ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 22-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2024 |
22-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
106-315 |
106-308 |
-0-008 |
0.0% |
106-075 |
| High |
106-318 |
106-308 |
-0-010 |
0.0% |
106-318 |
| Low |
106-192 |
106-275 |
0-082 |
0.2% |
106-040 |
| Close |
106-220 |
106-275 |
0-055 |
0.2% |
106-275 |
| Range |
0-125 |
0-032 |
-0-092 |
-74.0% |
0-278 |
| ATR |
0-119 |
0-117 |
-0-002 |
-1.9% |
0-000 |
| Volume |
211 |
13 |
-198 |
-93.8% |
1,012 |
|
| Daily Pivots for day following 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-063 |
107-042 |
106-293 |
|
| R3 |
107-031 |
107-009 |
106-284 |
|
| R2 |
106-318 |
106-318 |
106-281 |
|
| R1 |
106-297 |
106-297 |
106-278 |
106-291 |
| PP |
106-286 |
106-286 |
106-286 |
106-283 |
| S1 |
106-264 |
106-264 |
106-272 |
106-259 |
| S2 |
106-253 |
106-253 |
106-269 |
|
| S3 |
106-221 |
106-232 |
106-266 |
|
| S4 |
106-188 |
106-199 |
106-257 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-083 |
108-297 |
107-108 |
|
| R3 |
108-126 |
108-019 |
107-031 |
|
| R2 |
107-168 |
107-168 |
107-006 |
|
| R1 |
107-062 |
107-062 |
106-300 |
107-115 |
| PP |
106-211 |
106-211 |
106-211 |
106-238 |
| S1 |
106-104 |
106-104 |
106-250 |
106-158 |
| S2 |
105-253 |
105-253 |
106-224 |
|
| S3 |
104-296 |
105-147 |
106-199 |
|
| S4 |
104-018 |
104-189 |
106-122 |
|
|
| 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% |
0-077 |
0.2% |
85% |
False |
False |
202 |
| 10 |
107-158 |
106-040 |
1-118 |
1.3% |
0-092 |
0.3% |
54% |
False |
False |
919 |
| 20 |
107-218 |
106-040 |
1-178 |
1.5% |
0-106 |
0.3% |
47% |
False |
False |
387,014 |
| 40 |
108-300 |
106-040 |
2-260 |
2.6% |
0-130 |
0.4% |
26% |
False |
False |
1,040,836 |
| 60 |
108-315 |
106-040 |
2-275 |
2.7% |
0-134 |
0.4% |
26% |
False |
False |
1,079,854 |
| 80 |
108-315 |
106-040 |
2-275 |
2.7% |
0-138 |
0.4% |
26% |
False |
False |
1,151,527 |
| 100 |
108-315 |
104-212 |
4-102 |
4.0% |
0-144 |
0.4% |
51% |
False |
False |
1,042,311 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-135 |
0.4% |
56% |
False |
False |
868,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-126 |
|
2.618 |
107-073 |
|
1.618 |
107-040 |
|
1.000 |
107-020 |
|
0.618 |
107-008 |
|
HIGH |
106-308 |
|
0.618 |
106-295 |
|
0.500 |
106-291 |
|
0.382 |
106-287 |
|
LOW |
106-275 |
|
0.618 |
106-255 |
|
1.000 |
106-242 |
|
1.618 |
106-222 |
|
2.618 |
106-190 |
|
4.250 |
106-137 |
|
|
| Fisher Pivots for day following 22-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-291 |
106-258 |
| PP |
106-286 |
106-240 |
| S1 |
106-280 |
106-222 |
|