ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 22-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2024 |
22-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
107-258 |
107-238 |
-0-020 |
-0.1% |
108-228 |
| High |
107-270 |
107-305 |
0-035 |
0.1% |
108-232 |
| Low |
107-165 |
107-215 |
0-050 |
0.1% |
107-165 |
| Close |
107-218 |
107-288 |
0-070 |
0.2% |
107-218 |
| Range |
0-105 |
0-090 |
-0-015 |
-14.3% |
1-068 |
| ATR |
0-148 |
0-143 |
-0-004 |
-2.8% |
0-000 |
| Volume |
1,114,925 |
836,228 |
-278,697 |
-25.0% |
5,406,686 |
|
| Daily Pivots for day following 22-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-219 |
108-183 |
108-017 |
|
| R3 |
108-129 |
108-093 |
107-312 |
|
| R2 |
108-039 |
108-039 |
107-304 |
|
| R1 |
108-003 |
108-003 |
107-296 |
108-021 |
| PP |
107-269 |
107-269 |
107-269 |
107-278 |
| S1 |
107-233 |
107-233 |
107-279 |
107-251 |
| S2 |
107-179 |
107-179 |
107-271 |
|
| S3 |
107-089 |
107-143 |
107-263 |
|
| S4 |
106-319 |
107-053 |
107-238 |
|
|
| 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 |
108-232 |
107-165 |
1-068 |
1.1% |
0-133 |
0.4% |
32% |
False |
False |
1,248,582 |
| 10 |
108-290 |
107-165 |
1-125 |
1.3% |
0-137 |
0.4% |
28% |
False |
False |
1,260,901 |
| 20 |
108-315 |
107-165 |
1-150 |
1.4% |
0-134 |
0.4% |
26% |
False |
False |
1,077,122 |
| 40 |
108-315 |
105-298 |
3-018 |
2.8% |
0-148 |
0.4% |
64% |
False |
False |
1,413,197 |
| 60 |
108-315 |
104-105 |
4-210 |
4.3% |
0-154 |
0.4% |
77% |
False |
False |
983,544 |
| 80 |
108-315 |
104-040 |
4-275 |
4.5% |
0-134 |
0.4% |
78% |
False |
False |
737,800 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-107 |
0.3% |
78% |
False |
False |
590,240 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-089 |
0.3% |
78% |
False |
False |
491,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-048 |
|
2.618 |
108-221 |
|
1.618 |
108-131 |
|
1.000 |
108-075 |
|
0.618 |
108-041 |
|
HIGH |
107-305 |
|
0.618 |
107-271 |
|
0.500 |
107-260 |
|
0.382 |
107-249 |
|
LOW |
107-215 |
|
0.618 |
107-159 |
|
1.000 |
107-125 |
|
1.618 |
107-069 |
|
2.618 |
106-299 |
|
4.250 |
106-152 |
|
|
| Fisher Pivots for day following 22-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-278 |
107-276 |
| PP |
107-269 |
107-265 |
| S1 |
107-260 |
107-254 |
|