107-098 |
106-085 |
1-012 |
1.0% |
0-126 |
0.4% |
80% |
True |
False |
19,296 |
| 10 |
107-098 |
106-040 |
1-058 |
1.1% |
0-116 |
0.3% |
82% |
True |
False |
1,559,280 |
| 20 |
107-265 |
106-040 |
1-225 |
1.6% |
0-131 |
0.4% |
57% |
False |
False |
1,434,394 |
| 40 |
108-300 |
106-040 |
2-260 |
2.6% |
0-139 |
0.4% |
34% |
False |
False |
1,414,331 |
| 60 |
108-315 |
106-040 |
2-275 |
2.7% |
0-143 |
0.4% |
34% |
False |
False |
1,309,055 |
| 80 |
108-315 |
105-050 |
3-265 |
3.6% |
0-148 |
0.4% |
51% |
False |
False |
1,301,810 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-145 |
0.4% |
61% |
False |
False |
1,042,363 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-126 |
0.4% |
61% |
False |
False |
868,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-234 |
|
2.618 |
108-059 |
|
1.618 |
107-271 |
|
1.000 |
107-205 |
|
0.618 |
107-164 |
|
HIGH |
107-098 |
|
0.618 |
107-056 |
|
0.500 |
107-044 |
|
0.382 |
107-031 |
|
LOW |
106-310 |
|
0.618 |
106-244 |
|
1.000 |
106-202 |
|
1.618 |
106-136 |
|
2.618 |
106-029 |
|
4.250 |
105-173 |
|
|
| Fisher Pivots for day following 06-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-044 |
107-021 |
| PP |
107-039 |
107-012 |
| S1 |
107-035 |
107-004 |
|