ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 11-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2024 |
11-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
107-218 |
107-252 |
0-035 |
0.1% |
107-118 |
| High |
108-018 |
107-278 |
-0-060 |
-0.2% |
108-018 |
| Low |
107-120 |
107-182 |
0-062 |
0.2% |
107-028 |
| Close |
107-240 |
107-200 |
-0-040 |
-0.1% |
107-240 |
| Range |
0-218 |
0-095 |
-0-122 |
-56.3% |
0-310 |
| ATR |
0-138 |
0-135 |
-0-003 |
-2.2% |
0-000 |
| Volume |
1,690,755 |
961,263 |
-729,492 |
-43.1% |
6,331,271 |
|
| Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-185 |
108-128 |
107-252 |
|
| R3 |
108-090 |
108-032 |
107-226 |
|
| R2 |
107-315 |
107-315 |
107-217 |
|
| R1 |
107-258 |
107-258 |
107-209 |
107-239 |
| PP |
107-220 |
107-220 |
107-220 |
107-211 |
| S1 |
107-162 |
107-162 |
107-191 |
107-144 |
| S2 |
107-125 |
107-125 |
107-183 |
|
| S3 |
107-030 |
107-068 |
107-174 |
|
| S4 |
106-255 |
106-292 |
107-148 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-172 |
110-036 |
108-090 |
|
| R3 |
109-182 |
109-046 |
108-005 |
|
| R2 |
108-192 |
108-192 |
107-297 |
|
| R1 |
108-056 |
108-056 |
107-268 |
108-124 |
| PP |
107-202 |
107-202 |
107-202 |
107-236 |
| S1 |
107-066 |
107-066 |
107-212 |
107-134 |
| S2 |
106-212 |
106-212 |
107-183 |
|
| S3 |
105-222 |
106-076 |
107-155 |
|
| S4 |
104-232 |
105-086 |
107-070 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-018 |
107-035 |
0-302 |
0.9% |
0-137 |
0.4% |
55% |
False |
False |
1,277,337 |
| 10 |
108-018 |
106-200 |
1-138 |
1.3% |
0-128 |
0.4% |
70% |
False |
False |
1,461,263 |
| 20 |
108-018 |
106-168 |
1-170 |
1.4% |
0-140 |
0.4% |
72% |
False |
False |
1,301,098 |
| 40 |
109-128 |
106-168 |
2-280 |
2.7% |
0-130 |
0.4% |
38% |
False |
False |
651,798 |
| 60 |
109-128 |
106-168 |
2-280 |
2.7% |
0-093 |
0.3% |
38% |
False |
False |
434,532 |
| 80 |
109-128 |
106-150 |
2-298 |
2.7% |
0-070 |
0.2% |
39% |
False |
False |
325,899 |
| 100 |
109-128 |
104-235 |
4-212 |
4.3% |
0-056 |
0.2% |
62% |
False |
False |
260,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-041 |
|
2.618 |
108-206 |
|
1.618 |
108-111 |
|
1.000 |
108-052 |
|
0.618 |
108-016 |
|
HIGH |
107-278 |
|
0.618 |
107-241 |
|
0.500 |
107-230 |
|
0.382 |
107-219 |
|
LOW |
107-182 |
|
0.618 |
107-124 |
|
1.000 |
107-088 |
|
1.618 |
107-029 |
|
2.618 |
106-254 |
|
4.250 |
106-099 |
|
|
| Fisher Pivots for day following 11-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-230 |
107-229 |
| PP |
107-220 |
107-219 |
| S1 |
107-210 |
107-210 |
|