ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 26-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2024 |
26-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
107-045 |
106-308 |
-0-058 |
-0.2% |
106-168 |
| High |
107-058 |
107-020 |
-0-038 |
-0.1% |
107-058 |
| Low |
106-285 |
106-262 |
-0-022 |
-0.1% |
106-120 |
| Close |
106-300 |
106-315 |
0-015 |
0.0% |
107-025 |
| Range |
0-092 |
0-078 |
-0-015 |
-16.2% |
0-258 |
| ATR |
0-120 |
0-117 |
-0-003 |
-2.5% |
0-000 |
| Volume |
876,597 |
970,883 |
94,286 |
10.8% |
5,501,101 |
|
| Daily Pivots for day following 26-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-218 |
107-184 |
107-038 |
|
| R3 |
107-141 |
107-107 |
107-016 |
|
| R2 |
107-063 |
107-063 |
107-009 |
|
| R1 |
107-029 |
107-029 |
107-002 |
107-046 |
| PP |
106-306 |
106-306 |
106-306 |
106-314 |
| S1 |
106-272 |
106-272 |
106-308 |
106-289 |
| S2 |
106-228 |
106-228 |
106-301 |
|
| S3 |
106-151 |
106-194 |
106-294 |
|
| S4 |
106-073 |
106-117 |
106-272 |
|
|
| 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 |
106-202 |
0-175 |
0.5% |
0-102 |
0.3% |
64% |
False |
False |
1,087,289 |
| 10 |
107-130 |
106-120 |
1-010 |
1.0% |
0-100 |
0.3% |
59% |
False |
False |
1,094,860 |
| 20 |
108-018 |
106-120 |
1-218 |
1.6% |
0-117 |
0.3% |
36% |
False |
False |
1,237,076 |
| 40 |
109-128 |
106-120 |
3-008 |
2.8% |
0-133 |
0.4% |
20% |
False |
False |
961,601 |
| 60 |
109-128 |
106-120 |
3-008 |
2.8% |
0-111 |
0.3% |
20% |
False |
False |
641,198 |
| 80 |
109-128 |
106-120 |
3-008 |
2.8% |
0-084 |
0.2% |
20% |
False |
False |
480,898 |
| 100 |
109-128 |
105-248 |
3-200 |
3.4% |
0-068 |
0.2% |
33% |
False |
False |
384,719 |
| 120 |
109-128 |
104-235 |
4-212 |
4.4% |
0-056 |
0.2% |
48% |
False |
False |
320,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-029 |
|
2.618 |
107-223 |
|
1.618 |
107-145 |
|
1.000 |
107-098 |
|
0.618 |
107-068 |
|
HIGH |
107-020 |
|
0.618 |
106-310 |
|
0.500 |
106-301 |
|
0.382 |
106-292 |
|
LOW |
106-262 |
|
0.618 |
106-215 |
|
1.000 |
106-185 |
|
1.618 |
106-137 |
|
2.618 |
106-060 |
|
4.250 |
105-253 |
|
|
| Fisher Pivots for day following 26-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-310 |
107-000 |
| PP |
106-306 |
106-318 |
| S1 |
106-301 |
106-317 |
|