ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 08-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2024 |
08-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
107-170 |
107-218 |
0-048 |
0.1% |
107-118 |
| High |
107-232 |
108-018 |
0-105 |
0.3% |
108-018 |
| Low |
107-130 |
107-120 |
-0-010 |
0.0% |
107-028 |
| Close |
107-210 |
107-240 |
0-030 |
0.1% |
107-240 |
| Range |
0-102 |
0-218 |
0-115 |
112.2% |
0-310 |
| ATR |
0-132 |
0-138 |
0-006 |
4.6% |
0-000 |
| Volume |
1,172,435 |
1,690,755 |
518,320 |
44.2% |
6,331,271 |
|
| Daily Pivots for day following 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-245 |
109-140 |
108-040 |
|
| R3 |
109-028 |
108-242 |
107-300 |
|
| R2 |
108-130 |
108-130 |
107-280 |
|
| R1 |
108-025 |
108-025 |
107-260 |
108-078 |
| PP |
107-232 |
107-232 |
107-232 |
107-259 |
| S1 |
107-128 |
107-128 |
107-220 |
107-180 |
| S2 |
107-015 |
107-015 |
107-200 |
|
| S3 |
106-118 |
106-230 |
107-180 |
|
| S4 |
105-220 |
106-012 |
107-120 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-172 |
110-036 |
108-090 |
|
| R3 |
109-182 |
109-046 |
108-005 |
|
| R2 |
108-192 |
108-192 |
107-297 |
|
| R1 |
108-056 |
108-056 |
107-268 |
108-124 |
| PP |
107-202 |
107-202 |
107-202 |
107-236 |
| S1 |
107-066 |
107-066 |
107-212 |
107-134 |
| S2 |
106-212 |
106-212 |
107-183 |
|
| S3 |
105-222 |
106-076 |
107-155 |
|
| S4 |
104-232 |
105-086 |
107-070 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-018 |
107-028 |
0-310 |
0.9% |
0-136 |
0.4% |
69% |
True |
False |
1,266,254 |
| 10 |
108-018 |
106-200 |
1-138 |
1.3% |
0-131 |
0.4% |
79% |
True |
False |
1,789,934 |
| 20 |
108-018 |
106-168 |
1-170 |
1.4% |
0-141 |
0.4% |
80% |
True |
False |
1,253,407 |
| 40 |
109-128 |
106-168 |
2-280 |
2.7% |
0-131 |
0.4% |
43% |
False |
False |
627,766 |
| 60 |
109-128 |
106-168 |
2-280 |
2.7% |
0-092 |
0.3% |
43% |
False |
False |
418,511 |
| 80 |
109-128 |
105-282 |
3-165 |
3.3% |
0-069 |
0.2% |
53% |
False |
False |
313,883 |
| 100 |
109-128 |
104-235 |
4-212 |
4.3% |
0-055 |
0.2% |
65% |
False |
False |
251,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-302 |
|
2.618 |
109-267 |
|
1.618 |
109-049 |
|
1.000 |
108-235 |
|
0.618 |
108-152 |
|
HIGH |
108-018 |
|
0.618 |
107-254 |
|
0.500 |
107-229 |
|
0.382 |
107-203 |
|
LOW |
107-120 |
|
0.618 |
106-306 |
|
1.000 |
106-222 |
|
1.618 |
106-088 |
|
2.618 |
105-191 |
|
4.250 |
104-156 |
|
|
| Fisher Pivots for day following 08-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-236 |
107-233 |
| PP |
107-232 |
107-227 |
| S1 |
107-229 |
107-220 |
|