ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 21-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2024 |
21-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
106-208 |
106-298 |
0-090 |
0.3% |
107-252 |
| High |
107-010 |
107-058 |
0-048 |
0.1% |
107-278 |
| Low |
106-202 |
106-255 |
0-052 |
0.2% |
106-160 |
| Close |
106-300 |
106-280 |
-0-020 |
-0.1% |
106-180 |
| Range |
0-128 |
0-122 |
-0-005 |
-3.9% |
1-118 |
| ATR |
0-124 |
0-124 |
0-000 |
-0.1% |
0-000 |
| Volume |
1,327,307 |
1,271,588 |
-55,719 |
-4.2% |
6,012,653 |
|
| Daily Pivots for day following 21-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-032 |
107-278 |
107-027 |
|
| R3 |
107-229 |
107-156 |
106-314 |
|
| R2 |
107-107 |
107-107 |
106-302 |
|
| R1 |
107-033 |
107-033 |
106-291 |
107-009 |
| PP |
106-304 |
106-304 |
106-304 |
106-292 |
| S1 |
106-231 |
106-231 |
106-269 |
106-206 |
| S2 |
106-182 |
106-182 |
106-258 |
|
| S3 |
106-059 |
106-108 |
106-246 |
|
| S4 |
105-257 |
105-306 |
106-213 |
|
|
| 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 |
107-058 |
106-120 |
0-258 |
0.8% |
0-098 |
0.3% |
62% |
True |
False |
1,115,475 |
| 10 |
108-018 |
106-120 |
1-218 |
1.6% |
0-120 |
0.4% |
30% |
False |
False |
1,221,443 |
| 20 |
108-018 |
106-120 |
1-218 |
1.6% |
0-121 |
0.4% |
30% |
False |
False |
1,585,530 |
| 40 |
109-128 |
106-120 |
3-008 |
2.8% |
0-136 |
0.4% |
17% |
False |
False |
890,740 |
| 60 |
109-128 |
106-120 |
3-008 |
2.8% |
0-107 |
0.3% |
17% |
False |
False |
593,905 |
| 80 |
109-128 |
106-120 |
3-008 |
2.8% |
0-081 |
0.2% |
17% |
False |
False |
445,429 |
| 100 |
109-128 |
105-088 |
4-040 |
3.9% |
0-065 |
0.2% |
39% |
False |
False |
356,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-258 |
|
2.618 |
108-058 |
|
1.618 |
107-256 |
|
1.000 |
107-180 |
|
0.618 |
107-133 |
|
HIGH |
107-058 |
|
0.618 |
107-011 |
|
0.500 |
106-316 |
|
0.382 |
106-302 |
|
LOW |
106-255 |
|
0.618 |
106-179 |
|
1.000 |
106-132 |
|
1.618 |
106-057 |
|
2.618 |
105-254 |
|
4.250 |
105-054 |
|
|
| Fisher Pivots for day following 21-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-316 |
106-272 |
| PP |
106-304 |
106-264 |
| S1 |
106-292 |
106-256 |
|