ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 17-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2024 |
17-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
108-255 |
108-182 |
-0-072 |
-0.2% |
108-200 |
| High |
108-255 |
108-245 |
-0-010 |
0.0% |
109-085 |
| Low |
108-192 |
108-082 |
-0-110 |
-0.3% |
108-165 |
| Close |
108-235 |
108-108 |
-0-128 |
-0.4% |
109-062 |
| Range |
0-062 |
0-162 |
0-100 |
160.0% |
0-240 |
| ATR |
0-093 |
0-098 |
0-005 |
5.4% |
0-000 |
| Volume |
78 |
2 |
-76 |
-97.4% |
3 |
|
| Daily Pivots for day following 17-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-312 |
109-212 |
108-197 |
|
| R3 |
109-150 |
109-050 |
108-152 |
|
| R2 |
108-308 |
108-308 |
108-137 |
|
| R1 |
108-208 |
108-208 |
108-122 |
108-176 |
| PP |
108-145 |
108-145 |
108-145 |
108-129 |
| S1 |
108-045 |
108-045 |
108-093 |
108-014 |
| S2 |
107-302 |
107-302 |
108-078 |
|
| S3 |
107-140 |
107-202 |
108-063 |
|
| S4 |
106-298 |
107-040 |
108-018 |
|
|
| 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 |
108-082 |
1-002 |
0.9% |
0-081 |
0.2% |
8% |
False |
True |
16 |
| 10 |
109-085 |
108-050 |
1-035 |
1.0% |
0-060 |
0.2% |
16% |
False |
False |
8 |
| 20 |
109-128 |
108-050 |
1-078 |
1.1% |
0-034 |
0.1% |
14% |
False |
False |
4 |
| 40 |
109-128 |
106-170 |
2-278 |
2.6% |
0-017 |
0.0% |
63% |
False |
False |
2 |
| 60 |
109-128 |
104-280 |
4-168 |
4.2% |
0-011 |
0.0% |
77% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-296 |
|
2.618 |
110-030 |
|
1.618 |
109-188 |
|
1.000 |
109-088 |
|
0.618 |
109-025 |
|
HIGH |
108-245 |
|
0.618 |
108-183 |
|
0.500 |
108-164 |
|
0.382 |
108-145 |
|
LOW |
108-082 |
|
0.618 |
107-302 |
|
1.000 |
107-240 |
|
1.618 |
107-140 |
|
2.618 |
106-297 |
|
4.250 |
106-032 |
|
|
| Fisher Pivots for day following 17-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-164 |
108-244 |
| PP |
108-145 |
108-198 |
| S1 |
108-126 |
108-153 |
|