ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 21-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2024 |
21-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
106-162 |
106-315 |
0-152 |
0.4% |
107-150 |
| High |
106-230 |
106-318 |
0-088 |
0.3% |
107-158 |
| Low |
106-128 |
106-192 |
0-065 |
0.2% |
106-072 |
| Close |
106-228 |
106-220 |
-0-008 |
0.0% |
106-098 |
| Range |
0-102 |
0-125 |
0-022 |
22.0% |
1-085 |
| ATR |
0-119 |
0-119 |
0-000 |
0.4% |
0-000 |
| Volume |
374 |
211 |
-163 |
-43.6% |
8,180 |
|
| Daily Pivots for day following 21-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-298 |
107-224 |
106-289 |
|
| R3 |
107-173 |
107-099 |
106-254 |
|
| R2 |
107-048 |
107-048 |
106-243 |
|
| R1 |
106-294 |
106-294 |
106-231 |
106-269 |
| PP |
106-243 |
106-243 |
106-243 |
106-231 |
| S1 |
106-169 |
106-169 |
106-209 |
106-144 |
| S2 |
106-118 |
106-118 |
106-197 |
|
| S3 |
105-313 |
106-044 |
106-186 |
|
| S4 |
105-188 |
105-239 |
106-151 |
|
|
| 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 |
106-318 |
106-040 |
0-278 |
0.8% |
0-088 |
0.3% |
65% |
True |
False |
419 |
| 10 |
107-218 |
106-040 |
1-178 |
1.5% |
0-108 |
0.3% |
36% |
False |
False |
1,226 |
| 20 |
107-218 |
106-040 |
1-178 |
1.5% |
0-112 |
0.3% |
36% |
False |
False |
597,535 |
| 40 |
108-300 |
106-040 |
2-260 |
2.6% |
0-134 |
0.4% |
20% |
False |
False |
1,072,754 |
| 60 |
108-315 |
106-040 |
2-275 |
2.7% |
0-134 |
0.4% |
20% |
False |
False |
1,085,626 |
| 80 |
108-315 |
105-298 |
3-018 |
2.9% |
0-140 |
0.4% |
25% |
False |
False |
1,222,011 |
| 100 |
108-315 |
104-212 |
4-102 |
4.0% |
0-144 |
0.4% |
47% |
False |
False |
1,042,316 |
| 120 |
108-315 |
104-040 |
4-275 |
4.6% |
0-135 |
0.4% |
53% |
False |
False |
868,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-209 |
|
2.618 |
108-005 |
|
1.618 |
107-200 |
|
1.000 |
107-122 |
|
0.618 |
107-075 |
|
HIGH |
106-318 |
|
0.618 |
106-270 |
|
0.500 |
106-255 |
|
0.382 |
106-240 |
|
LOW |
106-192 |
|
0.618 |
106-115 |
|
1.000 |
106-068 |
|
1.618 |
105-310 |
|
2.618 |
105-185 |
|
4.250 |
104-301 |
|
|
| Fisher Pivots for day following 21-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-255 |
106-212 |
| PP |
106-243 |
106-203 |
| S1 |
106-232 |
106-195 |
|