ECBOT 5 Year T-Note Future March 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 |
107-015 |
107-095 |
0-080 |
0.2% |
106-268 |
| High |
107-015 |
107-095 |
0-080 |
0.2% |
107-095 |
| Low |
107-015 |
107-065 |
0-050 |
0.1% |
106-238 |
| Close |
107-015 |
107-065 |
0-050 |
0.1% |
107-065 |
| Range |
0-000 |
0-030 |
0-030 |
|
0-178 |
| ATR |
0-104 |
0-102 |
-0-002 |
-1.6% |
0-000 |
| Volume |
0 |
22 |
22 |
|
127 |
|
| Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-165 |
107-145 |
107-082 |
|
| R3 |
107-135 |
107-115 |
107-073 |
|
| R2 |
107-105 |
107-105 |
107-070 |
|
| R1 |
107-085 |
107-085 |
107-068 |
107-080 |
| PP |
107-075 |
107-075 |
107-075 |
107-072 |
| S1 |
107-055 |
107-055 |
107-062 |
107-050 |
| S2 |
107-045 |
107-045 |
107-060 |
|
| S3 |
107-015 |
107-025 |
107-057 |
|
| S4 |
106-305 |
106-315 |
107-048 |
|
|
| Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-238 |
108-169 |
107-163 |
|
| R3 |
108-061 |
107-312 |
107-114 |
|
| R2 |
107-203 |
107-203 |
107-098 |
|
| R1 |
107-134 |
107-134 |
107-081 |
107-169 |
| PP |
107-026 |
107-026 |
107-026 |
107-043 |
| S1 |
106-277 |
106-277 |
107-049 |
106-311 |
| S2 |
106-168 |
106-168 |
107-032 |
|
| S3 |
105-311 |
106-099 |
107-016 |
|
| S4 |
105-133 |
105-242 |
106-287 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-095 |
106-238 |
0-178 |
0.5% |
0-033 |
0.1% |
83% |
True |
False |
28 |
| 10 |
107-095 |
106-040 |
1-055 |
1.1% |
0-061 |
0.2% |
92% |
True |
False |
223 |
| 20 |
107-218 |
106-040 |
1-178 |
1.5% |
0-092 |
0.3% |
69% |
False |
False |
2,678 |
| 40 |
108-300 |
106-040 |
2-260 |
2.6% |
0-120 |
0.3% |
38% |
False |
False |
887,988 |
| 60 |
108-300 |
106-040 |
2-260 |
2.6% |
0-128 |
0.4% |
38% |
False |
False |
1,027,167 |
| 80 |
108-315 |
106-040 |
2-275 |
2.7% |
0-131 |
0.4% |
38% |
False |
False |
1,045,210 |
| 100 |
108-315 |
105-050 |
3-265 |
3.6% |
0-139 |
0.4% |
53% |
False |
False |
1,042,221 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-136 |
0.4% |
63% |
False |
False |
868,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-222 |
|
2.618 |
107-174 |
|
1.618 |
107-144 |
|
1.000 |
107-125 |
|
0.618 |
107-114 |
|
HIGH |
107-095 |
|
0.618 |
107-084 |
|
0.500 |
107-080 |
|
0.382 |
107-076 |
|
LOW |
107-065 |
|
0.618 |
107-046 |
|
1.000 |
107-035 |
|
1.618 |
107-016 |
|
2.618 |
106-306 |
|
4.250 |
106-258 |
|
|
| Fisher Pivots for day following 28-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-080 |
107-045 |
| PP |
107-075 |
107-026 |
| S1 |
107-070 |
107-006 |
|