ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 11-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2024 |
11-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
107-118 |
107-150 |
0-032 |
0.1% |
106-302 |
| High |
107-218 |
107-158 |
-0-060 |
-0.2% |
107-218 |
| Low |
107-015 |
107-072 |
0-058 |
0.2% |
106-230 |
| Close |
107-122 |
107-088 |
-0-035 |
-0.1% |
107-122 |
| Range |
0-202 |
0-085 |
-0-118 |
-58.0% |
0-308 |
| ATR |
0-137 |
0-133 |
-0-004 |
-2.7% |
0-000 |
| Volume |
3,090 |
691 |
-2,399 |
-77.6% |
24,830 |
|
| Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-041 |
107-309 |
107-134 |
|
| R3 |
107-276 |
107-224 |
107-111 |
|
| R2 |
107-191 |
107-191 |
107-103 |
|
| R1 |
107-139 |
107-139 |
107-095 |
107-122 |
| PP |
107-106 |
107-106 |
107-106 |
107-098 |
| S1 |
107-054 |
107-054 |
107-080 |
107-038 |
| S2 |
107-021 |
107-021 |
107-072 |
|
| S3 |
106-256 |
106-289 |
107-064 |
|
| S4 |
106-171 |
106-204 |
107-041 |
|
|
| 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 |
106-240 |
0-298 |
0.9% |
0-124 |
0.4% |
56% |
False |
False |
3,330 |
| 10 |
107-218 |
106-072 |
1-145 |
1.4% |
0-118 |
0.3% |
72% |
False |
False |
291,805 |
| 20 |
107-218 |
106-040 |
1-178 |
1.4% |
0-135 |
0.4% |
74% |
False |
False |
1,282,975 |
| 40 |
108-300 |
106-040 |
2-260 |
2.6% |
0-140 |
0.4% |
41% |
False |
False |
1,323,846 |
| 60 |
108-315 |
106-040 |
2-275 |
2.7% |
0-141 |
0.4% |
40% |
False |
False |
1,244,610 |
| 80 |
108-315 |
105-112 |
3-202 |
3.4% |
0-147 |
0.4% |
53% |
False |
False |
1,300,761 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-147 |
0.4% |
65% |
False |
False |
1,042,434 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-129 |
0.4% |
65% |
False |
False |
868,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-199 |
|
2.618 |
108-060 |
|
1.618 |
107-295 |
|
1.000 |
107-242 |
|
0.618 |
107-210 |
|
HIGH |
107-158 |
|
0.618 |
107-125 |
|
0.500 |
107-115 |
|
0.382 |
107-105 |
|
LOW |
107-072 |
|
0.618 |
107-020 |
|
1.000 |
106-308 |
|
1.618 |
106-255 |
|
2.618 |
106-170 |
|
4.250 |
106-031 |
|
|
| Fisher Pivots for day following 11-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-115 |
107-115 |
| PP |
107-106 |
107-106 |
| S1 |
107-097 |
107-097 |
|