ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 01-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2024 |
01-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
107-040 |
106-315 |
-0-045 |
-0.1% |
107-045 |
| High |
107-042 |
107-032 |
-0-010 |
0.0% |
107-065 |
| Low |
106-275 |
106-135 |
-0-140 |
-0.4% |
106-262 |
| Close |
107-005 |
106-148 |
-0-178 |
-0.5% |
107-005 |
| Range |
0-088 |
0-218 |
0-130 |
148.6% |
0-122 |
| ATR |
0-113 |
0-120 |
0-007 |
6.7% |
0-000 |
| Volume |
1,299,726 |
1,072,698 |
-227,028 |
-17.5% |
4,090,102 |
|
| Daily Pivots for day following 01-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-224 |
108-083 |
106-267 |
|
| R3 |
108-007 |
107-186 |
106-207 |
|
| R2 |
107-109 |
107-109 |
106-187 |
|
| R1 |
106-288 |
106-288 |
106-167 |
106-250 |
| PP |
106-212 |
106-212 |
106-212 |
106-192 |
| S1 |
106-071 |
106-071 |
106-128 |
106-032 |
| S2 |
105-314 |
105-314 |
106-108 |
|
| S3 |
105-097 |
105-173 |
106-088 |
|
| S4 |
104-199 |
104-276 |
106-028 |
|
|
| Weekly Pivots for week ending 29-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-052 |
107-311 |
107-072 |
|
| R3 |
107-249 |
107-188 |
107-039 |
|
| R2 |
107-127 |
107-127 |
107-027 |
|
| R1 |
107-066 |
107-066 |
107-016 |
107-035 |
| PP |
107-004 |
107-004 |
107-004 |
106-309 |
| S1 |
106-263 |
106-263 |
106-314 |
106-232 |
| S2 |
106-202 |
106-202 |
106-303 |
|
| S3 |
106-079 |
106-141 |
106-291 |
|
| S4 |
105-277 |
106-018 |
106-258 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-065 |
106-135 |
0-250 |
0.7% |
0-112 |
0.3% |
5% |
False |
True |
1,032,560 |
| 10 |
107-065 |
106-120 |
0-265 |
0.8% |
0-106 |
0.3% |
10% |
False |
False |
1,066,390 |
| 20 |
108-018 |
106-120 |
1-218 |
1.6% |
0-116 |
0.3% |
5% |
False |
False |
1,150,391 |
| 40 |
109-045 |
106-120 |
2-245 |
2.6% |
0-131 |
0.4% |
3% |
False |
False |
1,044,303 |
| 60 |
109-128 |
106-120 |
3-008 |
2.8% |
0-117 |
0.3% |
3% |
False |
False |
696,453 |
| 80 |
109-128 |
106-120 |
3-008 |
2.8% |
0-089 |
0.3% |
3% |
False |
False |
522,340 |
| 100 |
109-128 |
105-278 |
3-170 |
3.3% |
0-071 |
0.2% |
17% |
False |
False |
417,872 |
| 120 |
109-128 |
104-235 |
4-212 |
4.4% |
0-060 |
0.2% |
37% |
False |
False |
348,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-317 |
|
2.618 |
108-282 |
|
1.618 |
108-064 |
|
1.000 |
107-250 |
|
0.618 |
107-167 |
|
HIGH |
107-032 |
|
0.618 |
106-269 |
|
0.500 |
106-244 |
|
0.382 |
106-218 |
|
LOW |
106-135 |
|
0.618 |
106-001 |
|
1.000 |
105-238 |
|
1.618 |
105-103 |
|
2.618 |
104-206 |
|
4.250 |
103-171 |
|
|
| Fisher Pivots for day following 01-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-244 |
106-260 |
| PP |
106-212 |
106-222 |
| S1 |
106-180 |
106-185 |
|