ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 25-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2024 |
25-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
108-142 |
108-048 |
-0-095 |
-0.3% |
108-255 |
| High |
108-142 |
108-108 |
-0-035 |
-0.1% |
108-255 |
| Low |
107-315 |
107-285 |
-0-030 |
-0.1% |
107-298 |
| Close |
108-002 |
108-080 |
0-078 |
0.2% |
108-028 |
| Range |
0-148 |
0-142 |
-0-005 |
-3.4% |
0-278 |
| ATR |
0-098 |
0-101 |
0-003 |
3.3% |
0-000 |
| Volume |
1,143 |
753 |
-390 |
-34.1% |
795 |
|
| Daily Pivots for day following 25-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-158 |
109-102 |
108-158 |
|
| R3 |
109-016 |
108-279 |
108-119 |
|
| R2 |
108-193 |
108-193 |
108-106 |
|
| R1 |
108-137 |
108-137 |
108-093 |
108-165 |
| PP |
108-051 |
108-051 |
108-051 |
108-065 |
| S1 |
107-314 |
107-314 |
108-067 |
108-022 |
| S2 |
107-228 |
107-228 |
108-054 |
|
| S3 |
107-086 |
107-172 |
108-041 |
|
| S4 |
106-263 |
107-029 |
108-002 |
|
|
| 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 |
108-142 |
107-285 |
0-178 |
0.5% |
0-092 |
0.3% |
65% |
False |
True |
947 |
| 10 |
109-085 |
107-285 |
1-120 |
1.3% |
0-092 |
0.3% |
26% |
False |
True |
548 |
| 20 |
109-128 |
107-285 |
1-162 |
1.4% |
0-058 |
0.2% |
24% |
False |
True |
274 |
| 40 |
109-128 |
107-102 |
2-025 |
1.9% |
0-030 |
0.1% |
45% |
False |
False |
137 |
| 60 |
109-128 |
105-088 |
4-040 |
3.8% |
0-020 |
0.1% |
72% |
False |
False |
91 |
| 80 |
109-128 |
104-235 |
4-212 |
4.3% |
0-015 |
0.0% |
75% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-073 |
|
2.618 |
109-161 |
|
1.618 |
109-018 |
|
1.000 |
108-250 |
|
0.618 |
108-196 |
|
HIGH |
108-108 |
|
0.618 |
108-053 |
|
0.500 |
108-036 |
|
0.382 |
108-019 |
|
LOW |
107-285 |
|
0.618 |
107-197 |
|
1.000 |
107-142 |
|
1.618 |
107-054 |
|
2.618 |
106-232 |
|
4.250 |
105-319 |
|
|
| Fisher Pivots for day following 25-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-065 |
108-071 |
| PP |
108-051 |
108-062 |
| S1 |
108-036 |
108-054 |
|