ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 29-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2024 |
29-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
107-295 |
107-262 |
-0-032 |
-0.1% |
107-238 |
| High |
108-010 |
108-015 |
0-005 |
0.0% |
108-010 |
| Low |
107-200 |
107-235 |
0-035 |
0.1% |
107-142 |
| Close |
107-208 |
107-300 |
0-092 |
0.3% |
107-208 |
| Range |
0-130 |
0-100 |
-0-030 |
-23.1% |
0-188 |
| ATR |
0-140 |
0-139 |
-0-001 |
-0.6% |
0-000 |
| Volume |
1,015,991 |
1,004,551 |
-11,440 |
-1.1% |
5,447,000 |
|
| Daily Pivots for day following 29-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-270 |
108-225 |
108-035 |
|
| R3 |
108-170 |
108-125 |
108-008 |
|
| R2 |
108-070 |
108-070 |
107-318 |
|
| R1 |
108-025 |
108-025 |
107-309 |
108-048 |
| PP |
107-290 |
107-290 |
107-290 |
107-301 |
| S1 |
107-245 |
107-245 |
107-291 |
107-268 |
| S2 |
107-190 |
107-190 |
107-282 |
|
| S3 |
107-090 |
107-145 |
107-272 |
|
| S4 |
106-310 |
107-045 |
107-245 |
|
|
| 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 |
108-015 |
107-142 |
0-192 |
0.6% |
0-122 |
0.4% |
82% |
True |
False |
1,123,064 |
| 10 |
108-232 |
107-142 |
1-090 |
1.2% |
0-127 |
0.4% |
38% |
False |
False |
1,185,823 |
| 20 |
108-290 |
107-142 |
1-148 |
1.4% |
0-139 |
0.4% |
34% |
False |
False |
1,190,401 |
| 40 |
108-315 |
106-242 |
2-072 |
2.1% |
0-144 |
0.4% |
53% |
False |
False |
1,195,846 |
| 60 |
108-315 |
104-212 |
4-102 |
4.0% |
0-152 |
0.4% |
76% |
False |
False |
1,076,937 |
| 80 |
108-315 |
104-040 |
4-275 |
4.5% |
0-140 |
0.4% |
78% |
False |
False |
807,991 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-113 |
0.3% |
78% |
False |
False |
646,393 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-094 |
0.3% |
78% |
False |
False |
538,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-120 |
|
2.618 |
108-277 |
|
1.618 |
108-177 |
|
1.000 |
108-115 |
|
0.618 |
108-077 |
|
HIGH |
108-015 |
|
0.618 |
107-297 |
|
0.500 |
107-285 |
|
0.382 |
107-273 |
|
LOW |
107-235 |
|
0.618 |
107-173 |
|
1.000 |
107-135 |
|
1.618 |
107-073 |
|
2.618 |
106-293 |
|
4.250 |
106-130 |
|
|
| Fisher Pivots for day following 29-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-295 |
107-280 |
| PP |
107-290 |
107-259 |
| S1 |
107-285 |
107-239 |
|