ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 25-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2024 |
25-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
107-260 |
107-190 |
-0-070 |
-0.2% |
108-228 |
| High |
108-005 |
107-300 |
-0-025 |
-0.1% |
108-232 |
| Low |
107-180 |
107-142 |
-0-038 |
-0.1% |
107-165 |
| Close |
107-192 |
107-270 |
0-078 |
0.2% |
107-218 |
| Range |
0-145 |
0-158 |
0-012 |
8.6% |
1-068 |
| ATR |
0-139 |
0-140 |
0-001 |
0.9% |
0-000 |
| Volume |
1,387,851 |
1,276,720 |
-111,131 |
-8.0% |
5,406,686 |
|
| Daily Pivots for day following 25-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-070 |
109-008 |
108-037 |
|
| R3 |
108-232 |
108-170 |
107-313 |
|
| R2 |
108-075 |
108-075 |
107-299 |
|
| R1 |
108-012 |
108-012 |
107-284 |
108-044 |
| PP |
107-238 |
107-238 |
107-238 |
107-253 |
| S1 |
107-175 |
107-175 |
107-256 |
107-206 |
| S2 |
107-080 |
107-080 |
107-241 |
|
| S3 |
106-242 |
107-018 |
107-227 |
|
| S4 |
106-085 |
106-180 |
107-183 |
|
|
| 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 |
108-005 |
107-142 |
0-182 |
0.5% |
0-114 |
0.3% |
70% |
False |
True |
1,109,186 |
| 10 |
108-290 |
107-142 |
1-148 |
1.4% |
0-142 |
0.4% |
27% |
False |
True |
1,304,380 |
| 20 |
108-315 |
107-142 |
1-172 |
1.4% |
0-140 |
0.4% |
26% |
False |
True |
1,157,889 |
| 40 |
108-315 |
106-095 |
2-220 |
2.5% |
0-147 |
0.4% |
58% |
False |
False |
1,262,218 |
| 60 |
108-315 |
104-212 |
4-102 |
4.0% |
0-152 |
0.4% |
74% |
False |
False |
1,043,294 |
| 80 |
108-315 |
104-040 |
4-275 |
4.5% |
0-137 |
0.4% |
77% |
False |
False |
782,735 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-111 |
0.3% |
77% |
False |
False |
626,188 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-092 |
0.3% |
77% |
False |
False |
521,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-009 |
|
2.618 |
109-072 |
|
1.618 |
108-235 |
|
1.000 |
108-138 |
|
0.618 |
108-077 |
|
HIGH |
107-300 |
|
0.618 |
107-240 |
|
0.500 |
107-221 |
|
0.382 |
107-203 |
|
LOW |
107-142 |
|
0.618 |
107-045 |
|
1.000 |
106-305 |
|
1.618 |
106-208 |
|
2.618 |
106-050 |
|
4.250 |
105-113 |
|
|
| Fisher Pivots for day following 25-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-254 |
107-258 |
| PP |
107-238 |
107-246 |
| S1 |
107-221 |
107-234 |
|