ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 18-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2024 |
18-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
108-110 |
107-282 |
-0-148 |
-0.4% |
107-315 |
| High |
108-138 |
108-022 |
-0-115 |
-0.3% |
108-290 |
| Low |
107-258 |
107-245 |
-0-012 |
0.0% |
107-258 |
| Close |
107-288 |
107-258 |
-0-030 |
-0.1% |
108-248 |
| Range |
0-200 |
0-098 |
-0-102 |
-51.3% |
1-032 |
| ATR |
0-155 |
0-151 |
-0-004 |
-2.6% |
0-000 |
| Volume |
1,467,507 |
1,030,403 |
-437,104 |
-29.8% |
6,366,104 |
|
| Daily Pivots for day following 18-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-254 |
108-193 |
107-311 |
|
| R3 |
108-157 |
108-096 |
107-284 |
|
| R2 |
108-059 |
108-059 |
107-275 |
|
| R1 |
107-318 |
107-318 |
107-266 |
107-300 |
| PP |
107-282 |
107-282 |
107-282 |
107-272 |
| S1 |
107-221 |
107-221 |
107-249 |
107-202 |
| S2 |
107-184 |
107-184 |
107-240 |
|
| S3 |
107-087 |
107-123 |
107-231 |
|
| S4 |
106-309 |
107-026 |
107-204 |
|
|
| 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 |
107-245 |
1-045 |
1.1% |
0-170 |
0.5% |
3% |
False |
True |
1,499,575 |
| 10 |
108-290 |
107-180 |
1-110 |
1.2% |
0-158 |
0.5% |
18% |
False |
False |
1,317,233 |
| 20 |
108-315 |
107-180 |
1-135 |
1.3% |
0-136 |
0.4% |
17% |
False |
False |
1,058,214 |
| 40 |
108-315 |
105-298 |
3-018 |
2.8% |
0-148 |
0.4% |
61% |
False |
False |
1,414,754 |
| 60 |
108-315 |
104-105 |
4-210 |
4.3% |
0-156 |
0.5% |
75% |
False |
False |
951,168 |
| 80 |
108-315 |
104-040 |
4-275 |
4.5% |
0-131 |
0.4% |
76% |
False |
False |
713,410 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-105 |
0.3% |
76% |
False |
False |
570,729 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-087 |
0.3% |
76% |
False |
False |
475,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-117 |
|
2.618 |
108-278 |
|
1.618 |
108-180 |
|
1.000 |
108-120 |
|
0.618 |
108-083 |
|
HIGH |
108-022 |
|
0.618 |
107-305 |
|
0.500 |
107-294 |
|
0.382 |
107-282 |
|
LOW |
107-245 |
|
0.618 |
107-185 |
|
1.000 |
107-148 |
|
1.618 |
107-087 |
|
2.618 |
106-310 |
|
4.250 |
106-151 |
|
|
| Fisher Pivots for day following 18-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-294 |
108-079 |
| PP |
107-282 |
108-032 |
| S1 |
107-270 |
107-305 |
|