ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 19-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2024 |
19-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
106-075 |
106-072 |
-0-002 |
0.0% |
107-150 |
| High |
106-105 |
106-132 |
0-028 |
0.1% |
107-158 |
| Low |
106-040 |
106-072 |
0-032 |
0.1% |
106-072 |
| Close |
106-055 |
106-128 |
0-072 |
0.2% |
106-098 |
| Range |
0-065 |
0-060 |
-0-005 |
-7.7% |
1-085 |
| ATR |
0-123 |
0-120 |
-0-003 |
-2.6% |
0-000 |
| Volume |
284 |
130 |
-154 |
-54.2% |
8,180 |
|
| Daily Pivots for day following 19-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-291 |
106-269 |
106-160 |
|
| R3 |
106-231 |
106-209 |
106-144 |
|
| R2 |
106-171 |
106-171 |
106-138 |
|
| R1 |
106-149 |
106-149 |
106-133 |
106-160 |
| PP |
106-111 |
106-111 |
106-111 |
106-116 |
| S1 |
106-089 |
106-089 |
106-122 |
106-100 |
| S2 |
106-051 |
106-051 |
106-116 |
|
| S3 |
105-311 |
106-029 |
106-111 |
|
| S4 |
105-251 |
105-289 |
106-094 |
|
|
| 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 |
107-025 |
106-040 |
0-305 |
0.9% |
0-089 |
0.3% |
29% |
False |
False |
1,139 |
| 10 |
107-218 |
106-040 |
1-178 |
1.5% |
0-106 |
0.3% |
18% |
False |
False |
2,062 |
| 20 |
107-218 |
106-040 |
1-178 |
1.5% |
0-112 |
0.3% |
18% |
False |
False |
893,489 |
| 40 |
108-300 |
106-040 |
2-260 |
2.6% |
0-133 |
0.4% |
10% |
False |
False |
1,130,691 |
| 60 |
108-315 |
106-040 |
2-275 |
2.7% |
0-134 |
0.4% |
10% |
False |
False |
1,112,834 |
| 80 |
108-315 |
105-298 |
3-018 |
2.9% |
0-141 |
0.4% |
15% |
False |
False |
1,271,944 |
| 100 |
108-315 |
104-105 |
4-210 |
4.4% |
0-146 |
0.4% |
44% |
False |
False |
1,042,403 |
| 120 |
108-315 |
104-040 |
4-275 |
4.6% |
0-134 |
0.4% |
47% |
False |
False |
868,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-068 |
|
2.618 |
106-290 |
|
1.618 |
106-230 |
|
1.000 |
106-192 |
|
0.618 |
106-170 |
|
HIGH |
106-132 |
|
0.618 |
106-110 |
|
0.500 |
106-102 |
|
0.382 |
106-095 |
|
LOW |
106-072 |
|
0.618 |
106-035 |
|
1.000 |
106-012 |
|
1.618 |
105-295 |
|
2.618 |
105-235 |
|
4.250 |
105-138 |
|
|
| Fisher Pivots for day following 19-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-119 |
106-119 |
| PP |
106-111 |
106-110 |
| S1 |
106-102 |
106-101 |
|