ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 04-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2024 |
04-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
108-122 |
108-130 |
0-008 |
0.0% |
108-185 |
| High |
108-165 |
108-170 |
0-005 |
0.0% |
108-315 |
| Low |
108-020 |
108-018 |
-0-002 |
0.0% |
108-152 |
| Close |
108-150 |
108-035 |
-0-115 |
-0.3% |
108-248 |
| Range |
0-145 |
0-152 |
0-008 |
5.2% |
0-162 |
| ATR |
0-142 |
0-143 |
0-001 |
0.5% |
0-000 |
| Volume |
1,278,216 |
1,045,833 |
-232,383 |
-18.2% |
2,513,125 |
|
| Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-212 |
109-116 |
108-119 |
|
| R3 |
109-059 |
108-283 |
108-077 |
|
| R2 |
108-227 |
108-227 |
108-063 |
|
| R1 |
108-131 |
108-131 |
108-049 |
108-102 |
| PP |
108-074 |
108-074 |
108-074 |
108-060 |
| S1 |
107-298 |
107-298 |
108-021 |
107-270 |
| S2 |
107-242 |
107-242 |
108-007 |
|
| S3 |
107-089 |
107-146 |
107-313 |
|
| S4 |
106-257 |
106-313 |
107-271 |
|
|
| 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 |
108-298 |
108-018 |
0-280 |
0.8% |
0-130 |
0.4% |
6% |
False |
True |
961,930 |
| 10 |
108-315 |
108-018 |
0-298 |
0.9% |
0-120 |
0.3% |
6% |
False |
True |
832,635 |
| 20 |
108-315 |
106-242 |
2-072 |
2.1% |
0-139 |
0.4% |
61% |
False |
False |
1,081,666 |
| 40 |
108-315 |
105-050 |
3-265 |
3.5% |
0-151 |
0.4% |
77% |
False |
False |
1,122,347 |
| 60 |
108-315 |
104-040 |
4-275 |
4.5% |
0-146 |
0.4% |
82% |
False |
False |
749,102 |
| 80 |
108-315 |
104-040 |
4-275 |
4.5% |
0-113 |
0.3% |
82% |
False |
False |
561,830 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-091 |
0.3% |
82% |
False |
False |
449,464 |
| 120 |
109-030 |
104-040 |
4-310 |
4.6% |
0-076 |
0.2% |
80% |
False |
False |
374,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-178 |
|
2.618 |
109-249 |
|
1.618 |
109-097 |
|
1.000 |
109-002 |
|
0.618 |
108-264 |
|
HIGH |
108-170 |
|
0.618 |
108-112 |
|
0.500 |
108-094 |
|
0.382 |
108-076 |
|
LOW |
108-018 |
|
0.618 |
107-243 |
|
1.000 |
107-185 |
|
1.618 |
107-091 |
|
2.618 |
106-258 |
|
4.250 |
106-009 |
|
|
| Fisher Pivots for day following 04-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-094 |
108-129 |
| PP |
108-074 |
108-098 |
| S1 |
108-055 |
108-066 |
|