ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 12-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2024 |
12-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
107-252 |
107-195 |
-0-058 |
-0.2% |
107-118 |
| High |
107-278 |
107-232 |
-0-045 |
-0.1% |
108-018 |
| Low |
107-182 |
107-082 |
-0-100 |
-0.3% |
107-028 |
| Close |
107-200 |
107-102 |
-0-098 |
-0.3% |
107-240 |
| Range |
0-095 |
0-150 |
0-055 |
57.9% |
0-310 |
| ATR |
0-135 |
0-136 |
0-001 |
0.8% |
0-000 |
| Volume |
961,263 |
1,451,363 |
490,100 |
51.0% |
6,331,271 |
|
| Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-269 |
108-176 |
107-185 |
|
| R3 |
108-119 |
108-026 |
107-144 |
|
| R2 |
107-289 |
107-289 |
107-130 |
|
| R1 |
107-196 |
107-196 |
107-116 |
107-168 |
| PP |
107-139 |
107-139 |
107-139 |
107-125 |
| S1 |
107-046 |
107-046 |
107-089 |
107-018 |
| S2 |
106-309 |
106-309 |
107-075 |
|
| S3 |
106-159 |
106-216 |
107-061 |
|
| S4 |
106-009 |
106-066 |
107-020 |
|
|
| 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 |
107-082 |
0-255 |
0.7% |
0-138 |
0.4% |
8% |
False |
True |
1,333,935 |
| 10 |
108-018 |
106-202 |
1-135 |
1.3% |
0-135 |
0.4% |
48% |
False |
False |
1,379,292 |
| 20 |
108-018 |
106-168 |
1-170 |
1.4% |
0-144 |
0.4% |
52% |
False |
False |
1,373,130 |
| 40 |
109-128 |
106-168 |
2-280 |
2.7% |
0-133 |
0.4% |
28% |
False |
False |
688,082 |
| 60 |
109-128 |
106-168 |
2-280 |
2.7% |
0-096 |
0.3% |
28% |
False |
False |
458,721 |
| 80 |
109-128 |
106-150 |
2-298 |
2.7% |
0-072 |
0.2% |
29% |
False |
False |
344,041 |
| 100 |
109-128 |
104-235 |
4-212 |
4.3% |
0-058 |
0.2% |
55% |
False |
False |
275,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-230 |
|
2.618 |
108-305 |
|
1.618 |
108-155 |
|
1.000 |
108-062 |
|
0.618 |
108-005 |
|
HIGH |
107-232 |
|
0.618 |
107-175 |
|
0.500 |
107-158 |
|
0.382 |
107-140 |
|
LOW |
107-082 |
|
0.618 |
106-310 |
|
1.000 |
106-252 |
|
1.618 |
106-160 |
|
2.618 |
106-010 |
|
4.250 |
105-085 |
|
|
| Fisher Pivots for day following 12-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-158 |
107-210 |
| PP |
107-139 |
107-174 |
| S1 |
107-121 |
107-138 |
|