ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 17-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2024 |
17-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
108-228 |
108-110 |
-0-118 |
-0.3% |
107-315 |
| High |
108-232 |
108-138 |
-0-095 |
-0.3% |
108-290 |
| Low |
108-060 |
107-258 |
-0-122 |
-0.4% |
107-258 |
| Close |
108-098 |
107-288 |
-0-130 |
-0.4% |
108-248 |
| Range |
0-172 |
0-200 |
0-028 |
15.9% |
1-032 |
| ATR |
0-151 |
0-155 |
0-003 |
2.3% |
0-000 |
| Volume |
1,793,851 |
1,467,507 |
-326,344 |
-18.2% |
6,366,104 |
|
| Daily Pivots for day following 17-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-294 |
109-171 |
108-078 |
|
| R3 |
109-094 |
108-291 |
108-022 |
|
| R2 |
108-214 |
108-214 |
108-004 |
|
| R1 |
108-091 |
108-091 |
107-306 |
108-052 |
| PP |
108-014 |
108-014 |
108-014 |
107-315 |
| S1 |
107-211 |
107-211 |
107-269 |
107-172 |
| S2 |
107-134 |
107-134 |
107-251 |
|
| S3 |
106-254 |
107-011 |
107-232 |
|
| S4 |
106-054 |
106-131 |
107-178 |
|
|
| 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% |
0-166 |
0.5% |
9% |
False |
True |
1,483,609 |
| 10 |
108-290 |
107-180 |
1-110 |
1.2% |
0-163 |
0.5% |
25% |
False |
False |
1,342,014 |
| 20 |
108-315 |
107-180 |
1-135 |
1.3% |
0-136 |
0.4% |
24% |
False |
False |
1,047,608 |
| 40 |
108-315 |
105-298 |
3-018 |
2.8% |
0-149 |
0.4% |
64% |
False |
False |
1,391,859 |
| 60 |
108-315 |
104-105 |
4-210 |
4.3% |
0-156 |
0.5% |
77% |
False |
False |
934,010 |
| 80 |
108-315 |
104-040 |
4-275 |
4.5% |
0-130 |
0.4% |
78% |
False |
False |
700,530 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-104 |
0.3% |
78% |
False |
False |
560,425 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-087 |
0.3% |
78% |
False |
False |
467,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-028 |
|
2.618 |
110-021 |
|
1.618 |
109-141 |
|
1.000 |
109-018 |
|
0.618 |
108-261 |
|
HIGH |
108-138 |
|
0.618 |
108-061 |
|
0.500 |
108-038 |
|
0.382 |
108-014 |
|
LOW |
107-258 |
|
0.618 |
107-134 |
|
1.000 |
107-058 |
|
1.618 |
106-254 |
|
2.618 |
106-054 |
|
4.250 |
105-048 |
|
|
| Fisher Pivots for day following 17-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-038 |
108-114 |
| PP |
108-014 |
108-065 |
| S1 |
107-311 |
108-016 |
|