ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 16-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2024 |
16-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
109-030 |
108-255 |
-0-095 |
-0.3% |
108-200 |
| High |
109-085 |
108-255 |
-0-150 |
-0.4% |
109-085 |
| Low |
109-030 |
108-192 |
-0-158 |
-0.5% |
108-165 |
| Close |
109-062 |
108-235 |
-0-148 |
-0.4% |
109-062 |
| Range |
0-055 |
0-062 |
0-008 |
13.6% |
0-240 |
| ATR |
0-085 |
0-093 |
0-007 |
8.8% |
0-000 |
| Volume |
2 |
78 |
76 |
3,800.0% |
3 |
|
| Daily Pivots for day following 16-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-095 |
109-068 |
108-269 |
|
| R3 |
109-032 |
109-005 |
108-252 |
|
| R2 |
108-290 |
108-290 |
108-246 |
|
| R1 |
108-262 |
108-262 |
108-241 |
108-245 |
| PP |
108-228 |
108-228 |
108-228 |
108-219 |
| S1 |
108-200 |
108-200 |
108-229 |
108-182 |
| S2 |
108-165 |
108-165 |
108-224 |
|
| S3 |
108-102 |
108-138 |
108-218 |
|
| S4 |
108-040 |
108-075 |
108-201 |
|
|
| 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% |
0-048 |
0.1% |
29% |
False |
False |
16 |
| 10 |
109-085 |
108-050 |
1-035 |
1.0% |
0-044 |
0.1% |
52% |
False |
False |
8 |
| 20 |
109-128 |
108-050 |
1-078 |
1.1% |
0-026 |
0.1% |
47% |
False |
False |
4 |
| 40 |
109-128 |
106-170 |
2-278 |
2.6% |
0-013 |
0.0% |
77% |
False |
False |
2 |
| 60 |
109-128 |
104-235 |
4-212 |
4.3% |
0-009 |
0.0% |
86% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-201 |
|
2.618 |
109-099 |
|
1.618 |
109-036 |
|
1.000 |
108-318 |
|
0.618 |
108-294 |
|
HIGH |
108-255 |
|
0.618 |
108-231 |
|
0.500 |
108-224 |
|
0.382 |
108-216 |
|
LOW |
108-192 |
|
0.618 |
108-154 |
|
1.000 |
108-130 |
|
1.618 |
108-091 |
|
2.618 |
108-029 |
|
4.250 |
107-247 |
|
|
| Fisher Pivots for day following 16-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-231 |
108-295 |
| PP |
108-228 |
108-275 |
| S1 |
108-224 |
108-255 |
|