ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 25-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2024 |
25-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
106-280 |
107-045 |
0-085 |
0.2% |
106-168 |
| High |
107-050 |
107-058 |
0-008 |
0.0% |
107-058 |
| Low |
106-278 |
106-285 |
0-008 |
0.0% |
106-120 |
| Close |
107-025 |
106-300 |
-0-045 |
-0.1% |
107-025 |
| Range |
0-092 |
0-092 |
0-000 |
0.0% |
0-258 |
| ATR |
0-122 |
0-120 |
-0-002 |
-1.7% |
0-000 |
| Volume |
990,072 |
876,597 |
-113,475 |
-11.5% |
5,501,101 |
|
| Daily Pivots for day following 25-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-278 |
107-222 |
107-031 |
|
| R3 |
107-186 |
107-129 |
107-005 |
|
| R2 |
107-093 |
107-093 |
106-317 |
|
| R1 |
107-037 |
107-037 |
106-308 |
107-019 |
| PP |
107-001 |
107-001 |
107-001 |
106-312 |
| S1 |
106-264 |
106-264 |
106-292 |
106-246 |
| S2 |
106-228 |
106-228 |
106-283 |
|
| S3 |
106-136 |
106-172 |
106-275 |
|
| S4 |
106-043 |
106-079 |
106-249 |
|
|
| 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 |
106-135 |
0-242 |
0.7% |
0-104 |
0.3% |
68% |
True |
False |
1,101,456 |
| 10 |
107-232 |
106-120 |
1-112 |
1.3% |
0-107 |
0.3% |
42% |
False |
False |
1,142,908 |
| 20 |
108-018 |
106-120 |
1-218 |
1.6% |
0-118 |
0.3% |
33% |
False |
False |
1,302,085 |
| 40 |
109-128 |
106-120 |
3-008 |
2.8% |
0-134 |
0.4% |
19% |
False |
False |
937,365 |
| 60 |
109-128 |
106-120 |
3-008 |
2.8% |
0-110 |
0.3% |
19% |
False |
False |
625,017 |
| 80 |
109-128 |
106-120 |
3-008 |
2.8% |
0-084 |
0.2% |
19% |
False |
False |
468,762 |
| 100 |
109-128 |
105-088 |
4-040 |
3.9% |
0-067 |
0.2% |
40% |
False |
False |
375,010 |
| 120 |
109-128 |
104-235 |
4-212 |
4.4% |
0-056 |
0.2% |
47% |
False |
False |
312,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-131 |
|
2.618 |
107-300 |
|
1.618 |
107-207 |
|
1.000 |
107-150 |
|
0.618 |
107-115 |
|
HIGH |
107-058 |
|
0.618 |
107-022 |
|
0.500 |
107-011 |
|
0.382 |
107-000 |
|
LOW |
106-285 |
|
0.618 |
106-228 |
|
1.000 |
106-192 |
|
1.618 |
106-135 |
|
2.618 |
106-043 |
|
4.250 |
105-212 |
|
|
| Fisher Pivots for day following 25-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-011 |
106-316 |
| PP |
107-001 |
106-311 |
| S1 |
106-310 |
106-305 |
|