ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 19-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2024 |
19-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
106-168 |
106-158 |
-0-010 |
0.0% |
107-252 |
| High |
106-192 |
106-220 |
0-028 |
0.1% |
107-278 |
| Low |
106-120 |
106-135 |
0-015 |
0.0% |
106-160 |
| Close |
106-135 |
106-208 |
0-072 |
0.2% |
106-180 |
| Range |
0-072 |
0-085 |
0-012 |
17.2% |
1-118 |
| ATR |
0-127 |
0-124 |
-0-003 |
-2.4% |
0-000 |
| Volume |
870,414 |
1,041,720 |
171,306 |
19.7% |
6,012,653 |
|
| Daily Pivots for day following 19-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-122 |
107-090 |
106-254 |
|
| R3 |
107-038 |
107-005 |
106-231 |
|
| R2 |
106-272 |
106-272 |
106-223 |
|
| R1 |
106-240 |
106-240 |
106-215 |
106-256 |
| PP |
106-188 |
106-188 |
106-188 |
106-196 |
| S1 |
106-155 |
106-155 |
106-200 |
106-171 |
| S2 |
106-102 |
106-102 |
106-192 |
|
| S3 |
106-018 |
106-070 |
106-184 |
|
| S4 |
105-252 |
105-305 |
106-161 |
|
|
| 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 |
107-130 |
106-120 |
1-010 |
1.0% |
0-098 |
0.3% |
27% |
False |
False |
1,102,432 |
| 10 |
108-018 |
106-120 |
1-218 |
1.6% |
0-118 |
0.3% |
16% |
False |
False |
1,218,184 |
| 20 |
108-018 |
106-120 |
1-218 |
1.6% |
0-120 |
0.4% |
16% |
False |
False |
1,629,075 |
| 40 |
109-128 |
106-120 |
3-008 |
2.8% |
0-135 |
0.4% |
9% |
False |
False |
825,807 |
| 60 |
109-128 |
106-120 |
3-008 |
2.8% |
0-104 |
0.3% |
9% |
False |
False |
550,591 |
| 80 |
109-128 |
106-120 |
3-008 |
2.8% |
0-078 |
0.2% |
9% |
False |
False |
412,943 |
| 100 |
109-128 |
104-280 |
4-168 |
4.2% |
0-062 |
0.2% |
39% |
False |
False |
330,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-261 |
|
2.618 |
107-123 |
|
1.618 |
107-038 |
|
1.000 |
106-305 |
|
0.618 |
106-273 |
|
HIGH |
106-220 |
|
0.618 |
106-188 |
|
0.500 |
106-178 |
|
0.382 |
106-167 |
|
LOW |
106-135 |
|
0.618 |
106-082 |
|
1.000 |
106-050 |
|
1.618 |
105-317 |
|
2.618 |
105-232 |
|
4.250 |
105-094 |
|
|
| Fisher Pivots for day following 19-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-198 |
106-199 |
| PP |
106-188 |
106-191 |
| S1 |
106-178 |
106-182 |
|