ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 03-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2024 |
03-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
108-212 |
108-122 |
-0-090 |
-0.3% |
108-185 |
| High |
108-240 |
108-165 |
-0-075 |
-0.2% |
108-315 |
| Low |
108-080 |
108-020 |
-0-060 |
-0.2% |
108-152 |
| Close |
108-110 |
108-150 |
0-040 |
0.1% |
108-248 |
| Range |
0-160 |
0-145 |
-0-015 |
-9.4% |
0-162 |
| ATR |
0-142 |
0-142 |
0-000 |
0.1% |
0-000 |
| Volume |
994,510 |
1,278,216 |
283,706 |
28.5% |
2,513,125 |
|
| Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-227 |
109-173 |
108-230 |
|
| R3 |
109-082 |
109-028 |
108-190 |
|
| R2 |
108-257 |
108-257 |
108-177 |
|
| R1 |
108-203 |
108-203 |
108-163 |
108-230 |
| PP |
108-112 |
108-112 |
108-112 |
108-125 |
| S1 |
108-058 |
108-058 |
108-137 |
108-085 |
| S2 |
107-287 |
107-287 |
108-123 |
|
| S3 |
107-142 |
107-233 |
108-110 |
|
| S4 |
106-317 |
107-088 |
108-070 |
|
|
| 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 |
108-020 |
0-295 |
0.8% |
0-130 |
0.4% |
44% |
False |
True |
887,904 |
| 10 |
108-315 |
108-020 |
0-295 |
0.8% |
0-112 |
0.3% |
44% |
False |
True |
799,195 |
| 20 |
108-315 |
106-242 |
2-072 |
2.1% |
0-138 |
0.4% |
77% |
False |
False |
1,102,983 |
| 40 |
108-315 |
105-050 |
3-265 |
3.5% |
0-151 |
0.4% |
87% |
False |
False |
1,096,453 |
| 60 |
108-315 |
104-040 |
4-275 |
4.5% |
0-144 |
0.4% |
89% |
False |
False |
731,671 |
| 80 |
108-315 |
104-040 |
4-275 |
4.5% |
0-111 |
0.3% |
89% |
False |
False |
548,757 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-089 |
0.3% |
89% |
False |
False |
439,005 |
| 120 |
109-030 |
104-040 |
4-310 |
4.6% |
0-074 |
0.2% |
87% |
False |
False |
365,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-141 |
|
2.618 |
109-225 |
|
1.618 |
109-080 |
|
1.000 |
108-310 |
|
0.618 |
108-255 |
|
HIGH |
108-165 |
|
0.618 |
108-110 |
|
0.500 |
108-092 |
|
0.382 |
108-075 |
|
LOW |
108-020 |
|
0.618 |
107-250 |
|
1.000 |
107-195 |
|
1.618 |
107-105 |
|
2.618 |
106-280 |
|
4.250 |
106-044 |
|
|
| Fisher Pivots for day following 03-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-131 |
108-146 |
| PP |
108-112 |
108-142 |
| S1 |
108-092 |
108-139 |
|