ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 27-Mar-2024

Day Change Summary
	Previous	Current
	26-Mar-2024	27-Mar-2024	Change	Change %	Previous Week
Open	106-260	107-015	0-075	0.2%	106-075
High	106-288	107-015	0-048	0.1%	106-318
Low	106-238	107-015	0-098	0.3%	106-040
Close	106-288	107-015	0-048	0.1%	106-275
Range	0-050	0-000	-0-050	-100.0%	0-278
ATR	0-108	0-104	-0-004	-4.0%	0-000
Volume	76	0	-76	-100.0%	1,012

Daily Pivots for day following 27-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	107-015	107-015	107-015
R3	107-015	107-015	107-015
R2	107-015	107-015	107-015
R1	107-015	107-015	107-015	107-015
PP	107-015	107-015	107-015	107-015
S1	107-015	107-015	107-015	107-015
S2	107-015	107-015	107-015
S3	107-015	107-015	107-015
S4	107-015	107-015	107-015

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	107-015	106-192	0-142	0.4%	0-052	0.2%	100%	True	False	65
10	107-015	106-040	0-295	0.9%	0-072	0.2%	100%	True	False	247
20	107-218	106-040	1-178	1.5%	0-097	0.3%	59%	False	False	5,609
40	108-300	106-040	2-260	2.6%	0-124	0.4%	33%	False	False	958,540
60	108-300	106-040	2-260	2.6%	0-130	0.4%	33%	False	False	1,043,742
80	108-315	106-040	2-275	2.7%	0-133	0.4%	32%	False	False	1,068,293
100	108-315	105-050	3-265	3.6%	0-140	0.4%	49%	False	False	1,042,243
120	108-315	104-040	4-275	4.5%	0-136	0.4%	60%	False	False	868,768

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Narrowest range in 112 trading days

Fibonacci Retracements and Extensions
4.250	107-015
2.618	107-015
1.618	107-015
1.000	107-015
0.618	107-015
HIGH	107-015
0.618	107-015
0.500	107-015
0.382	107-015
LOW	107-015
0.618	107-015
1.000	107-015
1.618	107-015
2.618	107-015
4.250	107-015

Fisher Pivots for day following 27-Mar-2024
Pivot	1 day	3 day
R1	107-015	106-319
PP	107-015	106-302
S1	107-015	106-286

Download as Excel Spreadsheet

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

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