ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 14-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2024 |
14-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
107-012 |
106-255 |
-0-078 |
-0.2% |
106-302 |
| High |
107-025 |
106-270 |
-0-075 |
-0.2% |
107-218 |
| Low |
106-260 |
106-125 |
-0-135 |
-0.4% |
106-230 |
| Close |
106-260 |
106-125 |
-0-135 |
-0.4% |
107-122 |
| Range |
0-085 |
0-145 |
0-060 |
70.6% |
0-308 |
| ATR |
0-129 |
0-131 |
0-001 |
0.9% |
0-000 |
| Volume |
3,921 |
263 |
-3,658 |
-93.3% |
24,830 |
|
| Daily Pivots for day following 14-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-288 |
107-192 |
106-205 |
|
| R3 |
107-143 |
107-047 |
106-165 |
|
| R2 |
106-318 |
106-318 |
106-152 |
|
| R1 |
106-222 |
106-222 |
106-138 |
106-198 |
| PP |
106-173 |
106-173 |
106-173 |
106-161 |
| S1 |
106-077 |
106-077 |
106-112 |
106-052 |
| S2 |
106-028 |
106-028 |
106-098 |
|
| S3 |
105-203 |
105-252 |
106-085 |
|
| S4 |
105-058 |
105-107 |
106-045 |
|
|
| 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 |
106-125 |
1-092 |
1.2% |
0-128 |
0.4% |
0% |
False |
True |
2,034 |
| 10 |
107-218 |
106-125 |
1-092 |
1.2% |
0-124 |
0.4% |
0% |
False |
True |
5,133 |
| 20 |
107-218 |
106-040 |
1-178 |
1.5% |
0-122 |
0.4% |
17% |
False |
False |
1,087,424 |
| 40 |
108-300 |
106-040 |
2-260 |
2.6% |
0-135 |
0.4% |
9% |
False |
False |
1,205,192 |
| 60 |
108-315 |
106-040 |
2-275 |
2.7% |
0-135 |
0.4% |
9% |
False |
False |
1,152,664 |
| 80 |
108-315 |
105-298 |
3-018 |
2.9% |
0-142 |
0.4% |
15% |
False |
False |
1,298,525 |
| 100 |
108-315 |
104-105 |
4-210 |
4.4% |
0-148 |
0.4% |
44% |
False |
False |
1,042,482 |
| 120 |
108-315 |
104-040 |
4-275 |
4.6% |
0-132 |
0.4% |
47% |
False |
False |
868,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-246 |
|
2.618 |
108-010 |
|
1.618 |
107-185 |
|
1.000 |
107-095 |
|
0.618 |
107-040 |
|
HIGH |
106-270 |
|
0.618 |
106-215 |
|
0.500 |
106-198 |
|
0.382 |
106-180 |
|
LOW |
106-125 |
|
0.618 |
106-035 |
|
1.000 |
105-300 |
|
1.618 |
105-210 |
|
2.618 |
105-065 |
|
4.250 |
104-149 |
|
|
| Fisher Pivots for day following 14-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-198 |
106-275 |
| PP |
106-173 |
106-225 |
| S1 |
106-149 |
106-175 |
|