ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 23-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2024 |
23-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
107-238 |
107-270 |
0-032 |
0.1% |
108-228 |
| High |
107-305 |
107-295 |
-0-010 |
0.0% |
108-232 |
| Low |
107-215 |
107-220 |
0-005 |
0.0% |
107-165 |
| Close |
107-288 |
107-242 |
-0-045 |
-0.1% |
107-218 |
| Range |
0-090 |
0-075 |
-0-015 |
-16.7% |
1-068 |
| ATR |
0-143 |
0-139 |
-0-005 |
-3.4% |
0-000 |
| Volume |
836,228 |
930,210 |
93,982 |
11.2% |
5,406,686 |
|
| Daily Pivots for day following 23-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-158 |
108-115 |
107-284 |
|
| R3 |
108-082 |
108-040 |
107-263 |
|
| R2 |
108-008 |
108-008 |
107-256 |
|
| R1 |
107-285 |
107-285 |
107-249 |
107-269 |
| PP |
107-252 |
107-252 |
107-252 |
107-244 |
| S1 |
107-210 |
107-210 |
107-236 |
107-194 |
| S2 |
107-178 |
107-178 |
107-229 |
|
| S3 |
107-102 |
107-135 |
107-222 |
|
| S4 |
107-028 |
107-060 |
107-201 |
|
|
| 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 |
108-138 |
107-165 |
0-292 |
0.8% |
0-114 |
0.3% |
26% |
False |
False |
1,075,854 |
| 10 |
108-290 |
107-165 |
1-125 |
1.3% |
0-127 |
0.4% |
17% |
False |
False |
1,229,083 |
| 20 |
108-315 |
107-165 |
1-150 |
1.4% |
0-132 |
0.4% |
16% |
False |
False |
1,074,853 |
| 40 |
108-315 |
105-298 |
3-018 |
2.8% |
0-146 |
0.4% |
60% |
False |
False |
1,373,562 |
| 60 |
108-315 |
104-105 |
4-210 |
4.3% |
0-152 |
0.4% |
74% |
False |
False |
998,906 |
| 80 |
108-315 |
104-040 |
4-275 |
4.5% |
0-135 |
0.4% |
75% |
False |
False |
749,427 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-108 |
0.3% |
75% |
False |
False |
599,542 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-090 |
0.3% |
75% |
False |
False |
499,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-294 |
|
2.618 |
108-171 |
|
1.618 |
108-096 |
|
1.000 |
108-050 |
|
0.618 |
108-021 |
|
HIGH |
107-295 |
|
0.618 |
107-266 |
|
0.500 |
107-258 |
|
0.382 |
107-249 |
|
LOW |
107-220 |
|
0.618 |
107-174 |
|
1.000 |
107-145 |
|
1.618 |
107-099 |
|
2.618 |
107-024 |
|
4.250 |
106-221 |
|
|
| Fisher Pivots for day following 23-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-258 |
107-240 |
| PP |
107-252 |
107-238 |
| S1 |
107-248 |
107-235 |
|