ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 24-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2024 |
24-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
108-105 |
108-142 |
0-038 |
0.1% |
108-255 |
| High |
108-108 |
108-142 |
0-035 |
0.1% |
108-255 |
| Low |
108-038 |
107-315 |
-0-042 |
-0.1% |
107-298 |
| Close |
108-058 |
108-002 |
-0-055 |
-0.2% |
108-028 |
| Range |
0-070 |
0-148 |
0-078 |
110.7% |
0-278 |
| ATR |
0-094 |
0-098 |
0-004 |
4.1% |
0-000 |
| Volume |
415 |
1,143 |
728 |
175.4% |
795 |
|
| Daily Pivots for day following 24-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-169 |
109-073 |
108-084 |
|
| R3 |
109-022 |
108-246 |
108-043 |
|
| R2 |
108-194 |
108-194 |
108-030 |
|
| R1 |
108-098 |
108-098 |
108-016 |
108-072 |
| PP |
108-047 |
108-047 |
108-047 |
108-034 |
| S1 |
107-271 |
107-271 |
107-309 |
107-245 |
| S2 |
107-219 |
107-219 |
107-295 |
|
| S3 |
107-072 |
107-123 |
107-282 |
|
| S4 |
106-244 |
106-296 |
107-241 |
|
|
| 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 |
108-145 |
107-298 |
0-168 |
0.5% |
0-079 |
0.2% |
15% |
False |
False |
929 |
| 10 |
109-085 |
107-298 |
1-108 |
1.2% |
0-080 |
0.2% |
6% |
False |
False |
472 |
| 20 |
109-128 |
107-298 |
1-150 |
1.4% |
0-051 |
0.1% |
5% |
False |
False |
236 |
| 40 |
109-128 |
106-290 |
2-158 |
2.3% |
0-027 |
0.1% |
44% |
False |
False |
118 |
| 60 |
109-128 |
105-088 |
4-040 |
3.8% |
0-018 |
0.1% |
66% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-129 |
|
2.618 |
109-209 |
|
1.618 |
109-061 |
|
1.000 |
108-290 |
|
0.618 |
108-234 |
|
HIGH |
108-142 |
|
0.618 |
108-086 |
|
0.500 |
108-069 |
|
0.382 |
108-051 |
|
LOW |
107-315 |
|
0.618 |
107-224 |
|
1.000 |
107-168 |
|
1.618 |
107-076 |
|
2.618 |
106-249 |
|
4.250 |
106-008 |
|
|
| Fisher Pivots for day following 24-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-069 |
108-069 |
| PP |
108-047 |
108-047 |
| S1 |
108-025 |
108-025 |
|