ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 01-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2024 |
01-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
106-295 |
106-315 |
0-020 |
0.1% |
106-270 |
| High |
107-028 |
107-130 |
0-102 |
0.3% |
107-130 |
| Low |
106-202 |
106-258 |
0-055 |
0.2% |
106-200 |
| Close |
106-290 |
107-118 |
0-148 |
0.4% |
107-118 |
| Range |
0-145 |
0-192 |
0-048 |
32.8% |
0-250 |
| ATR |
0-133 |
0-137 |
0-004 |
3.2% |
0-000 |
| Volume |
1,864,750 |
1,814,202 |
-50,548 |
-2.7% |
11,568,071 |
|
| Daily Pivots for day following 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-319 |
108-251 |
107-223 |
|
| R3 |
108-127 |
108-058 |
107-170 |
|
| R2 |
107-254 |
107-254 |
107-153 |
|
| R1 |
107-186 |
107-186 |
107-135 |
107-220 |
| PP |
107-062 |
107-062 |
107-062 |
107-079 |
| S1 |
106-313 |
106-313 |
107-100 |
107-028 |
| S2 |
106-189 |
106-189 |
107-082 |
|
| S3 |
105-317 |
106-121 |
107-065 |
|
| S4 |
105-124 |
105-248 |
107-012 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-152 |
109-065 |
107-255 |
|
| R3 |
108-222 |
108-135 |
107-186 |
|
| R2 |
107-292 |
107-292 |
107-163 |
|
| R1 |
107-205 |
107-205 |
107-140 |
107-249 |
| PP |
107-042 |
107-042 |
107-042 |
107-064 |
| S1 |
106-275 |
106-275 |
107-095 |
106-319 |
| S2 |
106-112 |
106-112 |
107-072 |
|
| S3 |
105-182 |
106-025 |
107-049 |
|
| S4 |
104-252 |
105-095 |
106-300 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-130 |
106-200 |
0-250 |
0.7% |
0-126 |
0.4% |
95% |
True |
False |
2,313,614 |
| 10 |
107-130 |
106-168 |
0-282 |
0.8% |
0-132 |
0.4% |
96% |
True |
False |
1,856,769 |
| 20 |
109-045 |
106-168 |
2-198 |
2.4% |
0-146 |
0.4% |
32% |
False |
False |
938,215 |
| 40 |
109-128 |
106-168 |
2-280 |
2.7% |
0-117 |
0.3% |
29% |
False |
False |
469,484 |
| 60 |
109-128 |
106-168 |
2-280 |
2.7% |
0-081 |
0.2% |
29% |
False |
False |
312,990 |
| 80 |
109-128 |
105-278 |
3-170 |
3.3% |
0-060 |
0.2% |
42% |
False |
False |
234,742 |
| 100 |
109-128 |
104-235 |
4-212 |
4.3% |
0-048 |
0.1% |
56% |
False |
False |
187,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-308 |
|
2.618 |
108-314 |
|
1.618 |
108-121 |
|
1.000 |
108-002 |
|
0.618 |
107-249 |
|
HIGH |
107-130 |
|
0.618 |
107-056 |
|
0.500 |
107-034 |
|
0.382 |
107-011 |
|
LOW |
106-258 |
|
0.618 |
106-139 |
|
1.000 |
106-065 |
|
1.618 |
105-266 |
|
2.618 |
105-074 |
|
4.250 |
104-079 |
|
|
| Fisher Pivots for day following 01-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-090 |
107-080 |
| PP |
107-062 |
107-043 |
| S1 |
107-034 |
107-006 |
|