ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 22-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2024 |
22-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
106-298 |
106-280 |
-0-018 |
-0.1% |
106-168 |
| High |
107-058 |
107-050 |
-0-008 |
0.0% |
107-058 |
| Low |
106-255 |
106-278 |
0-022 |
0.1% |
106-120 |
| Close |
106-280 |
107-025 |
0-065 |
0.2% |
107-025 |
| Range |
0-122 |
0-092 |
-0-030 |
-24.5% |
0-258 |
| ATR |
0-124 |
0-122 |
-0-002 |
-1.8% |
0-000 |
| Volume |
1,271,588 |
990,072 |
-281,516 |
-22.1% |
5,501,101 |
|
| Daily Pivots for day following 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-288 |
107-249 |
107-076 |
|
| R3 |
107-196 |
107-157 |
107-050 |
|
| R2 |
107-103 |
107-103 |
107-042 |
|
| R1 |
107-064 |
107-064 |
107-033 |
107-084 |
| PP |
107-011 |
107-011 |
107-011 |
107-021 |
| S1 |
106-292 |
106-292 |
107-017 |
106-311 |
| S2 |
106-238 |
106-238 |
107-008 |
|
| S3 |
106-146 |
106-199 |
107-000 |
|
| S4 |
106-053 |
106-107 |
106-294 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-093 |
108-317 |
107-167 |
|
| R3 |
108-156 |
108-059 |
107-096 |
|
| R2 |
107-218 |
107-218 |
107-072 |
|
| R1 |
107-122 |
107-122 |
107-049 |
107-170 |
| PP |
106-281 |
106-281 |
106-281 |
106-305 |
| S1 |
106-184 |
106-184 |
107-001 |
106-232 |
| S2 |
106-023 |
106-023 |
106-298 |
|
| S3 |
105-086 |
105-247 |
106-274 |
|
| S4 |
104-148 |
104-309 |
106-203 |
|
|
| 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% |
0-100 |
0.3% |
87% |
False |
False |
1,100,220 |
| 10 |
107-278 |
106-120 |
1-158 |
1.4% |
0-108 |
0.3% |
47% |
False |
False |
1,151,375 |
| 20 |
108-018 |
106-120 |
1-218 |
1.6% |
0-119 |
0.3% |
42% |
False |
False |
1,470,654 |
| 40 |
109-128 |
106-120 |
3-008 |
2.8% |
0-134 |
0.4% |
23% |
False |
False |
915,473 |
| 60 |
109-128 |
106-120 |
3-008 |
2.8% |
0-109 |
0.3% |
23% |
False |
False |
610,407 |
| 80 |
109-128 |
106-120 |
3-008 |
2.8% |
0-082 |
0.2% |
23% |
False |
False |
457,805 |
| 100 |
109-128 |
105-088 |
4-040 |
3.9% |
0-066 |
0.2% |
44% |
False |
False |
366,244 |
| 120 |
109-128 |
104-235 |
4-212 |
4.4% |
0-055 |
0.2% |
50% |
False |
False |
305,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-123 |
|
2.618 |
107-292 |
|
1.618 |
107-200 |
|
1.000 |
107-142 |
|
0.618 |
107-107 |
|
HIGH |
107-050 |
|
0.618 |
107-015 |
|
0.500 |
107-004 |
|
0.382 |
106-313 |
|
LOW |
106-278 |
|
0.618 |
106-220 |
|
1.000 |
106-185 |
|
1.618 |
106-128 |
|
2.618 |
106-035 |
|
4.250 |
105-204 |
|
|
| Fisher Pivots for day following 22-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-018 |
107-007 |
| PP |
107-011 |
106-308 |
| S1 |
107-004 |
106-290 |
|