ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 04-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2024 |
04-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
106-315 |
107-118 |
0-122 |
0.4% |
106-270 |
| High |
107-130 |
107-118 |
-0-012 |
0.0% |
107-130 |
| Low |
106-258 |
107-028 |
0-090 |
0.3% |
106-200 |
| Close |
107-118 |
107-040 |
-0-078 |
-0.2% |
107-118 |
| Range |
0-192 |
0-090 |
-0-102 |
-53.2% |
0-250 |
| ATR |
0-137 |
0-134 |
-0-003 |
-2.5% |
0-000 |
| Volume |
1,814,202 |
905,846 |
-908,356 |
-50.1% |
11,568,071 |
|
| Daily Pivots for day following 04-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-012 |
107-276 |
107-090 |
|
| R3 |
107-242 |
107-186 |
107-065 |
|
| R2 |
107-152 |
107-152 |
107-056 |
|
| R1 |
107-096 |
107-096 |
107-048 |
107-079 |
| PP |
107-062 |
107-062 |
107-062 |
107-053 |
| S1 |
107-006 |
107-006 |
107-032 |
106-309 |
| S2 |
106-292 |
106-292 |
107-024 |
|
| S3 |
106-202 |
106-236 |
107-015 |
|
| S4 |
106-112 |
106-146 |
106-310 |
|
|
| 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% |
0-120 |
0.3% |
64% |
False |
False |
1,645,188 |
| 10 |
107-130 |
106-168 |
0-282 |
0.8% |
0-121 |
0.4% |
68% |
False |
False |
1,944,589 |
| 20 |
108-082 |
106-168 |
1-235 |
1.6% |
0-135 |
0.4% |
35% |
False |
False |
983,162 |
| 40 |
109-128 |
106-168 |
2-280 |
2.7% |
0-119 |
0.3% |
21% |
False |
False |
492,131 |
| 60 |
109-128 |
106-168 |
2-280 |
2.7% |
0-082 |
0.2% |
21% |
False |
False |
328,087 |
| 80 |
109-128 |
105-278 |
3-170 |
3.3% |
0-062 |
0.2% |
36% |
False |
False |
246,065 |
| 100 |
109-128 |
104-235 |
4-212 |
4.4% |
0-049 |
0.1% |
51% |
False |
False |
196,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-180 |
|
2.618 |
108-033 |
|
1.618 |
107-263 |
|
1.000 |
107-208 |
|
0.618 |
107-173 |
|
HIGH |
107-118 |
|
0.618 |
107-083 |
|
0.500 |
107-072 |
|
0.382 |
107-062 |
|
LOW |
107-028 |
|
0.618 |
106-292 |
|
1.000 |
106-258 |
|
1.618 |
106-202 |
|
2.618 |
106-112 |
|
4.250 |
105-285 |
|
|
| Fisher Pivots for day following 04-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-072 |
107-029 |
| PP |
107-062 |
107-018 |
| S1 |
107-051 |
107-006 |
|