ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 05-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2024 |
05-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
108-130 |
108-025 |
-0-105 |
-0.3% |
108-212 |
| High |
108-170 |
108-115 |
-0-055 |
-0.2% |
108-240 |
| Low |
108-018 |
107-180 |
-0-158 |
-0.5% |
107-180 |
| Close |
108-035 |
107-310 |
-0-045 |
-0.1% |
107-310 |
| Range |
0-152 |
0-255 |
0-102 |
67.2% |
1-060 |
| ATR |
0-143 |
0-151 |
0-008 |
5.6% |
0-000 |
| Volume |
1,045,833 |
1,468,633 |
422,800 |
40.4% |
4,787,192 |
|
| Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-113 |
109-307 |
108-130 |
|
| R3 |
109-178 |
109-052 |
108-060 |
|
| R2 |
108-243 |
108-243 |
108-037 |
|
| R1 |
108-117 |
108-117 |
108-013 |
108-052 |
| PP |
107-308 |
107-308 |
107-308 |
107-276 |
| S1 |
107-182 |
107-182 |
107-287 |
107-118 |
| S2 |
107-053 |
107-053 |
107-263 |
|
| S3 |
106-118 |
106-247 |
107-240 |
|
| S4 |
105-183 |
105-312 |
107-170 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-210 |
111-000 |
108-199 |
|
| R3 |
110-150 |
109-260 |
108-094 |
|
| R2 |
109-090 |
109-090 |
108-060 |
|
| R1 |
108-200 |
108-200 |
108-025 |
108-115 |
| PP |
108-030 |
108-030 |
108-030 |
107-308 |
| S1 |
107-140 |
107-140 |
107-275 |
107-055 |
| S2 |
106-290 |
106-290 |
107-240 |
|
| S3 |
105-230 |
106-080 |
107-206 |
|
| S4 |
104-170 |
105-020 |
107-101 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-258 |
107-180 |
1-078 |
1.2% |
0-162 |
0.5% |
33% |
False |
True |
1,116,737 |
| 10 |
108-315 |
107-180 |
1-135 |
1.3% |
0-131 |
0.4% |
29% |
False |
True |
893,343 |
| 20 |
108-315 |
106-242 |
2-072 |
2.1% |
0-147 |
0.4% |
54% |
False |
False |
1,095,003 |
| 40 |
108-315 |
105-050 |
3-265 |
3.5% |
0-154 |
0.4% |
73% |
False |
False |
1,158,601 |
| 60 |
108-315 |
104-040 |
4-275 |
4.5% |
0-148 |
0.4% |
79% |
False |
False |
773,579 |
| 80 |
108-315 |
104-040 |
4-275 |
4.5% |
0-116 |
0.3% |
79% |
False |
False |
580,187 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-093 |
0.3% |
79% |
False |
False |
464,150 |
| 120 |
109-030 |
104-040 |
4-310 |
4.6% |
0-078 |
0.2% |
77% |
False |
False |
386,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-239 |
|
2.618 |
110-143 |
|
1.618 |
109-208 |
|
1.000 |
109-050 |
|
0.618 |
108-273 |
|
HIGH |
108-115 |
|
0.618 |
108-018 |
|
0.500 |
107-308 |
|
0.382 |
107-277 |
|
LOW |
107-180 |
|
0.618 |
107-022 |
|
1.000 |
106-245 |
|
1.618 |
106-087 |
|
2.618 |
105-152 |
|
4.250 |
104-056 |
|
|
| Fisher Pivots for day following 05-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-309 |
108-015 |
| PP |
107-308 |
108-007 |
| S1 |
107-308 |
107-318 |
|