ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 28-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2024 |
28-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
106-318 |
107-040 |
0-042 |
0.1% |
107-045 |
| High |
107-065 |
107-042 |
-0-022 |
-0.1% |
107-065 |
| Low |
106-300 |
106-275 |
-0-025 |
-0.1% |
106-262 |
| Close |
107-042 |
107-005 |
-0-038 |
-0.1% |
107-005 |
| Range |
0-085 |
0-088 |
0-002 |
2.9% |
0-122 |
| ATR |
0-114 |
0-113 |
-0-002 |
-1.7% |
0-000 |
| Volume |
942,896 |
1,299,726 |
356,830 |
37.8% |
4,090,102 |
|
| Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-263 |
107-222 |
107-053 |
|
| R3 |
107-176 |
107-134 |
107-029 |
|
| R2 |
107-088 |
107-088 |
107-021 |
|
| R1 |
107-047 |
107-047 |
107-013 |
107-024 |
| PP |
107-001 |
107-001 |
107-001 |
106-309 |
| S1 |
106-279 |
106-279 |
106-317 |
106-256 |
| S2 |
106-233 |
106-233 |
106-309 |
|
| S3 |
106-146 |
106-192 |
106-301 |
|
| S4 |
106-058 |
106-104 |
106-277 |
|
|
| Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-052 |
107-311 |
107-072 |
|
| R3 |
107-249 |
107-188 |
107-039 |
|
| R2 |
107-127 |
107-127 |
107-027 |
|
| R1 |
107-066 |
107-066 |
107-016 |
107-035 |
| PP |
107-004 |
107-004 |
107-004 |
106-309 |
| S1 |
106-263 |
106-263 |
106-314 |
106-232 |
| S2 |
106-202 |
106-202 |
106-303 |
|
| S3 |
106-079 |
106-141 |
106-291 |
|
| S4 |
105-277 |
106-018 |
106-258 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-065 |
106-262 |
0-122 |
0.4% |
0-087 |
0.3% |
51% |
False |
False |
1,016,034 |
| 10 |
107-065 |
106-120 |
0-265 |
0.8% |
0-093 |
0.3% |
77% |
False |
False |
1,065,755 |
| 20 |
108-018 |
106-120 |
1-218 |
1.6% |
0-114 |
0.3% |
38% |
False |
False |
1,187,466 |
| 40 |
109-128 |
106-120 |
3-008 |
2.8% |
0-130 |
0.4% |
21% |
False |
False |
1,017,530 |
| 60 |
109-128 |
106-120 |
3-008 |
2.8% |
0-114 |
0.3% |
21% |
False |
False |
678,575 |
| 80 |
109-128 |
106-120 |
3-008 |
2.8% |
0-087 |
0.3% |
21% |
False |
False |
508,931 |
| 100 |
109-128 |
105-278 |
3-170 |
3.3% |
0-069 |
0.2% |
33% |
False |
False |
407,145 |
| 120 |
109-128 |
104-235 |
4-212 |
4.4% |
0-058 |
0.2% |
49% |
False |
False |
339,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-094 |
|
2.618 |
107-272 |
|
1.618 |
107-184 |
|
1.000 |
107-130 |
|
0.618 |
107-097 |
|
HIGH |
107-042 |
|
0.618 |
107-009 |
|
0.500 |
106-319 |
|
0.382 |
106-308 |
|
LOW |
106-275 |
|
0.618 |
106-221 |
|
1.000 |
106-188 |
|
1.618 |
106-133 |
|
2.618 |
106-046 |
|
4.250 |
105-223 |
|
|
| Fisher Pivots for day following 28-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-003 |
107-005 |
| PP |
107-001 |
107-004 |
| S1 |
106-319 |
107-004 |
|