ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 31-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2024 |
31-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
107-305 |
107-318 |
0-012 |
0.0% |
107-238 |
| High |
108-035 |
108-192 |
0-158 |
0.5% |
108-010 |
| Low |
107-235 |
107-308 |
0-072 |
0.2% |
107-142 |
| Close |
107-282 |
108-125 |
0-162 |
0.5% |
107-208 |
| Range |
0-120 |
0-205 |
0-085 |
70.8% |
0-188 |
| ATR |
0-137 |
0-144 |
0-007 |
4.8% |
0-000 |
| Volume |
1,271,387 |
2,822,130 |
1,550,743 |
122.0% |
5,447,000 |
|
| Daily Pivots for day following 31-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-077 |
109-306 |
108-238 |
|
| R3 |
109-192 |
109-101 |
108-181 |
|
| R2 |
108-307 |
108-307 |
108-163 |
|
| R1 |
108-216 |
108-216 |
108-144 |
108-261 |
| PP |
108-102 |
108-102 |
108-102 |
108-124 |
| S1 |
108-011 |
108-011 |
108-106 |
108-056 |
| S2 |
107-217 |
107-217 |
108-087 |
|
| S3 |
107-012 |
107-126 |
108-069 |
|
| S4 |
106-127 |
106-241 |
108-012 |
|
|
| 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 |
108-192 |
107-142 |
1-050 |
1.1% |
0-142 |
0.4% |
82% |
True |
False |
1,478,155 |
| 10 |
108-192 |
107-142 |
1-050 |
1.1% |
0-122 |
0.4% |
82% |
True |
False |
1,269,039 |
| 20 |
108-290 |
107-142 |
1-148 |
1.3% |
0-143 |
0.4% |
65% |
False |
False |
1,305,527 |
| 40 |
108-315 |
106-242 |
2-072 |
2.1% |
0-141 |
0.4% |
73% |
False |
False |
1,202,433 |
| 60 |
108-315 |
105-050 |
3-265 |
3.5% |
0-151 |
0.4% |
84% |
False |
False |
1,145,043 |
| 80 |
108-315 |
104-040 |
4-275 |
4.5% |
0-143 |
0.4% |
88% |
False |
False |
859,158 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-116 |
0.3% |
88% |
False |
False |
687,328 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-097 |
0.3% |
88% |
False |
False |
572,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-104 |
|
2.618 |
110-089 |
|
1.618 |
109-204 |
|
1.000 |
109-078 |
|
0.618 |
108-319 |
|
HIGH |
108-192 |
|
0.618 |
108-114 |
|
0.500 |
108-090 |
|
0.382 |
108-066 |
|
LOW |
107-308 |
|
0.618 |
107-181 |
|
1.000 |
107-102 |
|
1.618 |
106-296 |
|
2.618 |
106-091 |
|
4.250 |
105-076 |
|
|
| Fisher Pivots for day following 31-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-113 |
108-101 |
| PP |
108-102 |
108-078 |
| S1 |
108-090 |
108-054 |
|