ECBOT 5 Year T-Note Future March 2024
Trading Metrics calculated at close of trading on 27-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2024 |
27-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
106-260 |
107-015 |
0-075 |
0.2% |
106-075 |
High |
106-288 |
107-015 |
0-048 |
0.1% |
106-318 |
Low |
106-238 |
107-015 |
0-098 |
0.3% |
106-040 |
Close |
106-288 |
107-015 |
0-048 |
0.1% |
106-275 |
Range |
0-050 |
0-000 |
-0-050 |
-100.0% |
0-278 |
ATR |
0-108 |
0-104 |
-0-004 |
-4.0% |
0-000 |
Volume |
76 |
0 |
-76 |
-100.0% |
1,012 |
|
Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107-015 |
107-015 |
107-015 |
|
R3 |
107-015 |
107-015 |
107-015 |
|
R2 |
107-015 |
107-015 |
107-015 |
|
R1 |
107-015 |
107-015 |
107-015 |
107-015 |
PP |
107-015 |
107-015 |
107-015 |
107-015 |
S1 |
107-015 |
107-015 |
107-015 |
107-015 |
S2 |
107-015 |
107-015 |
107-015 |
|
S3 |
107-015 |
107-015 |
107-015 |
|
S4 |
107-015 |
107-015 |
107-015 |
|
|
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 |
107-015 |
106-192 |
0-142 |
0.4% |
0-052 |
0.2% |
100% |
True |
False |
65 |
10 |
107-015 |
106-040 |
0-295 |
0.9% |
0-072 |
0.2% |
100% |
True |
False |
247 |
20 |
107-218 |
106-040 |
1-178 |
1.5% |
0-097 |
0.3% |
59% |
False |
False |
5,609 |
40 |
108-300 |
106-040 |
2-260 |
2.6% |
0-124 |
0.4% |
33% |
False |
False |
958,540 |
60 |
108-300 |
106-040 |
2-260 |
2.6% |
0-130 |
0.4% |
33% |
False |
False |
1,043,742 |
80 |
108-315 |
106-040 |
2-275 |
2.7% |
0-133 |
0.4% |
32% |
False |
False |
1,068,293 |
100 |
108-315 |
105-050 |
3-265 |
3.6% |
0-140 |
0.4% |
49% |
False |
False |
1,042,243 |
120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-136 |
0.4% |
60% |
False |
False |
868,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107-015 |
2.618 |
107-015 |
1.618 |
107-015 |
1.000 |
107-015 |
0.618 |
107-015 |
HIGH |
107-015 |
0.618 |
107-015 |
0.500 |
107-015 |
0.382 |
107-015 |
LOW |
107-015 |
0.618 |
107-015 |
1.000 |
107-015 |
1.618 |
107-015 |
2.618 |
107-015 |
4.250 |
107-015 |
|
|
Fisher Pivots for day following 27-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
107-015 |
106-319 |
PP |
107-015 |
106-302 |
S1 |
107-015 |
106-286 |
|