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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 112 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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