ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 05-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2024 |
05-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
106-302 |
106-240 |
-0-062 |
-0.2% |
106-142 |
| High |
106-305 |
107-050 |
0-065 |
0.2% |
107-002 |
| Low |
106-230 |
106-240 |
0-010 |
0.0% |
106-072 |
| Close |
106-238 |
107-018 |
0-100 |
0.3% |
106-312 |
| Range |
0-075 |
0-130 |
0-055 |
73.3% |
0-250 |
| ATR |
0-137 |
0-137 |
0-000 |
-0.3% |
0-000 |
| Volume |
8,869 |
3,929 |
-4,940 |
-55.7% |
7,706,260 |
|
| Daily Pivots for day following 05-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-066 |
108-012 |
107-089 |
|
| R3 |
107-256 |
107-202 |
107-053 |
|
| R2 |
107-126 |
107-126 |
107-041 |
|
| R1 |
107-072 |
107-072 |
107-029 |
107-099 |
| PP |
106-316 |
106-316 |
106-316 |
107-009 |
| S1 |
106-262 |
106-262 |
107-006 |
106-289 |
| S2 |
106-186 |
106-186 |
106-314 |
|
| S3 |
106-056 |
106-132 |
106-302 |
|
| S4 |
105-246 |
106-002 |
106-266 |
|
|
| 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 |
107-050 |
106-085 |
0-285 |
0.8% |
0-122 |
0.4% |
89% |
True |
False |
122,460 |
| 10 |
107-050 |
106-040 |
1-010 |
1.0% |
0-117 |
0.3% |
90% |
True |
False |
1,784,916 |
| 20 |
107-265 |
106-040 |
1-225 |
1.6% |
0-133 |
0.4% |
55% |
False |
False |
1,503,082 |
| 40 |
108-300 |
106-040 |
2-260 |
2.6% |
0-141 |
0.4% |
33% |
False |
False |
1,445,400 |
| 60 |
108-315 |
106-040 |
2-275 |
2.7% |
0-143 |
0.4% |
33% |
False |
False |
1,328,601 |
| 80 |
108-315 |
105-050 |
3-265 |
3.6% |
0-148 |
0.4% |
50% |
False |
False |
1,302,001 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-145 |
0.4% |
60% |
False |
False |
1,042,308 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-125 |
0.4% |
60% |
False |
False |
868,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-282 |
|
2.618 |
108-070 |
|
1.618 |
107-260 |
|
1.000 |
107-180 |
|
0.618 |
107-130 |
|
HIGH |
107-050 |
|
0.618 |
107-000 |
|
0.500 |
106-305 |
|
0.382 |
106-290 |
|
LOW |
106-240 |
|
0.618 |
106-160 |
|
1.000 |
106-110 |
|
1.618 |
106-030 |
|
2.618 |
105-220 |
|
4.250 |
105-008 |
|
|
| Fisher Pivots for day following 05-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-007 |
106-310 |
| PP |
106-316 |
106-282 |
| S1 |
106-305 |
106-255 |
|