ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 02-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2023 |
02-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
108-230 |
108-212 |
-0-018 |
-0.1% |
108-185 |
| High |
108-258 |
108-240 |
-0-018 |
-0.1% |
108-315 |
| Low |
108-162 |
108-080 |
-0-082 |
-0.2% |
108-152 |
| Close |
108-248 |
108-110 |
-0-138 |
-0.4% |
108-248 |
| Range |
0-095 |
0-160 |
0-065 |
68.4% |
0-162 |
| ATR |
0-140 |
0-142 |
0-002 |
1.4% |
0-000 |
| Volume |
796,493 |
994,510 |
198,017 |
24.9% |
2,513,125 |
|
| Daily Pivots for day following 02-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-303 |
109-207 |
108-198 |
|
| R3 |
109-143 |
109-047 |
108-154 |
|
| R2 |
108-303 |
108-303 |
108-139 |
|
| R1 |
108-207 |
108-207 |
108-125 |
108-175 |
| PP |
108-143 |
108-143 |
108-143 |
108-128 |
| S1 |
108-047 |
108-047 |
108-095 |
108-015 |
| S2 |
107-303 |
107-303 |
108-081 |
|
| S3 |
107-143 |
107-207 |
108-066 |
|
| S4 |
106-303 |
107-047 |
108-022 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-086 |
110-009 |
109-017 |
|
| R3 |
109-243 |
109-167 |
108-292 |
|
| R2 |
109-081 |
109-081 |
108-277 |
|
| R1 |
109-004 |
109-004 |
108-262 |
109-042 |
| PP |
108-238 |
108-238 |
108-238 |
108-258 |
| S1 |
108-162 |
108-162 |
108-233 |
108-200 |
| S2 |
108-076 |
108-076 |
108-218 |
|
| S3 |
107-233 |
107-319 |
108-203 |
|
| S4 |
107-071 |
107-157 |
108-158 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-315 |
108-080 |
0-235 |
0.7% |
0-111 |
0.3% |
13% |
False |
True |
701,527 |
| 10 |
108-315 |
108-075 |
0-240 |
0.7% |
0-108 |
0.3% |
15% |
False |
False |
753,202 |
| 20 |
108-315 |
106-242 |
2-072 |
2.1% |
0-140 |
0.4% |
71% |
False |
False |
1,099,340 |
| 40 |
108-315 |
105-050 |
3-265 |
3.5% |
0-155 |
0.4% |
83% |
False |
False |
1,064,801 |
| 60 |
108-315 |
104-040 |
4-275 |
4.5% |
0-143 |
0.4% |
87% |
False |
False |
710,368 |
| 80 |
108-315 |
104-040 |
4-275 |
4.5% |
0-110 |
0.3% |
87% |
False |
False |
532,779 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-088 |
0.3% |
87% |
False |
False |
426,223 |
| 120 |
109-080 |
104-040 |
5-040 |
4.7% |
0-073 |
0.2% |
82% |
False |
False |
355,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-280 |
|
2.618 |
110-019 |
|
1.618 |
109-179 |
|
1.000 |
109-080 |
|
0.618 |
109-019 |
|
HIGH |
108-240 |
|
0.618 |
108-179 |
|
0.500 |
108-160 |
|
0.382 |
108-141 |
|
LOW |
108-080 |
|
0.618 |
107-301 |
|
1.000 |
107-240 |
|
1.618 |
107-141 |
|
2.618 |
106-301 |
|
4.250 |
106-040 |
|
|
| Fisher Pivots for day following 02-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-160 |
108-189 |
| PP |
108-143 |
108-162 |
| S1 |
108-127 |
108-136 |
|