ECBOT 5 Year T-Note Future June 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 |
107-118 |
107-050 |
-0-068 |
-0.2% |
106-270 |
| High |
107-118 |
107-180 |
0-062 |
0.2% |
107-130 |
| Low |
107-028 |
107-035 |
0-008 |
0.0% |
106-200 |
| Close |
107-040 |
107-140 |
0-100 |
0.3% |
107-118 |
| Range |
0-090 |
0-145 |
0-055 |
61.1% |
0-250 |
| ATR |
0-134 |
0-135 |
0-001 |
0.6% |
0-000 |
| Volume |
905,846 |
1,168,372 |
262,526 |
29.0% |
11,568,071 |
|
| Daily Pivots for day following 05-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-233 |
108-172 |
107-220 |
|
| R3 |
108-088 |
108-027 |
107-180 |
|
| R2 |
107-263 |
107-263 |
107-167 |
|
| R1 |
107-202 |
107-202 |
107-153 |
107-232 |
| PP |
107-118 |
107-118 |
107-118 |
107-134 |
| S1 |
107-057 |
107-057 |
107-127 |
107-088 |
| S2 |
106-293 |
106-293 |
107-113 |
|
| S3 |
106-148 |
106-232 |
107-100 |
|
| S4 |
106-003 |
106-087 |
107-060 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-152 |
109-065 |
107-255 |
|
| R3 |
108-222 |
108-135 |
107-186 |
|
| R2 |
107-292 |
107-292 |
107-163 |
|
| R1 |
107-205 |
107-205 |
107-140 |
107-249 |
| PP |
107-042 |
107-042 |
107-042 |
107-064 |
| S1 |
106-275 |
106-275 |
107-095 |
106-319 |
| S2 |
106-112 |
106-112 |
107-072 |
|
| S3 |
105-182 |
106-025 |
107-049 |
|
| S4 |
104-252 |
105-095 |
106-300 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-180 |
106-202 |
0-298 |
0.9% |
0-132 |
0.4% |
87% |
True |
False |
1,424,649 |
| 10 |
107-180 |
106-168 |
1-012 |
1.0% |
0-123 |
0.4% |
88% |
True |
False |
2,039,966 |
| 20 |
108-082 |
106-168 |
1-235 |
1.6% |
0-136 |
0.4% |
53% |
False |
False |
1,041,392 |
| 40 |
109-128 |
106-168 |
2-280 |
2.7% |
0-120 |
0.3% |
32% |
False |
False |
521,340 |
| 60 |
109-128 |
106-168 |
2-280 |
2.7% |
0-084 |
0.2% |
32% |
False |
False |
347,560 |
| 80 |
109-128 |
105-278 |
3-170 |
3.3% |
0-063 |
0.2% |
44% |
False |
False |
260,670 |
| 100 |
109-128 |
104-235 |
4-212 |
4.3% |
0-051 |
0.1% |
58% |
False |
False |
208,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-156 |
|
2.618 |
108-240 |
|
1.618 |
108-095 |
|
1.000 |
108-005 |
|
0.618 |
107-270 |
|
HIGH |
107-180 |
|
0.618 |
107-125 |
|
0.500 |
107-108 |
|
0.382 |
107-090 |
|
LOW |
107-035 |
|
0.618 |
106-265 |
|
1.000 |
106-210 |
|
1.618 |
106-120 |
|
2.618 |
105-295 |
|
4.250 |
105-059 |
|
|
| Fisher Pivots for day following 05-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-129 |
107-113 |
| PP |
107-118 |
107-086 |
| S1 |
107-108 |
107-059 |
|