ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 19-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2024 |
19-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
107-282 |
107-258 |
-0-025 |
-0.1% |
108-228 |
| High |
108-022 |
107-270 |
-0-072 |
-0.2% |
108-232 |
| Low |
107-245 |
107-165 |
-0-080 |
-0.2% |
107-165 |
| Close |
107-258 |
107-218 |
-0-040 |
-0.1% |
107-218 |
| Range |
0-098 |
0-105 |
0-008 |
7.7% |
1-068 |
| ATR |
0-151 |
0-148 |
-0-003 |
-2.2% |
0-000 |
| Volume |
1,030,403 |
1,114,925 |
84,522 |
8.2% |
5,406,686 |
|
| Daily Pivots for day following 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-212 |
108-160 |
107-275 |
|
| R3 |
108-108 |
108-055 |
107-246 |
|
| R2 |
108-002 |
108-002 |
107-237 |
|
| R1 |
107-270 |
107-270 |
107-227 |
107-244 |
| PP |
107-218 |
107-218 |
107-218 |
107-204 |
| S1 |
107-165 |
107-165 |
107-208 |
107-139 |
| S2 |
107-112 |
107-112 |
107-198 |
|
| S3 |
107-008 |
107-060 |
107-189 |
|
| S4 |
106-222 |
106-275 |
107-160 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-194 |
110-273 |
108-111 |
|
| R3 |
110-127 |
109-206 |
108-004 |
|
| R2 |
109-059 |
109-059 |
107-289 |
|
| R1 |
108-138 |
108-138 |
107-253 |
108-065 |
| PP |
107-312 |
107-312 |
107-312 |
107-275 |
| S1 |
107-071 |
107-071 |
107-182 |
106-318 |
| S2 |
106-244 |
106-244 |
107-146 |
|
| S3 |
105-177 |
106-003 |
107-111 |
|
| S4 |
104-109 |
104-256 |
107-004 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-290 |
107-165 |
1-125 |
1.3% |
0-152 |
0.4% |
12% |
False |
True |
1,379,578 |
| 10 |
108-290 |
107-165 |
1-125 |
1.3% |
0-154 |
0.4% |
12% |
False |
True |
1,324,142 |
| 20 |
108-315 |
107-165 |
1-150 |
1.4% |
0-137 |
0.4% |
11% |
False |
True |
1,078,389 |
| 40 |
108-315 |
105-298 |
3-018 |
2.8% |
0-148 |
0.4% |
57% |
False |
False |
1,432,046 |
| 60 |
108-315 |
104-105 |
4-210 |
4.3% |
0-154 |
0.4% |
72% |
False |
False |
969,675 |
| 80 |
108-315 |
104-040 |
4-275 |
4.5% |
0-132 |
0.4% |
73% |
False |
False |
727,347 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-106 |
0.3% |
73% |
False |
False |
581,878 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-088 |
0.3% |
73% |
False |
False |
484,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-076 |
|
2.618 |
108-225 |
|
1.618 |
108-120 |
|
1.000 |
108-055 |
|
0.618 |
108-015 |
|
HIGH |
107-270 |
|
0.618 |
107-230 |
|
0.500 |
107-218 |
|
0.382 |
107-205 |
|
LOW |
107-165 |
|
0.618 |
107-100 |
|
1.000 |
107-060 |
|
1.618 |
106-315 |
|
2.618 |
106-210 |
|
4.250 |
106-039 |
|
|
| Fisher Pivots for day following 19-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-218 |
107-311 |
| PP |
107-218 |
107-280 |
| S1 |
107-218 |
107-249 |
|