ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 10-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2024 |
10-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
108-018 |
108-045 |
0-028 |
0.1% |
108-212 |
| High |
108-065 |
108-095 |
0-030 |
0.1% |
108-240 |
| Low |
107-312 |
108-018 |
0-025 |
0.1% |
107-180 |
| Close |
108-035 |
108-030 |
-0-005 |
0.0% |
107-310 |
| Range |
0-072 |
0-078 |
0-005 |
6.9% |
1-060 |
| ATR |
0-147 |
0-142 |
-0-005 |
-3.4% |
0-000 |
| Volume |
961,017 |
950,577 |
-10,440 |
-1.1% |
4,787,192 |
|
| Daily Pivots for day following 10-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-280 |
108-232 |
108-073 |
|
| R3 |
108-202 |
108-155 |
108-051 |
|
| R2 |
108-125 |
108-125 |
108-044 |
|
| R1 |
108-078 |
108-078 |
108-037 |
108-062 |
| PP |
108-048 |
108-048 |
108-048 |
108-040 |
| S1 |
108-000 |
108-000 |
108-023 |
107-305 |
| S2 |
107-290 |
107-290 |
108-016 |
|
| S3 |
107-212 |
107-242 |
108-009 |
|
| S4 |
107-135 |
107-165 |
107-307 |
|
|
| 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% |
0-148 |
0.4% |
55% |
False |
False |
1,134,891 |
| 10 |
108-315 |
107-180 |
1-135 |
1.3% |
0-139 |
0.4% |
37% |
False |
False |
1,011,398 |
| 20 |
108-315 |
106-292 |
2-022 |
1.9% |
0-142 |
0.4% |
57% |
False |
False |
1,068,193 |
| 40 |
108-315 |
105-050 |
3-265 |
3.5% |
0-151 |
0.4% |
77% |
False |
False |
1,235,810 |
| 60 |
108-315 |
104-040 |
4-275 |
4.5% |
0-148 |
0.4% |
82% |
False |
False |
826,244 |
| 80 |
108-315 |
104-040 |
4-275 |
4.5% |
0-121 |
0.3% |
82% |
False |
False |
619,687 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-096 |
0.3% |
82% |
False |
False |
495,750 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-080 |
0.2% |
82% |
False |
False |
413,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-104 |
|
2.618 |
108-298 |
|
1.618 |
108-220 |
|
1.000 |
108-172 |
|
0.618 |
108-143 |
|
HIGH |
108-095 |
|
0.618 |
108-065 |
|
0.500 |
108-056 |
|
0.382 |
108-047 |
|
LOW |
108-018 |
|
0.618 |
107-290 |
|
1.000 |
107-260 |
|
1.618 |
107-212 |
|
2.618 |
107-135 |
|
4.250 |
107-008 |
|
|
| Fisher Pivots for day following 10-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-056 |
108-029 |
| PP |
108-048 |
108-028 |
| S1 |
108-039 |
108-028 |
|