ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 08-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2024 |
08-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
107-062 |
107-118 |
0-055 |
0.2% |
106-302 |
| High |
107-110 |
107-218 |
0-108 |
0.3% |
107-218 |
| Low |
107-012 |
107-015 |
0-002 |
0.0% |
106-230 |
| Close |
107-095 |
107-122 |
0-028 |
0.1% |
107-122 |
| Range |
0-098 |
0-202 |
0-105 |
107.7% |
0-308 |
| ATR |
0-132 |
0-137 |
0-005 |
3.8% |
0-000 |
| Volume |
3,312 |
3,090 |
-222 |
-6.7% |
24,830 |
|
| Daily Pivots for day following 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-086 |
108-307 |
107-234 |
|
| R3 |
108-203 |
108-104 |
107-178 |
|
| R2 |
108-001 |
108-001 |
107-160 |
|
| R1 |
107-222 |
107-222 |
107-141 |
107-271 |
| PP |
107-118 |
107-118 |
107-118 |
107-143 |
| S1 |
107-019 |
107-019 |
107-104 |
107-069 |
| S2 |
106-236 |
106-236 |
107-085 |
|
| S3 |
106-033 |
106-137 |
107-067 |
|
| S4 |
105-151 |
105-254 |
107-011 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-046 |
109-232 |
107-292 |
|
| R3 |
109-058 |
108-244 |
107-207 |
|
| R2 |
108-071 |
108-071 |
107-179 |
|
| R1 |
107-257 |
107-257 |
107-151 |
108-004 |
| PP |
107-083 |
107-083 |
107-083 |
107-117 |
| S1 |
106-269 |
106-269 |
107-094 |
107-016 |
| S2 |
106-096 |
106-096 |
107-066 |
|
| S3 |
105-108 |
105-282 |
107-038 |
|
| S4 |
104-121 |
104-294 |
106-273 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-218 |
106-230 |
0-308 |
0.9% |
0-122 |
0.4% |
69% |
True |
False |
4,966 |
| 10 |
107-218 |
106-072 |
1-145 |
1.4% |
0-122 |
0.4% |
80% |
True |
False |
773,109 |
| 20 |
107-218 |
106-040 |
1-178 |
1.4% |
0-136 |
0.4% |
81% |
True |
False |
1,335,963 |
| 40 |
108-300 |
106-040 |
2-260 |
2.6% |
0-143 |
0.4% |
45% |
False |
False |
1,366,701 |
| 60 |
108-315 |
106-040 |
2-275 |
2.7% |
0-143 |
0.4% |
44% |
False |
False |
1,267,199 |
| 80 |
108-315 |
105-050 |
3-265 |
3.6% |
0-147 |
0.4% |
58% |
False |
False |
1,301,256 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-146 |
0.4% |
67% |
False |
False |
1,042,427 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-128 |
0.4% |
67% |
False |
False |
868,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-118 |
|
2.618 |
109-108 |
|
1.618 |
108-225 |
|
1.000 |
108-100 |
|
0.618 |
108-023 |
|
HIGH |
107-218 |
|
0.618 |
107-140 |
|
0.500 |
107-116 |
|
0.382 |
107-092 |
|
LOW |
107-015 |
|
0.618 |
106-210 |
|
1.000 |
106-132 |
|
1.618 |
106-007 |
|
2.618 |
105-125 |
|
4.250 |
104-114 |
|
|
| Fisher Pivots for day following 08-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-120 |
107-116 |
| PP |
107-118 |
107-110 |
| S1 |
107-116 |
107-104 |
|