ECBOT 5 Year T-Note Future September 2024
Trading Metrics calculated at close of trading on 27-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2024 |
27-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
107-145 |
107-192 |
0-048 |
0.1% |
106-242 |
High |
107-145 |
107-192 |
0-048 |
0.1% |
107-132 |
Low |
107-145 |
107-192 |
0-048 |
0.1% |
106-242 |
Close |
107-145 |
107-192 |
0-048 |
0.1% |
107-132 |
Range |
|
|
|
|
|
ATR |
0-062 |
0-061 |
-0-001 |
-1.7% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107-192 |
107-192 |
107-192 |
|
R3 |
107-192 |
107-192 |
107-192 |
|
R2 |
107-192 |
107-192 |
107-192 |
|
R1 |
107-192 |
107-192 |
107-192 |
107-192 |
PP |
107-192 |
107-192 |
107-192 |
107-192 |
S1 |
107-192 |
107-192 |
107-192 |
107-192 |
S2 |
107-192 |
107-192 |
107-192 |
|
S3 |
107-192 |
107-192 |
107-192 |
|
S4 |
107-192 |
107-192 |
107-192 |
|
|
Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-052 |
108-302 |
107-248 |
|
R3 |
108-162 |
108-092 |
107-190 |
|
R2 |
107-272 |
107-272 |
107-171 |
|
R1 |
107-202 |
107-202 |
107-152 |
107-238 |
PP |
107-062 |
107-062 |
107-062 |
107-080 |
S1 |
106-312 |
106-312 |
107-113 |
107-028 |
S2 |
106-172 |
106-172 |
107-094 |
|
S3 |
105-282 |
106-102 |
107-075 |
|
S4 |
105-072 |
105-212 |
107-017 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
107-192 |
107-068 |
0-125 |
0.4% |
0-000 |
0.0% |
100% |
True |
False |
|
10 |
107-192 |
106-242 |
0-270 |
0.8% |
0-000 |
0.0% |
100% |
True |
False |
|
20 |
108-028 |
106-242 |
1-105 |
1.2% |
0-000 |
0.0% |
64% |
False |
False |
|
40 |
109-182 |
106-242 |
2-260 |
2.6% |
0-004 |
0.0% |
30% |
False |
False |
|
60 |
109-188 |
106-242 |
2-265 |
2.6% |
0-004 |
0.0% |
30% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
107-192 |
2.618 |
107-192 |
1.618 |
107-192 |
1.000 |
107-192 |
0.618 |
107-192 |
HIGH |
107-192 |
0.618 |
107-192 |
0.500 |
107-192 |
0.382 |
107-192 |
LOW |
107-192 |
0.618 |
107-192 |
1.000 |
107-192 |
1.618 |
107-192 |
2.618 |
107-192 |
4.250 |
107-192 |
|
|
Fisher Pivots for day following 27-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
107-192 |
107-182 |
PP |
107-192 |
107-172 |
S1 |
107-192 |
107-161 |
|