ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 13-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2024 |
13-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
107-195 |
107-105 |
-0-090 |
-0.3% |
107-118 |
| High |
107-232 |
107-130 |
-0-102 |
-0.3% |
108-018 |
| Low |
107-082 |
107-038 |
-0-045 |
-0.1% |
107-028 |
| Close |
107-102 |
107-058 |
-0-045 |
-0.1% |
107-240 |
| Range |
0-150 |
0-092 |
-0-058 |
-38.3% |
0-310 |
| ATR |
0-136 |
0-133 |
-0-003 |
-2.3% |
0-000 |
| Volume |
1,451,363 |
924,436 |
-526,927 |
-36.3% |
6,331,271 |
|
| Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-032 |
107-298 |
107-108 |
|
| R3 |
107-260 |
107-205 |
107-083 |
|
| R2 |
107-168 |
107-168 |
107-074 |
|
| R1 |
107-112 |
107-112 |
107-066 |
107-094 |
| PP |
107-075 |
107-075 |
107-075 |
107-066 |
| S1 |
107-020 |
107-020 |
107-049 |
107-001 |
| S2 |
106-302 |
106-302 |
107-041 |
|
| S3 |
106-210 |
106-248 |
107-032 |
|
| S4 |
106-118 |
106-155 |
107-007 |
|
|
| 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 |
107-038 |
0-300 |
0.9% |
0-132 |
0.4% |
7% |
False |
True |
1,240,050 |
| 10 |
108-018 |
106-202 |
1-135 |
1.3% |
0-136 |
0.4% |
38% |
False |
False |
1,334,728 |
| 20 |
108-018 |
106-168 |
1-170 |
1.4% |
0-130 |
0.4% |
43% |
False |
False |
1,416,909 |
| 40 |
109-128 |
106-168 |
2-280 |
2.7% |
0-133 |
0.4% |
23% |
False |
False |
711,191 |
| 60 |
109-128 |
106-168 |
2-280 |
2.7% |
0-098 |
0.3% |
23% |
False |
False |
474,128 |
| 80 |
109-128 |
106-168 |
2-280 |
2.7% |
0-073 |
0.2% |
23% |
False |
False |
355,596 |
| 100 |
109-128 |
104-235 |
4-212 |
4.4% |
0-058 |
0.2% |
52% |
False |
False |
284,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-203 |
|
2.618 |
108-052 |
|
1.618 |
107-280 |
|
1.000 |
107-222 |
|
0.618 |
107-187 |
|
HIGH |
107-130 |
|
0.618 |
107-095 |
|
0.500 |
107-084 |
|
0.382 |
107-073 |
|
LOW |
107-038 |
|
0.618 |
106-300 |
|
1.000 |
106-265 |
|
1.618 |
106-208 |
|
2.618 |
106-115 |
|
4.250 |
105-284 |
|
|
| Fisher Pivots for day following 13-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-084 |
107-158 |
| PP |
107-075 |
107-124 |
| S1 |
107-066 |
107-091 |
|