ECBOT 5 Year T-Note Future June 2024


Trading Metrics calculated at close of trading on 12-Jan-2024
Day Change Summary
Previous Current
11-Jan-2024 12-Jan-2024 Change Change % Previous Week
Open 108-275 109-030 0-075 0.2% 108-200
High 108-292 109-085 0-112 0.3% 109-085
Low 108-185 109-030 0-165 0.5% 108-165
Close 108-292 109-062 0-090 0.3% 109-062
Range 0-108 0-055 -0-052 -48.8% 0-240
ATR 0-083 0-085 0-002 2.5% 0-000
Volume 1 2 1 100.0% 3
Daily Pivots for day following 12-Jan-2024
Classic Woodie Camarilla DeMark
R4 109-224 109-198 109-093
R3 109-169 109-143 109-078
R2 109-114 109-114 109-073
R1 109-088 109-088 109-068 109-101
PP 109-059 109-059 109-059 109-066
S1 109-033 109-033 109-057 109-046
S2 109-004 109-004 109-052
S3 108-269 108-298 109-047
S4 108-214 108-243 109-032
Weekly Pivots for week ending 12-Jan-2024
Classic Woodie Camarilla DeMark
R4 111-078 110-310 109-194
R3 110-158 110-070 109-128
R2 109-238 109-238 109-106
R1 109-150 109-150 109-084 109-194
PP 108-318 108-318 108-318 109-019
S1 108-230 108-230 109-040 108-274
S2 108-078 108-078 109-018
S3 107-158 107-310 108-316
S4 106-238 107-070 108-250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-085 108-165 0-240 0.7% 0-036 0.1% 91% True False
10 109-085 108-050 1-035 1.0% 0-038 0.1% 94% True False
20 109-128 108-050 1-078 1.1% 0-023 0.1% 84% False False
40 109-128 106-150 2-298 2.7% 0-011 0.0% 93% False False
60 109-128 104-235 4-212 4.3% 0-008 0.0% 96% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109-319
2.618 109-229
1.618 109-174
1.000 109-140
0.618 109-119
HIGH 109-085
0.618 109-064
0.500 109-058
0.382 109-051
LOW 109-030
0.618 108-316
1.000 108-295
1.618 108-261
2.618 108-206
4.250 108-116
Fisher Pivots for day following 12-Jan-2024
Pivot 1 day 3 day
R1 109-061 109-030
PP 109-059 108-318
S1 109-058 108-285

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

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