ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 20-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2024 |
20-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
106-072 |
106-162 |
0-090 |
0.3% |
107-150 |
| High |
106-132 |
106-230 |
0-098 |
0.3% |
107-158 |
| Low |
106-072 |
106-128 |
0-055 |
0.2% |
106-072 |
| Close |
106-128 |
106-228 |
0-100 |
0.3% |
106-098 |
| Range |
0-060 |
0-102 |
0-042 |
70.8% |
1-085 |
| ATR |
0-120 |
0-119 |
-0-001 |
-1.0% |
0-000 |
| Volume |
130 |
374 |
244 |
187.7% |
8,180 |
|
| Daily Pivots for day following 20-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-182 |
107-148 |
106-284 |
|
| R3 |
107-080 |
107-045 |
106-256 |
|
| R2 |
106-298 |
106-298 |
106-246 |
|
| R1 |
106-262 |
106-262 |
106-237 |
106-280 |
| PP |
106-195 |
106-195 |
106-195 |
106-204 |
| S1 |
106-160 |
106-160 |
106-218 |
106-178 |
| S2 |
106-092 |
106-092 |
106-209 |
|
| S3 |
105-310 |
106-058 |
106-199 |
|
| S4 |
105-208 |
105-275 |
106-171 |
|
|
| 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 |
106-270 |
106-040 |
0-230 |
0.7% |
0-092 |
0.3% |
82% |
False |
False |
430 |
| 10 |
107-218 |
106-040 |
1-178 |
1.5% |
0-106 |
0.3% |
38% |
False |
False |
1,537 |
| 20 |
107-218 |
106-040 |
1-178 |
1.5% |
0-111 |
0.3% |
38% |
False |
False |
780,408 |
| 40 |
108-300 |
106-040 |
2-260 |
2.6% |
0-134 |
0.4% |
21% |
False |
False |
1,107,445 |
| 60 |
108-315 |
106-040 |
2-275 |
2.7% |
0-133 |
0.4% |
20% |
False |
False |
1,096,581 |
| 80 |
108-315 |
105-298 |
3-018 |
2.9% |
0-140 |
0.4% |
26% |
False |
False |
1,240,503 |
| 100 |
108-315 |
104-105 |
4-210 |
4.4% |
0-145 |
0.4% |
51% |
False |
False |
1,042,321 |
| 120 |
108-315 |
104-040 |
4-275 |
4.6% |
0-134 |
0.4% |
53% |
False |
False |
868,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-026 |
|
2.618 |
107-178 |
|
1.618 |
107-076 |
|
1.000 |
107-012 |
|
0.618 |
106-293 |
|
HIGH |
106-230 |
|
0.618 |
106-191 |
|
0.500 |
106-179 |
|
0.382 |
106-167 |
|
LOW |
106-128 |
|
0.618 |
106-064 |
|
1.000 |
106-025 |
|
1.618 |
105-282 |
|
2.618 |
105-179 |
|
4.250 |
105-012 |
|
|
| Fisher Pivots for day following 20-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-211 |
106-197 |
| PP |
106-195 |
106-166 |
| S1 |
106-179 |
106-135 |
|