ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 08-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2024 |
08-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
108-025 |
107-315 |
-0-030 |
-0.1% |
108-212 |
| High |
108-115 |
108-118 |
0-002 |
0.0% |
108-240 |
| Low |
107-180 |
107-258 |
0-078 |
0.2% |
107-180 |
| Close |
107-310 |
108-065 |
0-075 |
0.2% |
107-310 |
| Range |
0-255 |
0-180 |
-0-075 |
-29.4% |
1-060 |
| ATR |
0-151 |
0-153 |
0-002 |
1.4% |
0-000 |
| Volume |
1,468,633 |
1,248,396 |
-220,237 |
-15.0% |
4,787,192 |
|
| Daily Pivots for day following 08-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-260 |
109-182 |
108-164 |
|
| R3 |
109-080 |
109-002 |
108-114 |
|
| R2 |
108-220 |
108-220 |
108-098 |
|
| R1 |
108-142 |
108-142 |
108-082 |
108-181 |
| PP |
108-040 |
108-040 |
108-040 |
108-059 |
| S1 |
107-282 |
107-282 |
108-048 |
108-001 |
| S2 |
107-180 |
107-180 |
108-032 |
|
| S3 |
107-000 |
107-102 |
108-016 |
|
| S4 |
106-140 |
106-242 |
107-286 |
|
|
| 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 |
108-240 |
107-180 |
1-060 |
1.1% |
0-178 |
0.5% |
54% |
False |
False |
1,207,117 |
| 10 |
108-315 |
107-180 |
1-135 |
1.3% |
0-137 |
0.4% |
45% |
False |
False |
920,623 |
| 20 |
108-315 |
106-242 |
2-072 |
2.1% |
0-150 |
0.4% |
65% |
False |
False |
1,098,504 |
| 40 |
108-315 |
105-050 |
3-265 |
3.5% |
0-156 |
0.5% |
80% |
False |
False |
1,189,289 |
| 60 |
108-315 |
104-040 |
4-275 |
4.5% |
0-149 |
0.4% |
84% |
False |
False |
794,384 |
| 80 |
108-315 |
104-040 |
4-275 |
4.5% |
0-119 |
0.3% |
84% |
False |
False |
595,792 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-095 |
0.3% |
84% |
False |
False |
476,634 |
| 120 |
109-030 |
104-040 |
4-310 |
4.6% |
0-079 |
0.2% |
82% |
False |
False |
397,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-242 |
|
2.618 |
109-269 |
|
1.618 |
109-089 |
|
1.000 |
108-298 |
|
0.618 |
108-229 |
|
HIGH |
108-118 |
|
0.618 |
108-049 |
|
0.500 |
108-028 |
|
0.382 |
108-006 |
|
LOW |
107-258 |
|
0.618 |
107-146 |
|
1.000 |
107-078 |
|
1.618 |
106-286 |
|
2.618 |
106-106 |
|
4.250 |
105-132 |
|
|
| Fisher Pivots for day following 08-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-052 |
108-048 |
| PP |
108-040 |
108-032 |
| S1 |
108-028 |
108-015 |
|