ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 18-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2024 |
18-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
106-155 |
106-075 |
-0-080 |
-0.2% |
107-150 |
| High |
106-162 |
106-105 |
-0-058 |
-0.2% |
107-158 |
| Low |
106-072 |
106-040 |
-0-032 |
-0.1% |
106-072 |
| Close |
106-098 |
106-055 |
-0-042 |
-0.1% |
106-098 |
| Range |
0-090 |
0-065 |
-0-025 |
-27.8% |
1-085 |
| ATR |
0-128 |
0-123 |
-0-004 |
-3.5% |
0-000 |
| Volume |
1,099 |
284 |
-815 |
-74.2% |
8,180 |
|
| Daily Pivots for day following 18-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-262 |
106-223 |
106-091 |
|
| R3 |
106-197 |
106-158 |
106-073 |
|
| R2 |
106-132 |
106-132 |
106-067 |
|
| R1 |
106-093 |
106-093 |
106-061 |
106-080 |
| PP |
106-067 |
106-067 |
106-067 |
106-060 |
| S1 |
106-028 |
106-028 |
106-049 |
106-015 |
| S2 |
106-002 |
106-002 |
106-043 |
|
| S3 |
105-257 |
105-283 |
106-037 |
|
| S4 |
105-192 |
105-218 |
106-019 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-151 |
109-209 |
107-000 |
|
| R3 |
109-066 |
108-124 |
106-209 |
|
| R2 |
107-301 |
107-301 |
106-172 |
|
| R1 |
107-039 |
107-039 |
106-135 |
106-288 |
| PP |
106-216 |
106-216 |
106-216 |
106-180 |
| S1 |
105-274 |
105-274 |
106-060 |
105-202 |
| S2 |
105-131 |
105-131 |
106-023 |
|
| S3 |
104-046 |
104-189 |
105-306 |
|
| S4 |
102-281 |
103-104 |
105-195 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-105 |
106-040 |
1-065 |
1.1% |
0-102 |
0.3% |
4% |
False |
True |
1,554 |
| 10 |
107-218 |
106-040 |
1-178 |
1.5% |
0-113 |
0.3% |
3% |
False |
True |
2,442 |
| 20 |
107-218 |
106-040 |
1-178 |
1.5% |
0-115 |
0.3% |
3% |
False |
True |
956,079 |
| 40 |
108-300 |
106-040 |
2-260 |
2.6% |
0-134 |
0.4% |
2% |
False |
True |
1,151,593 |
| 60 |
108-315 |
106-040 |
2-275 |
2.7% |
0-135 |
0.4% |
2% |
False |
True |
1,127,192 |
| 80 |
108-315 |
105-298 |
3-018 |
2.9% |
0-141 |
0.4% |
8% |
False |
False |
1,291,819 |
| 100 |
108-315 |
104-105 |
4-210 |
4.4% |
0-146 |
0.4% |
40% |
False |
False |
1,042,442 |
| 120 |
108-315 |
104-040 |
4-275 |
4.6% |
0-133 |
0.4% |
42% |
False |
False |
868,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-061 |
|
2.618 |
106-275 |
|
1.618 |
106-210 |
|
1.000 |
106-170 |
|
0.618 |
106-145 |
|
HIGH |
106-105 |
|
0.618 |
106-080 |
|
0.500 |
106-072 |
|
0.382 |
106-065 |
|
LOW |
106-040 |
|
0.618 |
106-000 |
|
1.000 |
105-295 |
|
1.618 |
105-255 |
|
2.618 |
105-190 |
|
4.250 |
105-084 |
|
|
| Fisher Pivots for day following 18-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-072 |
106-155 |
| PP |
106-067 |
106-122 |
| S1 |
106-061 |
106-088 |
|