ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 04-Mar-2024

Day Change Summary
	Previous	Current
	01-Mar-2024	04-Mar-2024	Change	Change %	Previous Week
Open	106-172	106-302	0-130	0.4%	106-142
High	107-002	106-305	-0-018	-0.1%	107-002
Low	106-140	106-230	0-090	0.3%	106-072
Close	106-312	106-238	-0-075	-0.2%	106-312
Range	0-182	0-075	-0-108	-58.9%	0-250
ATR	0-142	0-137	-0-004	-3.0%	0-000
Volume	19,423	8,869	-10,554	-54.3%	7,706,260

Daily Pivots for day following 04-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	107-162	107-115	106-279
R3	107-088	107-040	106-258
R2	107-012	107-012	106-251
R1	106-285	106-285	106-244	106-271
PP	106-258	106-258	106-258	106-251
S1	106-210	106-210	106-231	106-196
S2	106-182	106-182	106-224
S3	106-108	106-135	106-217
S4	106-032	106-060	106-196

Weekly Pivots for week ending 01-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	109-026	108-259	107-130
R3	108-096	108-009	107-061
R2	107-166	107-166	107-038
R1	107-079	107-079	107-015	107-122
PP	106-236	106-236	106-236	106-258
S1	106-149	106-149	106-290	106-192
S2	105-306	105-306	106-267
S3	105-056	105-219	106-244
S4	104-126	104-289	106-175

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	107-002	106-072	0-250	0.7%	0-112	0.3%	66%	False	False	580,281
10	107-002	106-040	0-282	0.8%	0-116	0.3%	70%	False	False	1,909,716
20	107-268	106-040	1-228	1.6%	0-136	0.4%	36%	False	False	1,577,804
40	108-300	106-040	2-260	2.6%	0-144	0.4%	22%	False	False	1,482,018
60	108-315	106-040	2-275	2.7%	0-143	0.4%	22%	False	False	1,348,567
80	108-315	105-050	3-265	3.6%	0-148	0.4%	41%	False	False	1,302,182
100	108-315	104-040	4-275	4.6%	0-145	0.4%	54%	False	False	1,042,268
120	108-315	104-040	4-275	4.6%	0-124	0.4%	54%	False	False	868,559

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	107-304
2.618	107-181
1.618	107-106
1.000	107-060
0.618	107-031
HIGH	106-305
0.618	106-276
0.500	106-268
0.382	106-259
LOW	106-230
0.618	106-184
1.000	106-155
1.618	106-109
2.618	106-034
4.250	105-231

Fisher Pivots for day following 04-Mar-2024
Pivot	1 day	3 day
R1	106-268	106-226
PP	106-258	106-215
S1	106-248	106-204

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These figures are updated between 7pm and 10pm EST after a trading day.

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