ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 26-Mar-2024

Day Change Summary
	Previous	Current
	25-Mar-2024	26-Mar-2024	Change	Change %	Previous Week
Open	106-268	106-260	-0-008	0.0%	106-075
High	106-292	106-288	-0-005	0.0%	106-318
Low	106-240	106-238	-0-002	0.0%	106-040
Close	106-240	106-288	0-048	0.1%	106-275
Range	0-052	0-050	-0-002	-4.8%	0-278
ATR	0-112	0-108	-0-004	-4.0%	0-000
Volume	29	76	47	162.1%	1,012

Daily Pivots for day following 26-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	107-101	107-084	106-315
R3	107-051	107-034	106-301
R2	107-001	107-001	106-297
R1	106-304	106-304	106-292	106-312
PP	106-271	106-271	106-271	106-275
S1	106-254	106-254	106-283	106-262
S2	106-221	106-221	106-278
S3	106-171	106-204	106-274
S4	106-121	106-154	106-260

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	106-128	0-190	0.6%	0-072	0.2%	84%	False	False	140
10	107-025	106-040	0-305	0.9%	0-081	0.2%	81%	False	False	640
20	107-218	106-040	1-178	1.5%	0-102	0.3%	50%	False	False	31,681
40	108-300	106-040	2-260	2.6%	0-127	0.4%	28%	False	False	990,325
60	108-300	106-040	2-260	2.6%	0-131	0.4%	28%	False	False	1,057,017
80	108-315	106-040	2-275	2.7%	0-135	0.4%	27%	False	False	1,093,085
100	108-315	104-212	4-102	4.0%	0-142	0.4%	52%	False	False	1,042,292
120	108-315	104-040	4-275	4.5%	0-136	0.4%	57%	False	False	868,769

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107-180
2.618	107-098
1.618	107-048
1.000	107-018
0.618	106-318
HIGH	106-288
0.618	106-268
0.500	106-262
0.382	106-257
LOW	106-238
0.618	106-207
1.000	106-188
1.618	106-157
2.618	106-107
4.250	106-025

Fisher Pivots for day following 26-Mar-2024
Pivot	1 day	3 day
R1	106-279	106-282
PP	106-271	106-278
S1	106-262	106-272

Download as Excel Spreadsheet

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

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