ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 24-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2024 |
24-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
107-270 |
107-260 |
-0-010 |
0.0% |
108-228 |
| High |
107-295 |
108-005 |
0-030 |
0.1% |
108-232 |
| Low |
107-220 |
107-180 |
-0-040 |
-0.1% |
107-165 |
| Close |
107-242 |
107-192 |
-0-050 |
-0.1% |
107-218 |
| Range |
0-075 |
0-145 |
0-070 |
93.3% |
1-068 |
| ATR |
0-139 |
0-139 |
0-000 |
0.3% |
0-000 |
| Volume |
930,210 |
1,387,851 |
457,641 |
49.2% |
5,406,686 |
|
| Daily Pivots for day following 24-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-028 |
108-255 |
107-272 |
|
| R3 |
108-202 |
108-110 |
107-232 |
|
| R2 |
108-058 |
108-058 |
107-219 |
|
| R1 |
107-285 |
107-285 |
107-206 |
107-259 |
| PP |
107-232 |
107-232 |
107-232 |
107-219 |
| S1 |
107-140 |
107-140 |
107-179 |
107-114 |
| S2 |
107-088 |
107-088 |
107-166 |
|
| S3 |
106-262 |
106-315 |
107-153 |
|
| S4 |
106-118 |
106-170 |
107-113 |
|
|
| 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 |
108-022 |
107-165 |
0-178 |
0.5% |
0-102 |
0.3% |
15% |
False |
False |
1,059,923 |
| 10 |
108-290 |
107-165 |
1-125 |
1.3% |
0-134 |
0.4% |
6% |
False |
False |
1,271,766 |
| 20 |
108-315 |
107-165 |
1-150 |
1.4% |
0-135 |
0.4% |
6% |
False |
False |
1,111,369 |
| 40 |
108-315 |
105-298 |
3-018 |
2.8% |
0-147 |
0.4% |
55% |
False |
False |
1,371,269 |
| 60 |
108-315 |
104-212 |
4-102 |
4.0% |
0-151 |
0.4% |
68% |
False |
False |
1,022,025 |
| 80 |
108-315 |
104-040 |
4-275 |
4.5% |
0-135 |
0.4% |
72% |
False |
False |
766,776 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-109 |
0.3% |
72% |
False |
False |
613,421 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-091 |
0.3% |
72% |
False |
False |
511,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-301 |
|
2.618 |
109-065 |
|
1.618 |
108-240 |
|
1.000 |
108-150 |
|
0.618 |
108-095 |
|
HIGH |
108-005 |
|
0.618 |
107-270 |
|
0.500 |
107-252 |
|
0.382 |
107-235 |
|
LOW |
107-180 |
|
0.618 |
107-090 |
|
1.000 |
107-035 |
|
1.618 |
106-265 |
|
2.618 |
106-120 |
|
4.250 |
105-204 |
|
|
| Fisher Pivots for day following 24-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-252 |
107-252 |
| PP |
107-232 |
107-232 |
| S1 |
107-212 |
107-212 |
|