ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 26-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2024 |
26-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
106-268 |
106-260 |
-0-008 |
0.0% |
106-075 |
| High |
106-292 |
106-288 |
-0-005 |
0.0% |
106-318 |
| Low |
106-240 |
106-238 |
-0-002 |
0.0% |
106-040 |
| Close |
106-240 |
106-288 |
0-048 |
0.1% |
106-275 |
| Range |
0-052 |
0-050 |
-0-002 |
-4.8% |
0-278 |
| ATR |
0-112 |
0-108 |
-0-004 |
-4.0% |
0-000 |
| Volume |
29 |
76 |
47 |
162.1% |
1,012 |
|
| Daily Pivots for day following 26-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-101 |
107-084 |
106-315 |
|
| R3 |
107-051 |
107-034 |
106-301 |
|
| R2 |
107-001 |
107-001 |
106-297 |
|
| R1 |
106-304 |
106-304 |
106-292 |
106-312 |
| PP |
106-271 |
106-271 |
106-271 |
106-275 |
| S1 |
106-254 |
106-254 |
106-283 |
106-262 |
| S2 |
106-221 |
106-221 |
106-278 |
|
| S3 |
106-171 |
106-204 |
106-274 |
|
| S4 |
106-121 |
106-154 |
106-260 |
|
|
| 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 |
106-128 |
0-190 |
0.6% |
0-072 |
0.2% |
84% |
False |
False |
140 |
| 10 |
107-025 |
106-040 |
0-305 |
0.9% |
0-081 |
0.2% |
81% |
False |
False |
640 |
| 20 |
107-218 |
106-040 |
1-178 |
1.5% |
0-102 |
0.3% |
50% |
False |
False |
31,681 |
| 40 |
108-300 |
106-040 |
2-260 |
2.6% |
0-127 |
0.4% |
28% |
False |
False |
990,325 |
| 60 |
108-300 |
106-040 |
2-260 |
2.6% |
0-131 |
0.4% |
28% |
False |
False |
1,057,017 |
| 80 |
108-315 |
106-040 |
2-275 |
2.7% |
0-135 |
0.4% |
27% |
False |
False |
1,093,085 |
| 100 |
108-315 |
104-212 |
4-102 |
4.0% |
0-142 |
0.4% |
52% |
False |
False |
1,042,292 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-136 |
0.4% |
57% |
False |
False |
868,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-180 |
|
2.618 |
107-098 |
|
1.618 |
107-048 |
|
1.000 |
107-018 |
|
0.618 |
106-318 |
|
HIGH |
106-288 |
|
0.618 |
106-268 |
|
0.500 |
106-262 |
|
0.382 |
106-257 |
|
LOW |
106-238 |
|
0.618 |
106-207 |
|
1.000 |
106-188 |
|
1.618 |
106-157 |
|
2.618 |
106-107 |
|
4.250 |
106-025 |
|
|
| Fisher Pivots for day following 26-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-279 |
106-282 |
| PP |
106-271 |
106-278 |
| S1 |
106-262 |
106-272 |
|