ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 12-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
108-035 |
108-172 |
0-138 |
0.4% |
107-315 |
| High |
108-175 |
108-290 |
0-115 |
0.3% |
108-290 |
| Low |
107-300 |
108-108 |
0-128 |
0.4% |
107-258 |
| Close |
108-158 |
108-248 |
0-090 |
0.3% |
108-248 |
| Range |
0-195 |
0-182 |
-0-012 |
-6.4% |
1-032 |
| ATR |
0-146 |
0-149 |
0-003 |
1.8% |
0-000 |
| Volume |
1,714,907 |
1,491,207 |
-223,700 |
-13.0% |
6,366,104 |
|
| Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-122 |
110-048 |
109-028 |
|
| R3 |
109-260 |
109-185 |
108-298 |
|
| R2 |
109-078 |
109-078 |
108-281 |
|
| R1 |
109-002 |
109-002 |
108-264 |
109-040 |
| PP |
108-215 |
108-215 |
108-215 |
108-234 |
| S1 |
108-140 |
108-140 |
108-231 |
108-178 |
| S2 |
108-032 |
108-032 |
108-214 |
|
| S3 |
107-170 |
107-278 |
108-197 |
|
| S4 |
106-308 |
107-095 |
108-147 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-256 |
111-124 |
109-121 |
|
| R3 |
110-223 |
110-092 |
109-024 |
|
| R2 |
109-191 |
109-191 |
108-312 |
|
| R1 |
109-059 |
109-059 |
108-280 |
109-125 |
| PP |
108-158 |
108-158 |
108-158 |
108-191 |
| S1 |
108-027 |
108-027 |
108-215 |
108-092 |
| S2 |
107-126 |
107-126 |
108-183 |
|
| S3 |
106-093 |
106-314 |
108-151 |
|
| S4 |
105-061 |
105-282 |
108-054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-290 |
107-258 |
1-032 |
1.0% |
0-142 |
0.4% |
88% |
True |
False |
1,273,220 |
| 10 |
108-290 |
107-180 |
1-110 |
1.2% |
0-152 |
0.4% |
90% |
True |
False |
1,194,978 |
| 20 |
108-315 |
107-180 |
1-135 |
1.3% |
0-134 |
0.4% |
85% |
False |
False |
1,065,693 |
| 40 |
108-315 |
105-290 |
3-025 |
2.8% |
0-149 |
0.4% |
93% |
False |
False |
1,313,123 |
| 60 |
108-315 |
104-040 |
4-275 |
4.5% |
0-154 |
0.4% |
96% |
False |
False |
879,677 |
| 80 |
108-315 |
104-040 |
4-275 |
4.5% |
0-125 |
0.4% |
96% |
False |
False |
659,763 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-100 |
0.3% |
96% |
False |
False |
527,811 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-084 |
0.2% |
96% |
False |
False |
439,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-106 |
|
2.618 |
110-128 |
|
1.618 |
109-265 |
|
1.000 |
109-152 |
|
0.618 |
109-083 |
|
HIGH |
108-290 |
|
0.618 |
108-220 |
|
0.500 |
108-199 |
|
0.382 |
108-177 |
|
LOW |
108-108 |
|
0.618 |
107-315 |
|
1.000 |
107-245 |
|
1.618 |
107-132 |
|
2.618 |
106-270 |
|
4.250 |
105-292 |
|
|
| Fisher Pivots for day following 12-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-231 |
108-210 |
| PP |
108-215 |
108-172 |
| S1 |
108-199 |
108-135 |
|