ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 18-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2024 |
18-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
108-182 |
108-070 |
-0-112 |
-0.3% |
108-200 |
| High |
108-245 |
108-145 |
-0-100 |
-0.3% |
109-085 |
| Low |
108-082 |
108-065 |
-0-018 |
-0.1% |
108-165 |
| Close |
108-108 |
108-070 |
-0-038 |
-0.1% |
109-062 |
| Range |
0-162 |
0-080 |
-0-082 |
-50.8% |
0-240 |
| ATR |
0-098 |
0-096 |
-0-001 |
-1.3% |
0-000 |
| Volume |
2 |
664 |
662 |
33,100.0% |
3 |
|
| Daily Pivots for day following 18-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-013 |
108-282 |
108-114 |
|
| R3 |
108-253 |
108-202 |
108-092 |
|
| R2 |
108-173 |
108-173 |
108-085 |
|
| R1 |
108-122 |
108-122 |
108-077 |
108-110 |
| PP |
108-093 |
108-093 |
108-093 |
108-088 |
| S1 |
108-042 |
108-042 |
108-063 |
108-030 |
| S2 |
108-013 |
108-013 |
108-055 |
|
| S3 |
107-253 |
107-282 |
108-048 |
|
| S4 |
107-173 |
107-202 |
108-026 |
|
|
| 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 |
108-065 |
1-020 |
1.0% |
0-094 |
0.3% |
1% |
False |
True |
149 |
| 10 |
109-085 |
108-050 |
1-035 |
1.0% |
0-061 |
0.2% |
6% |
False |
False |
74 |
| 20 |
109-128 |
108-050 |
1-078 |
1.1% |
0-038 |
0.1% |
5% |
False |
False |
37 |
| 40 |
109-128 |
106-170 |
2-278 |
2.6% |
0-019 |
0.1% |
59% |
False |
False |
18 |
| 60 |
109-128 |
104-280 |
4-168 |
4.2% |
0-013 |
0.0% |
74% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-165 |
|
2.618 |
109-034 |
|
1.618 |
108-274 |
|
1.000 |
108-225 |
|
0.618 |
108-194 |
|
HIGH |
108-145 |
|
0.618 |
108-114 |
|
0.500 |
108-105 |
|
0.382 |
108-096 |
|
LOW |
108-065 |
|
0.618 |
108-016 |
|
1.000 |
107-305 |
|
1.618 |
107-256 |
|
2.618 |
107-176 |
|
4.250 |
107-045 |
|
|
| Fisher Pivots for day following 18-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-105 |
108-160 |
| PP |
108-093 |
108-130 |
| S1 |
108-082 |
108-100 |
|