ECBOT 5 Year T-Note Future June 2024


Trading Metrics calculated at close of trading on 10-Jan-2024
Day Change Summary
Previous Current
09-Jan-2024 10-Jan-2024 Change Change % Previous Week
Open 108-170 108-165 -0-005 0.0% 108-235
High 108-170 108-182 0-012 0.0% 108-275
Low 108-170 108-165 -0-005 0.0% 108-050
Close 108-170 108-165 -0-005 0.0% 108-125
Range 0-000 0-018 0-018 0-225
ATR 0-084 0-079 -0-005 -5.7% 0-000
Volume
Daily Pivots for day following 10-Jan-2024
Classic Woodie Camarilla DeMark
R4 108-223 108-212 108-175
R3 108-206 108-194 108-170
R2 108-188 108-188 108-168
R1 108-177 108-177 108-167 108-174
PP 108-171 108-171 108-171 108-169
S1 108-159 108-159 108-163 108-156
S2 108-153 108-153 108-162
S3 108-136 108-142 108-160
S4 108-118 108-124 108-155
Weekly Pivots for week ending 05-Jan-2024
Classic Woodie Camarilla DeMark
R4 110-185 110-060 108-249
R3 109-280 109-155 108-187
R2 109-055 109-055 108-166
R1 108-250 108-250 108-146 108-200
PP 108-150 108-150 108-150 108-125
S1 108-025 108-025 108-104 107-295
S2 107-245 107-245 108-084
S3 107-020 107-120 108-063
S4 106-115 106-215 108-001
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108-200 108-050 0-150 0.4% 0-029 0.1% 77% False False
10 109-128 108-050 1-078 1.1% 0-024 0.1% 29% False False
20 109-128 107-175 1-272 1.7% 0-014 0.0% 52% False False
40 109-128 105-282 3-165 3.2% 0-007 0.0% 75% False False
60 109-128 104-235 4-212 4.3% 0-005 0.0% 81% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 108-257
2.618 108-228
1.618 108-211
1.000 108-200
0.618 108-193
HIGH 108-182
0.618 108-176
0.500 108-174
0.382 108-172
LOW 108-165
0.618 108-154
1.000 108-148
1.618 108-137
2.618 108-119
4.250 108-091
Fisher Pivots for day following 10-Jan-2024
Pivot 1 day 3 day
R1 108-174 108-182
PP 108-171 108-177
S1 108-168 108-171

These figures are updated between 7pm and 10pm EST after a trading day.

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