ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 07-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2024 |
07-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
107-128 |
107-170 |
0-042 |
0.1% |
106-270 |
| High |
107-228 |
107-232 |
0-005 |
0.0% |
107-130 |
| Low |
107-102 |
107-130 |
0-028 |
0.1% |
106-200 |
| Close |
107-158 |
107-210 |
0-052 |
0.2% |
107-118 |
| Range |
0-125 |
0-102 |
-0-022 |
-18.0% |
0-250 |
| ATR |
0-134 |
0-132 |
-0-002 |
-1.7% |
0-000 |
| Volume |
1,393,863 |
1,172,435 |
-221,428 |
-15.9% |
11,568,071 |
|
| Daily Pivots for day following 07-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-178 |
108-137 |
107-266 |
|
| R3 |
108-076 |
108-034 |
107-238 |
|
| R2 |
107-293 |
107-293 |
107-229 |
|
| R1 |
107-252 |
107-252 |
107-219 |
107-272 |
| PP |
107-191 |
107-191 |
107-191 |
107-201 |
| S1 |
107-149 |
107-149 |
107-201 |
107-170 |
| S2 |
107-088 |
107-088 |
107-191 |
|
| S3 |
106-306 |
107-047 |
107-182 |
|
| S4 |
106-203 |
106-264 |
107-154 |
|
|
| 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 |
107-232 |
106-258 |
0-295 |
0.9% |
0-131 |
0.4% |
92% |
True |
False |
1,290,943 |
| 10 |
107-232 |
106-168 |
1-065 |
1.1% |
0-123 |
0.4% |
94% |
True |
False |
1,949,617 |
| 20 |
108-010 |
106-168 |
1-162 |
1.4% |
0-136 |
0.4% |
75% |
False |
False |
1,169,276 |
| 40 |
109-128 |
106-168 |
2-280 |
2.7% |
0-126 |
0.4% |
39% |
False |
False |
585,497 |
| 60 |
109-128 |
106-168 |
2-280 |
2.7% |
0-088 |
0.3% |
39% |
False |
False |
390,331 |
| 80 |
109-128 |
105-278 |
3-170 |
3.3% |
0-066 |
0.2% |
51% |
False |
False |
292,748 |
| 100 |
109-128 |
104-235 |
4-212 |
4.3% |
0-053 |
0.2% |
63% |
False |
False |
234,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-028 |
|
2.618 |
108-181 |
|
1.618 |
108-078 |
|
1.000 |
108-015 |
|
0.618 |
107-296 |
|
HIGH |
107-232 |
|
0.618 |
107-193 |
|
0.500 |
107-181 |
|
0.382 |
107-169 |
|
LOW |
107-130 |
|
0.618 |
107-067 |
|
1.000 |
107-028 |
|
1.618 |
106-284 |
|
2.618 |
106-182 |
|
4.250 |
106-014 |
|
|
| Fisher Pivots for day following 07-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-200 |
107-185 |
| PP |
107-191 |
107-159 |
| S1 |
107-181 |
107-134 |
|