ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 11-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
108-045 |
108-035 |
-0-010 |
0.0% |
108-212 |
| High |
108-095 |
108-175 |
0-080 |
0.2% |
108-240 |
| Low |
108-018 |
107-300 |
-0-038 |
-0.1% |
107-180 |
| Close |
108-030 |
108-158 |
0-128 |
0.4% |
107-310 |
| Range |
0-078 |
0-195 |
0-118 |
151.6% |
1-060 |
| ATR |
0-142 |
0-146 |
0-004 |
2.6% |
0-000 |
| Volume |
950,577 |
1,714,907 |
764,330 |
80.4% |
4,787,192 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-049 |
109-298 |
108-265 |
|
| R3 |
109-174 |
109-103 |
108-211 |
|
| R2 |
108-299 |
108-299 |
108-193 |
|
| R1 |
108-228 |
108-228 |
108-175 |
108-264 |
| PP |
108-104 |
108-104 |
108-104 |
108-122 |
| S1 |
108-033 |
108-033 |
108-140 |
108-069 |
| S2 |
107-229 |
107-229 |
108-122 |
|
| S3 |
107-034 |
107-158 |
108-104 |
|
| S4 |
106-159 |
106-283 |
108-050 |
|
|
| 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 |
108-175 |
107-180 |
0-315 |
0.9% |
0-156 |
0.4% |
94% |
True |
False |
1,268,706 |
| 10 |
108-298 |
107-180 |
1-118 |
1.3% |
0-143 |
0.4% |
68% |
False |
False |
1,115,318 |
| 20 |
108-315 |
107-018 |
1-298 |
1.8% |
0-144 |
0.4% |
74% |
False |
False |
1,086,139 |
| 40 |
108-315 |
105-112 |
3-202 |
3.3% |
0-153 |
0.4% |
86% |
False |
False |
1,277,676 |
| 60 |
108-315 |
104-040 |
4-275 |
4.5% |
0-151 |
0.4% |
90% |
False |
False |
854,826 |
| 80 |
108-315 |
104-040 |
4-275 |
4.5% |
0-123 |
0.4% |
90% |
False |
False |
641,123 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-098 |
0.3% |
90% |
False |
False |
512,899 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-082 |
0.2% |
90% |
False |
False |
427,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-044 |
|
2.618 |
110-046 |
|
1.618 |
109-171 |
|
1.000 |
109-050 |
|
0.618 |
108-296 |
|
HIGH |
108-175 |
|
0.618 |
108-101 |
|
0.500 |
108-078 |
|
0.382 |
108-054 |
|
LOW |
107-300 |
|
0.618 |
107-179 |
|
1.000 |
107-105 |
|
1.618 |
106-304 |
|
2.618 |
106-109 |
|
4.250 |
105-111 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-131 |
108-131 |
| PP |
108-104 |
108-104 |
| S1 |
108-078 |
108-078 |
|