ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 19-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2024 |
19-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
108-070 |
108-035 |
-0-035 |
-0.1% |
108-255 |
| High |
108-145 |
108-050 |
-0-095 |
-0.3% |
108-255 |
| Low |
108-065 |
107-298 |
-0-088 |
-0.3% |
107-298 |
| Close |
108-070 |
108-028 |
-0-042 |
-0.1% |
108-028 |
| Range |
0-080 |
0-072 |
-0-008 |
-9.4% |
0-278 |
| ATR |
0-096 |
0-096 |
0-000 |
-0.3% |
0-000 |
| Volume |
664 |
51 |
-613 |
-92.3% |
795 |
|
| Daily Pivots for day following 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-236 |
108-204 |
108-067 |
|
| R3 |
108-163 |
108-132 |
108-047 |
|
| R2 |
108-091 |
108-091 |
108-041 |
|
| R1 |
108-059 |
108-059 |
108-034 |
108-039 |
| PP |
108-018 |
108-018 |
108-018 |
108-008 |
| S1 |
107-307 |
107-307 |
108-021 |
107-286 |
| S2 |
107-266 |
107-266 |
108-014 |
|
| S3 |
107-193 |
107-234 |
108-008 |
|
| S4 |
107-121 |
107-162 |
107-308 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-279 |
110-111 |
108-180 |
|
| R3 |
110-002 |
109-153 |
108-104 |
|
| R2 |
109-044 |
109-044 |
108-078 |
|
| R1 |
108-196 |
108-196 |
108-053 |
108-141 |
| PP |
108-087 |
108-087 |
108-087 |
108-059 |
| S1 |
107-238 |
107-238 |
108-002 |
107-184 |
| S2 |
107-129 |
107-129 |
107-297 |
|
| S3 |
106-172 |
106-281 |
107-271 |
|
| S4 |
105-214 |
106-003 |
107-195 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-085 |
107-298 |
1-108 |
1.2% |
0-086 |
0.3% |
12% |
False |
True |
159 |
| 10 |
109-085 |
107-298 |
1-108 |
1.2% |
0-068 |
0.2% |
12% |
False |
True |
79 |
| 20 |
109-128 |
107-298 |
1-150 |
1.4% |
0-042 |
0.1% |
11% |
False |
True |
40 |
| 40 |
109-128 |
106-170 |
2-278 |
2.7% |
0-021 |
0.1% |
54% |
False |
False |
20 |
| 60 |
109-128 |
104-280 |
4-168 |
4.2% |
0-014 |
0.0% |
71% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-038 |
|
2.618 |
108-240 |
|
1.618 |
108-167 |
|
1.000 |
108-122 |
|
0.618 |
108-095 |
|
HIGH |
108-050 |
|
0.618 |
108-022 |
|
0.500 |
108-014 |
|
0.382 |
108-005 |
|
LOW |
107-298 |
|
0.618 |
107-253 |
|
1.000 |
107-225 |
|
1.618 |
107-180 |
|
2.618 |
107-108 |
|
4.250 |
106-309 |
|
|
| Fisher Pivots for day following 19-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-023 |
108-111 |
| PP |
108-018 |
108-083 |
| S1 |
108-014 |
108-055 |
|