ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 12-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2024 |
12-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
107-150 |
107-085 |
-0-065 |
-0.2% |
106-302 |
| High |
107-158 |
107-105 |
-0-052 |
-0.2% |
107-218 |
| Low |
107-072 |
106-300 |
-0-092 |
-0.3% |
106-230 |
| Close |
107-088 |
106-310 |
-0-098 |
-0.3% |
107-122 |
| Range |
0-085 |
0-125 |
0-040 |
47.1% |
0-308 |
| ATR |
0-133 |
0-133 |
-0-001 |
-0.5% |
0-000 |
| Volume |
691 |
2,206 |
1,515 |
219.2% |
24,830 |
|
| Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-080 |
108-000 |
107-059 |
|
| R3 |
107-275 |
107-195 |
107-024 |
|
| R2 |
107-150 |
107-150 |
107-013 |
|
| R1 |
107-070 |
107-070 |
107-001 |
107-048 |
| PP |
107-025 |
107-025 |
107-025 |
107-014 |
| S1 |
106-265 |
106-265 |
106-299 |
106-242 |
| S2 |
106-220 |
106-220 |
106-287 |
|
| S3 |
106-095 |
106-140 |
106-276 |
|
| S4 |
105-290 |
106-015 |
106-241 |
|
|
| 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 |
106-300 |
0-238 |
0.7% |
0-124 |
0.4% |
4% |
False |
True |
2,985 |
| 10 |
107-218 |
106-085 |
1-132 |
1.3% |
0-123 |
0.4% |
50% |
False |
False |
62,723 |
| 20 |
107-218 |
106-040 |
1-178 |
1.5% |
0-138 |
0.4% |
54% |
False |
False |
1,245,607 |
| 40 |
108-300 |
106-040 |
2-260 |
2.6% |
0-139 |
0.4% |
30% |
False |
False |
1,286,621 |
| 60 |
108-315 |
106-040 |
2-275 |
2.7% |
0-137 |
0.4% |
30% |
False |
False |
1,212,978 |
| 80 |
108-315 |
105-290 |
3-025 |
2.9% |
0-144 |
0.4% |
35% |
False |
False |
1,299,872 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-148 |
0.4% |
59% |
False |
False |
1,042,455 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-130 |
0.4% |
59% |
False |
False |
868,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-316 |
|
2.618 |
108-112 |
|
1.618 |
107-307 |
|
1.000 |
107-230 |
|
0.618 |
107-182 |
|
HIGH |
107-105 |
|
0.618 |
107-057 |
|
0.500 |
107-042 |
|
0.382 |
107-028 |
|
LOW |
106-300 |
|
0.618 |
106-223 |
|
1.000 |
106-175 |
|
1.618 |
106-098 |
|
2.618 |
105-293 |
|
4.250 |
105-089 |
|
|
| Fisher Pivots for day following 12-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-042 |
107-099 |
| PP |
107-025 |
107-062 |
| S1 |
107-008 |
107-026 |
|