ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 09-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2024 |
09-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
107-315 |
108-018 |
0-022 |
0.1% |
108-212 |
| High |
108-118 |
108-065 |
-0-052 |
-0.2% |
108-240 |
| Low |
107-258 |
107-312 |
0-055 |
0.2% |
107-180 |
| Close |
108-065 |
108-035 |
-0-030 |
-0.1% |
107-310 |
| Range |
0-180 |
0-072 |
-0-108 |
-59.7% |
1-060 |
| ATR |
0-153 |
0-147 |
-0-006 |
-3.8% |
0-000 |
| Volume |
1,248,396 |
961,017 |
-287,379 |
-23.0% |
4,787,192 |
|
| Daily Pivots for day following 09-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-248 |
108-214 |
108-075 |
|
| R3 |
108-176 |
108-142 |
108-055 |
|
| R2 |
108-103 |
108-103 |
108-048 |
|
| R1 |
108-069 |
108-069 |
108-042 |
108-086 |
| PP |
108-031 |
108-031 |
108-031 |
108-039 |
| S1 |
107-317 |
107-317 |
108-028 |
108-014 |
| S2 |
107-278 |
107-278 |
108-022 |
|
| S3 |
107-206 |
107-244 |
108-015 |
|
| S4 |
107-133 |
107-172 |
107-315 |
|
|
| 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 |
108-170 |
107-180 |
0-310 |
0.9% |
0-161 |
0.5% |
56% |
False |
False |
1,200,419 |
| 10 |
108-315 |
107-180 |
1-135 |
1.3% |
0-136 |
0.4% |
38% |
False |
False |
950,973 |
| 20 |
108-315 |
106-242 |
2-072 |
2.1% |
0-142 |
0.4% |
61% |
False |
False |
1,067,986 |
| 40 |
108-315 |
105-050 |
3-265 |
3.5% |
0-153 |
0.4% |
77% |
False |
False |
1,212,532 |
| 60 |
108-315 |
104-040 |
4-275 |
4.5% |
0-147 |
0.4% |
82% |
False |
False |
810,401 |
| 80 |
108-315 |
104-040 |
4-275 |
4.5% |
0-120 |
0.3% |
82% |
False |
False |
607,805 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-096 |
0.3% |
82% |
False |
False |
486,244 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-080 |
0.2% |
82% |
False |
False |
405,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-053 |
|
2.618 |
108-255 |
|
1.618 |
108-182 |
|
1.000 |
108-138 |
|
0.618 |
108-110 |
|
HIGH |
108-065 |
|
0.618 |
108-037 |
|
0.500 |
108-029 |
|
0.382 |
108-020 |
|
LOW |
107-312 |
|
0.618 |
107-268 |
|
1.000 |
107-240 |
|
1.618 |
107-195 |
|
2.618 |
107-123 |
|
4.250 |
107-004 |
|
|
| Fisher Pivots for day following 09-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-033 |
108-020 |
| PP |
108-031 |
108-004 |
| S1 |
108-029 |
107-309 |
|