ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 13-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2024 |
13-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
107-085 |
107-012 |
-0-072 |
-0.2% |
106-302 |
| High |
107-105 |
107-025 |
-0-080 |
-0.2% |
107-218 |
| Low |
106-300 |
106-260 |
-0-040 |
-0.1% |
106-230 |
| Close |
106-310 |
106-260 |
-0-050 |
-0.1% |
107-122 |
| Range |
0-125 |
0-085 |
-0-040 |
-32.0% |
0-308 |
| ATR |
0-133 |
0-129 |
-0-003 |
-2.6% |
0-000 |
| Volume |
2,206 |
3,921 |
1,715 |
77.7% |
24,830 |
|
| Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-223 |
107-167 |
106-307 |
|
| R3 |
107-138 |
107-082 |
106-283 |
|
| R2 |
107-053 |
107-053 |
106-276 |
|
| R1 |
106-317 |
106-317 |
106-268 |
106-302 |
| PP |
106-288 |
106-288 |
106-288 |
106-281 |
| S1 |
106-232 |
106-232 |
106-252 |
106-218 |
| S2 |
106-203 |
106-203 |
106-244 |
|
| S3 |
106-118 |
106-147 |
106-237 |
|
| S4 |
106-033 |
106-062 |
106-213 |
|
|
| 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 |
106-260 |
0-278 |
0.8% |
0-119 |
0.3% |
0% |
False |
True |
2,644 |
| 10 |
107-218 |
106-085 |
1-132 |
1.3% |
0-122 |
0.4% |
39% |
False |
False |
10,970 |
| 20 |
107-218 |
106-040 |
1-178 |
1.5% |
0-122 |
0.4% |
44% |
False |
False |
1,148,830 |
| 40 |
108-300 |
106-040 |
2-260 |
2.6% |
0-137 |
0.4% |
24% |
False |
False |
1,241,873 |
| 60 |
108-315 |
106-040 |
2-275 |
2.7% |
0-136 |
0.4% |
24% |
False |
False |
1,176,800 |
| 80 |
108-315 |
105-298 |
3-018 |
2.9% |
0-142 |
0.4% |
29% |
False |
False |
1,299,285 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-147 |
0.4% |
55% |
False |
False |
1,042,494 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-131 |
0.4% |
55% |
False |
False |
868,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-066 |
|
2.618 |
107-248 |
|
1.618 |
107-163 |
|
1.000 |
107-110 |
|
0.618 |
107-078 |
|
HIGH |
107-025 |
|
0.618 |
106-313 |
|
0.500 |
106-302 |
|
0.382 |
106-292 |
|
LOW |
106-260 |
|
0.618 |
106-207 |
|
1.000 |
106-175 |
|
1.618 |
106-122 |
|
2.618 |
106-037 |
|
4.250 |
105-219 |
|
|
| Fisher Pivots for day following 13-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-302 |
107-049 |
| PP |
106-288 |
107-012 |
| S1 |
106-274 |
106-296 |
|