ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 25-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2024 |
25-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
106-308 |
106-268 |
-0-040 |
-0.1% |
106-075 |
| High |
106-308 |
106-292 |
-0-015 |
0.0% |
106-318 |
| Low |
106-275 |
106-240 |
-0-035 |
-0.1% |
106-040 |
| Close |
106-275 |
106-240 |
-0-035 |
-0.1% |
106-275 |
| Range |
0-032 |
0-052 |
0-020 |
61.5% |
0-278 |
| ATR |
0-117 |
0-112 |
-0-005 |
-3.9% |
0-000 |
| Volume |
13 |
29 |
16 |
123.1% |
1,012 |
|
| Daily Pivots for day following 25-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-095 |
107-060 |
106-269 |
|
| R3 |
107-042 |
107-008 |
106-254 |
|
| R2 |
106-310 |
106-310 |
106-250 |
|
| R1 |
106-275 |
106-275 |
106-245 |
106-266 |
| PP |
106-258 |
106-258 |
106-258 |
106-253 |
| S1 |
106-222 |
106-222 |
106-235 |
106-214 |
| S2 |
106-205 |
106-205 |
106-230 |
|
| S3 |
106-152 |
106-170 |
106-226 |
|
| S4 |
106-100 |
106-118 |
106-211 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-083 |
108-297 |
107-108 |
|
| R3 |
108-126 |
108-019 |
107-031 |
|
| R2 |
107-168 |
107-168 |
107-006 |
|
| R1 |
107-062 |
107-062 |
106-300 |
107-115 |
| PP |
106-211 |
106-211 |
106-211 |
106-238 |
| S1 |
106-104 |
106-104 |
106-250 |
106-158 |
| S2 |
105-253 |
105-253 |
106-224 |
|
| S3 |
104-296 |
105-147 |
106-199 |
|
| S4 |
104-018 |
104-189 |
106-122 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-318 |
106-072 |
0-245 |
0.7% |
0-074 |
0.2% |
68% |
False |
False |
151 |
| 10 |
107-105 |
106-040 |
1-065 |
1.1% |
0-088 |
0.3% |
52% |
False |
False |
853 |
| 20 |
107-218 |
106-040 |
1-178 |
1.5% |
0-103 |
0.3% |
40% |
False |
False |
146,329 |
| 40 |
108-300 |
106-040 |
2-260 |
2.6% |
0-128 |
0.4% |
22% |
False |
False |
1,015,437 |
| 60 |
108-300 |
106-040 |
2-260 |
2.6% |
0-132 |
0.4% |
22% |
False |
False |
1,068,592 |
| 80 |
108-315 |
106-040 |
2-275 |
2.7% |
0-137 |
0.4% |
22% |
False |
False |
1,118,948 |
| 100 |
108-315 |
104-212 |
4-102 |
4.0% |
0-143 |
0.4% |
48% |
False |
False |
1,042,310 |
| 120 |
108-315 |
104-040 |
4-275 |
4.6% |
0-135 |
0.4% |
54% |
False |
False |
868,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-196 |
|
2.618 |
107-110 |
|
1.618 |
107-057 |
|
1.000 |
107-025 |
|
0.618 |
107-005 |
|
HIGH |
106-292 |
|
0.618 |
106-272 |
|
0.500 |
106-266 |
|
0.382 |
106-260 |
|
LOW |
106-240 |
|
0.618 |
106-208 |
|
1.000 |
106-188 |
|
1.618 |
106-155 |
|
2.618 |
106-103 |
|
4.250 |
106-017 |
|
|
| Fisher Pivots for day following 25-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-266 |
106-255 |
| PP |
106-258 |
106-250 |
| S1 |
106-249 |
106-245 |
|