ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 27-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2024 |
27-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
106-308 |
106-318 |
0-010 |
0.0% |
106-168 |
| High |
107-020 |
107-065 |
0-045 |
0.1% |
107-058 |
| Low |
106-262 |
106-300 |
0-038 |
0.1% |
106-120 |
| Close |
106-315 |
107-042 |
0-048 |
0.1% |
107-025 |
| Range |
0-078 |
0-085 |
0-008 |
9.7% |
0-258 |
| ATR |
0-117 |
0-114 |
-0-002 |
-1.9% |
0-000 |
| Volume |
970,883 |
942,896 |
-27,987 |
-2.9% |
5,501,101 |
|
| Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-284 |
107-248 |
107-089 |
|
| R3 |
107-199 |
107-163 |
107-066 |
|
| R2 |
107-114 |
107-114 |
107-058 |
|
| R1 |
107-078 |
107-078 |
107-050 |
107-096 |
| PP |
107-029 |
107-029 |
107-029 |
107-038 |
| S1 |
106-313 |
106-313 |
107-035 |
107-011 |
| S2 |
106-264 |
106-264 |
107-027 |
|
| S3 |
106-179 |
106-228 |
107-019 |
|
| S4 |
106-094 |
106-143 |
106-316 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-093 |
108-317 |
107-167 |
|
| R3 |
108-156 |
108-059 |
107-096 |
|
| R2 |
107-218 |
107-218 |
107-072 |
|
| R1 |
107-122 |
107-122 |
107-049 |
107-170 |
| PP |
106-281 |
106-281 |
106-281 |
106-305 |
| S1 |
106-184 |
106-184 |
107-001 |
106-232 |
| S2 |
106-023 |
106-023 |
106-298 |
|
| S3 |
105-086 |
105-247 |
106-274 |
|
| S4 |
104-148 |
104-309 |
106-203 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-065 |
106-255 |
0-130 |
0.4% |
0-094 |
0.3% |
83% |
True |
False |
1,010,407 |
| 10 |
107-065 |
106-120 |
0-265 |
0.8% |
0-099 |
0.3% |
92% |
True |
False |
1,096,706 |
| 20 |
108-018 |
106-120 |
1-218 |
1.6% |
0-117 |
0.3% |
45% |
False |
False |
1,215,717 |
| 40 |
109-128 |
106-120 |
3-008 |
2.8% |
0-133 |
0.4% |
25% |
False |
False |
985,118 |
| 60 |
109-128 |
106-120 |
3-008 |
2.8% |
0-113 |
0.3% |
25% |
False |
False |
656,913 |
| 80 |
109-128 |
106-120 |
3-008 |
2.8% |
0-086 |
0.2% |
25% |
False |
False |
492,685 |
| 100 |
109-128 |
105-278 |
3-170 |
3.3% |
0-068 |
0.2% |
36% |
False |
False |
394,148 |
| 120 |
109-128 |
104-235 |
4-212 |
4.4% |
0-057 |
0.2% |
51% |
False |
False |
328,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-106 |
|
2.618 |
107-288 |
|
1.618 |
107-203 |
|
1.000 |
107-150 |
|
0.618 |
107-118 |
|
HIGH |
107-065 |
|
0.618 |
107-033 |
|
0.500 |
107-022 |
|
0.382 |
107-012 |
|
LOW |
106-300 |
|
0.618 |
106-247 |
|
1.000 |
106-215 |
|
1.618 |
106-162 |
|
2.618 |
106-077 |
|
4.250 |
105-259 |
|
|
| Fisher Pivots for day following 27-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-036 |
107-030 |
| PP |
107-029 |
107-017 |
| S1 |
107-022 |
107-004 |
|