ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 14-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2024 |
14-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
107-105 |
107-040 |
-0-065 |
-0.2% |
107-118 |
| High |
107-130 |
107-052 |
-0-078 |
-0.2% |
108-018 |
| Low |
107-038 |
106-220 |
-0-138 |
-0.4% |
107-028 |
| Close |
107-058 |
106-228 |
-0-150 |
-0.4% |
107-240 |
| Range |
0-092 |
0-152 |
0-060 |
64.9% |
0-310 |
| ATR |
0-133 |
0-135 |
0-002 |
1.3% |
0-000 |
| Volume |
924,436 |
1,609,243 |
684,807 |
74.1% |
6,331,271 |
|
| Daily Pivots for day following 14-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-091 |
107-312 |
106-311 |
|
| R3 |
107-258 |
107-159 |
106-269 |
|
| R2 |
107-106 |
107-106 |
106-255 |
|
| R1 |
107-007 |
107-007 |
106-241 |
106-300 |
| PP |
106-273 |
106-273 |
106-273 |
106-260 |
| S1 |
106-174 |
106-174 |
106-214 |
106-148 |
| S2 |
106-121 |
106-121 |
106-200 |
|
| S3 |
105-288 |
106-022 |
106-186 |
|
| S4 |
105-136 |
105-189 |
106-144 |
|
|
| 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 |
106-220 |
1-118 |
1.3% |
0-142 |
0.4% |
2% |
False |
True |
1,327,412 |
| 10 |
108-018 |
106-220 |
1-118 |
1.3% |
0-136 |
0.4% |
2% |
False |
True |
1,309,177 |
| 20 |
108-018 |
106-168 |
1-170 |
1.4% |
0-130 |
0.4% |
12% |
False |
False |
1,495,495 |
| 40 |
109-128 |
106-168 |
2-280 |
2.7% |
0-133 |
0.4% |
7% |
False |
False |
751,422 |
| 60 |
109-128 |
106-168 |
2-280 |
2.7% |
0-100 |
0.3% |
7% |
False |
False |
500,949 |
| 80 |
109-128 |
106-168 |
2-280 |
2.7% |
0-075 |
0.2% |
7% |
False |
False |
375,712 |
| 100 |
109-128 |
104-280 |
4-168 |
4.2% |
0-060 |
0.2% |
41% |
False |
False |
300,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-061 |
|
2.618 |
108-132 |
|
1.618 |
107-299 |
|
1.000 |
107-205 |
|
0.618 |
107-147 |
|
HIGH |
107-052 |
|
0.618 |
106-314 |
|
0.500 |
106-296 |
|
0.382 |
106-278 |
|
LOW |
106-220 |
|
0.618 |
106-126 |
|
1.000 |
106-068 |
|
1.618 |
105-293 |
|
2.618 |
105-141 |
|
4.250 |
104-212 |
|
|
| Fisher Pivots for day following 14-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-296 |
107-066 |
| PP |
106-273 |
107-013 |
| S1 |
106-250 |
106-280 |
|