ECBOT 5 Year T-Note Future September 2024
Trading Metrics calculated at close of trading on 28-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2024 |
28-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
107-192 |
107-155 |
-0-038 |
-0.1% |
107-130 |
High |
107-192 |
107-155 |
-0-038 |
-0.1% |
107-192 |
Low |
107-192 |
107-155 |
-0-038 |
-0.1% |
107-130 |
Close |
107-192 |
107-155 |
-0-038 |
-0.1% |
107-155 |
Range |
|
|
|
|
|
ATR |
0-061 |
0-060 |
-0-002 |
-2.8% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107-155 |
107-155 |
107-155 |
|
R3 |
107-155 |
107-155 |
107-155 |
|
R2 |
107-155 |
107-155 |
107-155 |
|
R1 |
107-155 |
107-155 |
107-155 |
107-155 |
PP |
107-155 |
107-155 |
107-155 |
107-155 |
S1 |
107-155 |
107-155 |
107-155 |
107-155 |
S2 |
107-155 |
107-155 |
107-155 |
|
S3 |
107-155 |
107-155 |
107-155 |
|
S4 |
107-155 |
107-155 |
107-155 |
|
|
Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108-027 |
107-313 |
107-189 |
|
R3 |
107-284 |
107-251 |
107-172 |
|
R2 |
107-222 |
107-222 |
107-166 |
|
R1 |
107-188 |
107-188 |
107-161 |
107-205 |
PP |
107-159 |
107-159 |
107-159 |
107-168 |
S1 |
107-126 |
107-126 |
107-149 |
107-142 |
S2 |
107-097 |
107-097 |
107-144 |
|
S3 |
107-034 |
107-063 |
107-138 |
|
S4 |
106-292 |
107-001 |
107-121 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
107-192 |
107-130 |
0-062 |
0.2% |
0-000 |
0.0% |
40% |
False |
False |
|
10 |
107-192 |
106-242 |
0-270 |
0.8% |
0-000 |
0.0% |
86% |
False |
False |
|
20 |
108-028 |
106-242 |
1-105 |
1.2% |
0-000 |
0.0% |
55% |
False |
False |
|
40 |
109-182 |
106-242 |
2-260 |
2.6% |
0-004 |
0.0% |
26% |
False |
False |
|
60 |
109-188 |
106-242 |
2-265 |
2.6% |
0-004 |
0.0% |
26% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
107-155 |
2.618 |
107-155 |
1.618 |
107-155 |
1.000 |
107-155 |
0.618 |
107-155 |
HIGH |
107-155 |
0.618 |
107-155 |
0.500 |
107-155 |
0.382 |
107-155 |
LOW |
107-155 |
0.618 |
107-155 |
1.000 |
107-155 |
1.618 |
107-155 |
2.618 |
107-155 |
4.250 |
107-155 |
|
|
Fisher Pivots for day following 28-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
107-155 |
107-169 |
PP |
107-155 |
107-164 |
S1 |
107-155 |
107-160 |
|