ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 07-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2024 |
07-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
107-010 |
107-062 |
0-052 |
0.2% |
106-142 |
| High |
107-098 |
107-110 |
0-012 |
0.0% |
107-002 |
| Low |
106-310 |
107-012 |
0-022 |
0.1% |
106-072 |
| Close |
107-030 |
107-095 |
0-065 |
0.2% |
106-312 |
| Range |
0-108 |
0-098 |
-0-010 |
-9.3% |
0-250 |
| ATR |
0-135 |
0-132 |
-0-003 |
-2.0% |
0-000 |
| Volume |
5,630 |
3,312 |
-2,318 |
-41.2% |
7,706,260 |
|
| Daily Pivots for day following 07-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-045 |
108-008 |
107-149 |
|
| R3 |
107-268 |
107-230 |
107-122 |
|
| R2 |
107-170 |
107-170 |
107-113 |
|
| R1 |
107-132 |
107-132 |
107-104 |
107-151 |
| PP |
107-072 |
107-072 |
107-072 |
107-082 |
| S1 |
107-035 |
107-035 |
107-086 |
107-054 |
| S2 |
106-295 |
106-295 |
107-077 |
|
| S3 |
106-198 |
106-258 |
107-068 |
|
| S4 |
106-100 |
106-160 |
107-041 |
|
|
| 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 |
107-110 |
106-140 |
0-290 |
0.8% |
0-118 |
0.3% |
95% |
True |
False |
8,232 |
| 10 |
107-110 |
106-040 |
1-070 |
1.1% |
0-114 |
0.3% |
96% |
True |
False |
1,193,844 |
| 20 |
107-192 |
106-040 |
1-152 |
1.4% |
0-131 |
0.4% |
79% |
False |
False |
1,381,180 |
| 40 |
108-300 |
106-040 |
2-260 |
2.6% |
0-140 |
0.4% |
42% |
False |
False |
1,390,389 |
| 60 |
108-315 |
106-040 |
2-275 |
2.7% |
0-141 |
0.4% |
41% |
False |
False |
1,282,921 |
| 80 |
108-315 |
105-050 |
3-265 |
3.6% |
0-146 |
0.4% |
56% |
False |
False |
1,301,460 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-144 |
0.4% |
65% |
False |
False |
1,042,396 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-126 |
0.4% |
65% |
False |
False |
868,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-204 |
|
2.618 |
108-045 |
|
1.618 |
107-268 |
|
1.000 |
107-208 |
|
0.618 |
107-170 |
|
HIGH |
107-110 |
|
0.618 |
107-073 |
|
0.500 |
107-061 |
|
0.382 |
107-050 |
|
LOW |
107-012 |
|
0.618 |
106-272 |
|
1.000 |
106-235 |
|
1.618 |
106-175 |
|
2.618 |
106-077 |
|
4.250 |
105-238 |
|
|
| Fisher Pivots for day following 07-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-084 |
107-068 |
| PP |
107-072 |
107-042 |
| S1 |
107-061 |
107-015 |
|