ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 16-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2024 |
16-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
108-172 |
108-228 |
0-055 |
0.2% |
107-315 |
| High |
108-290 |
108-232 |
-0-058 |
-0.2% |
108-290 |
| Low |
108-108 |
108-060 |
-0-048 |
-0.1% |
107-258 |
| Close |
108-248 |
108-098 |
-0-150 |
-0.4% |
108-248 |
| Range |
0-182 |
0-172 |
-0-010 |
-5.5% |
1-032 |
| ATR |
0-149 |
0-151 |
0-003 |
1.9% |
0-000 |
| Volume |
1,491,207 |
1,793,851 |
302,644 |
20.3% |
6,366,104 |
|
| Daily Pivots for day following 16-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-008 |
109-225 |
108-192 |
|
| R3 |
109-155 |
109-052 |
108-145 |
|
| R2 |
108-302 |
108-302 |
108-129 |
|
| R1 |
108-200 |
108-200 |
108-113 |
108-165 |
| PP |
108-130 |
108-130 |
108-130 |
108-112 |
| S1 |
108-028 |
108-028 |
108-082 |
107-312 |
| S2 |
107-278 |
107-278 |
108-066 |
|
| S3 |
107-105 |
107-175 |
108-050 |
|
| S4 |
106-252 |
107-002 |
108-003 |
|
|
| 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 |
107-300 |
0-310 |
0.9% |
0-140 |
0.4% |
38% |
False |
False |
1,382,311 |
| 10 |
108-290 |
107-180 |
1-110 |
1.2% |
0-159 |
0.5% |
55% |
False |
False |
1,294,714 |
| 20 |
108-315 |
107-180 |
1-135 |
1.3% |
0-133 |
0.4% |
52% |
False |
False |
1,046,655 |
| 40 |
108-315 |
105-298 |
3-018 |
2.8% |
0-148 |
0.4% |
78% |
False |
False |
1,356,697 |
| 60 |
108-315 |
104-040 |
4-275 |
4.5% |
0-154 |
0.4% |
86% |
False |
False |
909,574 |
| 80 |
108-315 |
104-040 |
4-275 |
4.5% |
0-127 |
0.4% |
86% |
False |
False |
682,187 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-102 |
0.3% |
86% |
False |
False |
545,749 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-085 |
0.2% |
86% |
False |
False |
454,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-006 |
|
2.618 |
110-044 |
|
1.618 |
109-192 |
|
1.000 |
109-085 |
|
0.618 |
109-019 |
|
HIGH |
108-232 |
|
0.618 |
108-167 |
|
0.500 |
108-146 |
|
0.382 |
108-126 |
|
LOW |
108-060 |
|
0.618 |
107-273 |
|
1.000 |
107-208 |
|
1.618 |
107-101 |
|
2.618 |
106-248 |
|
4.250 |
105-287 |
|
|
| Fisher Pivots for day following 16-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-146 |
108-135 |
| PP |
108-130 |
108-122 |
| S1 |
108-114 |
108-110 |
|