ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 06-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2024 |
06-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
107-050 |
107-128 |
0-078 |
0.2% |
106-270 |
| High |
107-180 |
107-228 |
0-048 |
0.1% |
107-130 |
| Low |
107-035 |
107-102 |
0-068 |
0.2% |
106-200 |
| Close |
107-140 |
107-158 |
0-018 |
0.1% |
107-118 |
| Range |
0-145 |
0-125 |
-0-020 |
-13.8% |
0-250 |
| ATR |
0-135 |
0-134 |
-0-001 |
-0.5% |
0-000 |
| Volume |
1,168,372 |
1,393,863 |
225,491 |
19.3% |
11,568,071 |
|
| Daily Pivots for day following 06-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-218 |
108-152 |
107-226 |
|
| R3 |
108-092 |
108-028 |
107-192 |
|
| R2 |
107-288 |
107-288 |
107-180 |
|
| R1 |
107-222 |
107-222 |
107-169 |
107-255 |
| PP |
107-162 |
107-162 |
107-162 |
107-179 |
| S1 |
107-098 |
107-098 |
107-146 |
107-130 |
| S2 |
107-038 |
107-038 |
107-135 |
|
| S3 |
106-232 |
106-292 |
107-123 |
|
| S4 |
106-108 |
106-168 |
107-089 |
|
|
| 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 |
107-228 |
106-202 |
1-025 |
1.0% |
0-140 |
0.4% |
80% |
True |
False |
1,429,406 |
| 10 |
107-228 |
106-168 |
1-060 |
1.1% |
0-123 |
0.4% |
82% |
True |
False |
2,061,765 |
| 20 |
108-082 |
106-168 |
1-235 |
1.6% |
0-136 |
0.4% |
56% |
False |
False |
1,110,904 |
| 40 |
109-128 |
106-168 |
2-280 |
2.7% |
0-123 |
0.4% |
34% |
False |
False |
556,186 |
| 60 |
109-128 |
106-168 |
2-280 |
2.7% |
0-087 |
0.3% |
34% |
False |
False |
370,791 |
| 80 |
109-128 |
105-278 |
3-170 |
3.3% |
0-065 |
0.2% |
46% |
False |
False |
278,093 |
| 100 |
109-128 |
104-235 |
4-212 |
4.3% |
0-052 |
0.2% |
59% |
False |
False |
222,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-119 |
|
2.618 |
108-235 |
|
1.618 |
108-110 |
|
1.000 |
108-032 |
|
0.618 |
107-305 |
|
HIGH |
107-228 |
|
0.618 |
107-180 |
|
0.500 |
107-165 |
|
0.382 |
107-150 |
|
LOW |
107-102 |
|
0.618 |
107-025 |
|
1.000 |
106-298 |
|
1.618 |
106-220 |
|
2.618 |
106-095 |
|
4.250 |
105-211 |
|
|
| Fisher Pivots for day following 06-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-165 |
107-148 |
| PP |
107-162 |
107-138 |
| S1 |
107-160 |
107-128 |
|