ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 15-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2024 |
15-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
107-040 |
106-232 |
-0-128 |
-0.4% |
107-252 |
| High |
107-052 |
106-245 |
-0-128 |
-0.4% |
107-278 |
| Low |
106-220 |
106-160 |
-0-060 |
-0.2% |
106-160 |
| Close |
106-228 |
106-180 |
-0-048 |
-0.1% |
106-180 |
| Range |
0-152 |
0-085 |
-0-068 |
-44.3% |
1-118 |
| ATR |
0-135 |
0-131 |
-0-004 |
-2.6% |
0-000 |
| Volume |
1,609,243 |
1,066,348 |
-542,895 |
-33.7% |
6,012,653 |
|
| Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-130 |
107-080 |
106-227 |
|
| R3 |
107-045 |
106-315 |
106-203 |
|
| R2 |
106-280 |
106-280 |
106-196 |
|
| R1 |
106-230 |
106-230 |
106-188 |
106-212 |
| PP |
106-195 |
106-195 |
106-195 |
106-186 |
| S1 |
106-145 |
106-145 |
106-172 |
106-128 |
| S2 |
106-110 |
106-110 |
106-164 |
|
| S3 |
106-025 |
106-060 |
106-157 |
|
| S4 |
105-260 |
105-295 |
106-133 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-025 |
110-060 |
107-101 |
|
| R3 |
109-228 |
108-262 |
106-300 |
|
| R2 |
108-110 |
108-110 |
106-260 |
|
| R1 |
107-145 |
107-145 |
106-220 |
107-069 |
| PP |
106-312 |
106-312 |
106-312 |
106-274 |
| S1 |
106-028 |
106-028 |
106-140 |
105-271 |
| S2 |
105-195 |
105-195 |
106-100 |
|
| S3 |
104-078 |
104-230 |
106-060 |
|
| S4 |
102-280 |
103-112 |
105-259 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-278 |
106-160 |
1-118 |
1.3% |
0-115 |
0.3% |
5% |
False |
True |
1,202,530 |
| 10 |
108-018 |
106-160 |
1-178 |
1.5% |
0-126 |
0.4% |
4% |
False |
True |
1,234,392 |
| 20 |
108-018 |
106-160 |
1-178 |
1.5% |
0-128 |
0.4% |
4% |
False |
True |
1,545,580 |
| 40 |
109-128 |
106-160 |
2-288 |
2.7% |
0-133 |
0.4% |
2% |
False |
True |
778,064 |
| 60 |
109-128 |
106-160 |
2-288 |
2.7% |
0-101 |
0.3% |
2% |
False |
True |
518,722 |
| 80 |
109-128 |
106-160 |
2-288 |
2.7% |
0-076 |
0.2% |
2% |
False |
True |
389,041 |
| 100 |
109-128 |
104-280 |
4-168 |
4.2% |
0-061 |
0.2% |
37% |
False |
False |
311,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-286 |
|
2.618 |
107-148 |
|
1.618 |
107-063 |
|
1.000 |
107-010 |
|
0.618 |
106-298 |
|
HIGH |
106-245 |
|
0.618 |
106-213 |
|
0.500 |
106-202 |
|
0.382 |
106-192 |
|
LOW |
106-160 |
|
0.618 |
106-107 |
|
1.000 |
106-075 |
|
1.618 |
106-022 |
|
2.618 |
105-257 |
|
4.250 |
105-119 |
|
|
| Fisher Pivots for day following 15-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-202 |
106-305 |
| PP |
106-195 |
106-263 |
| S1 |
106-188 |
106-222 |
|