ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 22-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2024 |
22-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
108-035 |
108-095 |
0-060 |
0.2% |
108-255 |
| High |
108-050 |
108-120 |
0-070 |
0.2% |
108-255 |
| Low |
107-298 |
108-095 |
0-118 |
0.3% |
107-298 |
| Close |
108-028 |
108-105 |
0-078 |
0.2% |
108-028 |
| Range |
0-072 |
0-025 |
-0-048 |
-65.5% |
0-278 |
| ATR |
0-096 |
0-096 |
0-000 |
-0.3% |
0-000 |
| Volume |
51 |
2,373 |
2,322 |
4,552.9% |
795 |
|
| Daily Pivots for day following 22-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-182 |
108-168 |
108-119 |
|
| R3 |
108-157 |
108-143 |
108-112 |
|
| R2 |
108-132 |
108-132 |
108-110 |
|
| R1 |
108-118 |
108-118 |
108-107 |
108-125 |
| PP |
108-107 |
108-107 |
108-107 |
108-110 |
| S1 |
108-093 |
108-093 |
108-103 |
108-100 |
| S2 |
108-082 |
108-082 |
108-100 |
|
| S3 |
108-057 |
108-068 |
108-098 |
|
| S4 |
108-032 |
108-043 |
108-091 |
|
|
| 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 |
108-255 |
107-298 |
0-278 |
0.8% |
0-080 |
0.2% |
46% |
False |
False |
633 |
| 10 |
109-085 |
107-298 |
1-108 |
1.2% |
0-058 |
0.2% |
30% |
False |
False |
317 |
| 20 |
109-128 |
107-298 |
1-150 |
1.4% |
0-043 |
0.1% |
27% |
False |
False |
158 |
| 40 |
109-128 |
106-170 |
2-278 |
2.6% |
0-021 |
0.1% |
63% |
False |
False |
79 |
| 60 |
109-128 |
104-280 |
4-168 |
4.2% |
0-014 |
0.0% |
76% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-226 |
|
2.618 |
108-185 |
|
1.618 |
108-160 |
|
1.000 |
108-145 |
|
0.618 |
108-135 |
|
HIGH |
108-120 |
|
0.618 |
108-110 |
|
0.500 |
108-108 |
|
0.382 |
108-105 |
|
LOW |
108-095 |
|
0.618 |
108-080 |
|
1.000 |
108-070 |
|
1.618 |
108-055 |
|
2.618 |
108-030 |
|
4.250 |
107-309 |
|
|
| Fisher Pivots for day following 22-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-108 |
108-090 |
| PP |
108-107 |
108-076 |
| S1 |
108-106 |
108-061 |
|