ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 18-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2024 |
18-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
106-232 |
106-168 |
-0-065 |
-0.2% |
107-252 |
| High |
106-245 |
106-192 |
-0-052 |
-0.2% |
107-278 |
| Low |
106-160 |
106-120 |
-0-040 |
-0.1% |
106-160 |
| Close |
106-180 |
106-135 |
-0-045 |
-0.1% |
106-180 |
| Range |
0-085 |
0-072 |
-0-012 |
-14.7% |
1-118 |
| ATR |
0-131 |
0-127 |
-0-004 |
-3.2% |
0-000 |
| Volume |
1,066,348 |
870,414 |
-195,934 |
-18.4% |
6,012,653 |
|
| Daily Pivots for day following 18-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-047 |
107-003 |
106-175 |
|
| R3 |
106-294 |
106-251 |
106-155 |
|
| R2 |
106-222 |
106-222 |
106-148 |
|
| R1 |
106-178 |
106-178 |
106-142 |
106-164 |
| PP |
106-149 |
106-149 |
106-149 |
106-142 |
| S1 |
106-106 |
106-106 |
106-128 |
106-091 |
| S2 |
106-077 |
106-077 |
106-122 |
|
| S3 |
106-004 |
106-033 |
106-115 |
|
| S4 |
105-252 |
105-281 |
106-095 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-025 |
110-060 |
107-101 |
|
| R3 |
109-228 |
108-262 |
106-300 |
|
| R2 |
108-110 |
108-110 |
106-260 |
|
| R1 |
107-145 |
107-145 |
106-220 |
107-069 |
| PP |
106-312 |
106-312 |
106-312 |
106-274 |
| S1 |
106-028 |
106-028 |
106-140 |
105-271 |
| S2 |
105-195 |
105-195 |
106-100 |
|
| S3 |
104-078 |
104-230 |
106-060 |
|
| S4 |
102-280 |
103-112 |
105-259 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-232 |
106-120 |
1-112 |
1.3% |
0-110 |
0.3% |
3% |
False |
True |
1,184,360 |
| 10 |
108-018 |
106-120 |
1-218 |
1.6% |
0-124 |
0.4% |
3% |
False |
True |
1,230,849 |
| 20 |
108-018 |
106-120 |
1-218 |
1.6% |
0-122 |
0.4% |
3% |
False |
True |
1,587,719 |
| 40 |
109-128 |
106-120 |
3-008 |
2.8% |
0-133 |
0.4% |
2% |
False |
True |
799,823 |
| 60 |
109-128 |
106-120 |
3-008 |
2.8% |
0-103 |
0.3% |
2% |
False |
True |
533,229 |
| 80 |
109-128 |
106-120 |
3-008 |
2.8% |
0-077 |
0.2% |
2% |
False |
True |
399,921 |
| 100 |
109-128 |
104-280 |
4-168 |
4.3% |
0-062 |
0.2% |
34% |
False |
False |
319,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-181 |
|
2.618 |
107-062 |
|
1.618 |
106-310 |
|
1.000 |
106-265 |
|
0.618 |
106-237 |
|
HIGH |
106-192 |
|
0.618 |
106-165 |
|
0.500 |
106-156 |
|
0.382 |
106-148 |
|
LOW |
106-120 |
|
0.618 |
106-075 |
|
1.000 |
106-048 |
|
1.618 |
106-003 |
|
2.618 |
105-250 |
|
4.250 |
105-132 |
|
|
| Fisher Pivots for day following 18-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-156 |
106-246 |
| PP |
106-149 |
106-209 |
| S1 |
106-142 |
106-172 |
|