ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 20-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2024 |
20-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
106-158 |
106-208 |
0-050 |
0.1% |
107-252 |
| High |
106-220 |
107-010 |
0-110 |
0.3% |
107-278 |
| Low |
106-135 |
106-202 |
0-068 |
0.2% |
106-160 |
| Close |
106-208 |
106-300 |
0-092 |
0.3% |
106-180 |
| Range |
0-085 |
0-128 |
0-042 |
50.0% |
1-118 |
| ATR |
0-124 |
0-124 |
0-000 |
0.2% |
0-000 |
| Volume |
1,041,720 |
1,327,307 |
285,587 |
27.4% |
6,012,653 |
|
| Daily Pivots for day following 20-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-020 |
107-288 |
107-050 |
|
| R3 |
107-212 |
107-160 |
107-015 |
|
| R2 |
107-085 |
107-085 |
107-003 |
|
| R1 |
107-032 |
107-032 |
106-312 |
107-059 |
| PP |
106-278 |
106-278 |
106-278 |
106-291 |
| S1 |
106-225 |
106-225 |
106-288 |
106-251 |
| S2 |
106-150 |
106-150 |
106-277 |
|
| S3 |
106-022 |
106-098 |
106-265 |
|
| S4 |
105-215 |
105-290 |
106-230 |
|
|
| 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 |
107-052 |
106-120 |
0-252 |
0.7% |
0-104 |
0.3% |
71% |
False |
False |
1,183,006 |
| 10 |
108-018 |
106-120 |
1-218 |
1.6% |
0-118 |
0.3% |
33% |
False |
False |
1,211,528 |
| 20 |
108-018 |
106-120 |
1-218 |
1.6% |
0-121 |
0.4% |
33% |
False |
False |
1,636,646 |
| 40 |
109-128 |
106-120 |
3-008 |
2.8% |
0-136 |
0.4% |
19% |
False |
False |
858,979 |
| 60 |
109-128 |
106-120 |
3-008 |
2.8% |
0-105 |
0.3% |
19% |
False |
False |
572,712 |
| 80 |
109-128 |
106-120 |
3-008 |
2.8% |
0-080 |
0.2% |
19% |
False |
False |
429,534 |
| 100 |
109-128 |
105-088 |
4-040 |
3.9% |
0-064 |
0.2% |
40% |
False |
False |
343,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-232 |
|
2.618 |
108-024 |
|
1.618 |
107-216 |
|
1.000 |
107-138 |
|
0.618 |
107-089 |
|
HIGH |
107-010 |
|
0.618 |
106-281 |
|
0.500 |
106-266 |
|
0.382 |
106-251 |
|
LOW |
106-202 |
|
0.618 |
106-124 |
|
1.000 |
106-075 |
|
1.618 |
105-316 |
|
2.618 |
105-189 |
|
4.250 |
104-301 |
|
|
| Fisher Pivots for day following 20-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
106-289 |
106-275 |
| PP |
106-278 |
106-250 |
| S1 |
106-266 |
106-225 |
|