ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 26-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2024 |
26-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
107-190 |
107-295 |
0-105 |
0.3% |
107-238 |
| High |
107-300 |
108-010 |
0-030 |
0.1% |
108-010 |
| Low |
107-142 |
107-200 |
0-058 |
0.2% |
107-142 |
| Close |
107-270 |
107-208 |
-0-062 |
-0.2% |
107-208 |
| Range |
0-158 |
0-130 |
-0-028 |
-17.5% |
0-188 |
| ATR |
0-140 |
0-140 |
-0-001 |
-0.5% |
0-000 |
| Volume |
1,276,720 |
1,015,991 |
-260,729 |
-20.4% |
5,447,000 |
|
| Daily Pivots for day following 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-316 |
108-232 |
107-279 |
|
| R3 |
108-186 |
108-102 |
107-243 |
|
| R2 |
108-056 |
108-056 |
107-231 |
|
| R1 |
107-292 |
107-292 |
107-219 |
107-269 |
| PP |
107-246 |
107-246 |
107-246 |
107-234 |
| S1 |
107-162 |
107-162 |
107-196 |
107-139 |
| S2 |
107-116 |
107-116 |
107-184 |
|
| S3 |
106-306 |
107-032 |
107-172 |
|
| S4 |
106-176 |
106-222 |
107-136 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-149 |
109-046 |
107-311 |
|
| R3 |
108-282 |
108-178 |
107-259 |
|
| R2 |
108-094 |
108-094 |
107-242 |
|
| R1 |
107-311 |
107-311 |
107-225 |
107-269 |
| PP |
107-227 |
107-227 |
107-227 |
107-206 |
| S1 |
107-123 |
107-123 |
107-190 |
107-081 |
| S2 |
107-039 |
107-039 |
107-173 |
|
| S3 |
106-172 |
106-256 |
107-156 |
|
| S4 |
105-304 |
106-068 |
107-104 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-010 |
107-142 |
0-188 |
0.5% |
0-120 |
0.3% |
35% |
True |
False |
1,089,400 |
| 10 |
108-290 |
107-142 |
1-148 |
1.4% |
0-136 |
0.4% |
14% |
False |
False |
1,234,489 |
| 20 |
108-298 |
107-142 |
1-155 |
1.4% |
0-139 |
0.4% |
14% |
False |
False |
1,174,903 |
| 40 |
108-315 |
106-242 |
2-072 |
2.1% |
0-145 |
0.4% |
40% |
False |
False |
1,222,458 |
| 60 |
108-315 |
104-212 |
4-102 |
4.0% |
0-153 |
0.4% |
69% |
False |
False |
1,060,226 |
| 80 |
108-315 |
104-040 |
4-275 |
4.5% |
0-139 |
0.4% |
73% |
False |
False |
795,434 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-112 |
0.3% |
73% |
False |
False |
636,348 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-093 |
0.3% |
73% |
False |
False |
530,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-242 |
|
2.618 |
109-030 |
|
1.618 |
108-220 |
|
1.000 |
108-140 |
|
0.618 |
108-090 |
|
HIGH |
108-010 |
|
0.618 |
107-280 |
|
0.500 |
107-265 |
|
0.382 |
107-250 |
|
LOW |
107-200 |
|
0.618 |
107-120 |
|
1.000 |
107-070 |
|
1.618 |
106-310 |
|
2.618 |
106-180 |
|
4.250 |
105-288 |
|
|
| Fisher Pivots for day following 26-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-265 |
107-236 |
| PP |
107-246 |
107-227 |
| S1 |
107-227 |
107-217 |
|