ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 15-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2024 |
15-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
106-255 |
106-155 |
-0-100 |
-0.3% |
107-150 |
| High |
106-270 |
106-162 |
-0-108 |
-0.3% |
107-158 |
| Low |
106-125 |
106-072 |
-0-052 |
-0.2% |
106-072 |
| Close |
106-125 |
106-098 |
-0-028 |
-0.1% |
106-098 |
| Range |
0-145 |
0-090 |
-0-055 |
-37.9% |
1-085 |
| ATR |
0-131 |
0-128 |
-0-003 |
-2.2% |
0-000 |
| Volume |
263 |
1,099 |
836 |
317.9% |
8,180 |
|
| Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-061 |
107-009 |
106-147 |
|
| R3 |
106-291 |
106-239 |
106-122 |
|
| R2 |
106-201 |
106-201 |
106-114 |
|
| R1 |
106-149 |
106-149 |
106-106 |
106-130 |
| PP |
106-111 |
106-111 |
106-111 |
106-101 |
| S1 |
106-059 |
106-059 |
106-089 |
106-040 |
| S2 |
106-021 |
106-021 |
106-081 |
|
| S3 |
105-251 |
105-289 |
106-073 |
|
| S4 |
105-161 |
105-199 |
106-048 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-151 |
109-209 |
107-000 |
|
| R3 |
109-066 |
108-124 |
106-209 |
|
| R2 |
107-301 |
107-301 |
106-172 |
|
| R1 |
107-039 |
107-039 |
106-135 |
106-288 |
| PP |
106-216 |
106-216 |
106-216 |
106-180 |
| S1 |
105-274 |
105-274 |
106-060 |
105-202 |
| S2 |
105-131 |
105-131 |
106-023 |
|
| S3 |
104-046 |
104-189 |
105-306 |
|
| S4 |
102-281 |
103-104 |
105-195 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-158 |
106-072 |
1-085 |
1.2% |
0-106 |
0.3% |
6% |
False |
True |
1,636 |
| 10 |
107-218 |
106-072 |
1-145 |
1.4% |
0-114 |
0.3% |
5% |
False |
True |
3,301 |
| 20 |
107-218 |
106-040 |
1-178 |
1.5% |
0-121 |
0.4% |
12% |
False |
False |
1,023,232 |
| 40 |
108-300 |
106-040 |
2-260 |
2.6% |
0-135 |
0.4% |
6% |
False |
False |
1,179,459 |
| 60 |
108-315 |
106-040 |
2-275 |
2.7% |
0-135 |
0.4% |
6% |
False |
False |
1,139,044 |
| 80 |
108-315 |
105-298 |
3-018 |
2.9% |
0-141 |
0.4% |
12% |
False |
False |
1,297,107 |
| 100 |
108-315 |
104-105 |
4-210 |
4.4% |
0-147 |
0.4% |
42% |
False |
False |
1,042,484 |
| 120 |
108-315 |
104-040 |
4-275 |
4.6% |
0-132 |
0.4% |
45% |
False |
False |
868,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-225 |
|
2.618 |
107-078 |
|
1.618 |
106-308 |
|
1.000 |
106-252 |
|
0.618 |
106-218 |
|
HIGH |
106-162 |
|
0.618 |
106-128 |
|
0.500 |
106-118 |
|
0.382 |
106-107 |
|
LOW |
106-072 |
|
0.618 |
106-017 |
|
1.000 |
105-302 |
|
1.618 |
105-247 |
|
2.618 |
105-157 |
|
4.250 |
105-010 |
|
|
| Fisher Pivots for day following 15-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-118 |
106-209 |
| PP |
106-111 |
106-172 |
| S1 |
106-104 |
106-135 |
|