ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 26-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2024 |
26-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
108-048 |
108-128 |
0-080 |
0.2% |
108-095 |
| High |
108-108 |
108-138 |
0-030 |
0.1% |
108-142 |
| Low |
107-285 |
108-015 |
0-050 |
0.1% |
107-285 |
| Close |
108-080 |
108-018 |
-0-062 |
-0.2% |
108-018 |
| Range |
0-142 |
0-122 |
-0-020 |
-14.0% |
0-178 |
| ATR |
0-101 |
0-102 |
0-002 |
1.5% |
0-000 |
| Volume |
753 |
916 |
163 |
21.6% |
5,600 |
|
| Daily Pivots for day following 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-104 |
109-023 |
108-085 |
|
| R3 |
108-302 |
108-221 |
108-051 |
|
| R2 |
108-179 |
108-179 |
108-040 |
|
| R1 |
108-098 |
108-098 |
108-029 |
108-078 |
| PP |
108-057 |
108-057 |
108-057 |
108-046 |
| S1 |
107-296 |
107-296 |
108-006 |
107-275 |
| S2 |
107-254 |
107-254 |
107-315 |
|
| S3 |
107-132 |
107-173 |
107-304 |
|
| S4 |
107-009 |
107-051 |
107-270 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-254 |
109-153 |
108-115 |
|
| R3 |
109-077 |
108-296 |
108-066 |
|
| R2 |
108-219 |
108-219 |
108-050 |
|
| R1 |
108-118 |
108-118 |
108-034 |
108-080 |
| PP |
108-042 |
108-042 |
108-042 |
108-022 |
| S1 |
107-261 |
107-261 |
108-001 |
107-222 |
| S2 |
107-184 |
107-184 |
107-305 |
|
| S3 |
107-007 |
107-083 |
107-289 |
|
| S4 |
106-149 |
106-226 |
107-240 |
|
|
| 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% |
0-102 |
0.3% |
30% |
False |
False |
1,120 |
| 10 |
109-085 |
107-285 |
1-120 |
1.3% |
0-094 |
0.3% |
12% |
False |
False |
639 |
| 20 |
109-085 |
107-285 |
1-120 |
1.3% |
0-063 |
0.2% |
12% |
False |
False |
319 |
| 40 |
109-128 |
107-102 |
2-025 |
1.9% |
0-033 |
0.1% |
35% |
False |
False |
160 |
| 60 |
109-128 |
105-088 |
4-040 |
3.8% |
0-022 |
0.1% |
67% |
False |
False |
106 |
| 80 |
109-128 |
104-235 |
4-212 |
4.3% |
0-017 |
0.0% |
71% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-018 |
|
2.618 |
109-138 |
|
1.618 |
109-016 |
|
1.000 |
108-260 |
|
0.618 |
108-213 |
|
HIGH |
108-138 |
|
0.618 |
108-091 |
|
0.500 |
108-076 |
|
0.382 |
108-062 |
|
LOW |
108-015 |
|
0.618 |
107-259 |
|
1.000 |
107-212 |
|
1.618 |
107-137 |
|
2.618 |
107-014 |
|
4.250 |
106-134 |
|
|
| Fisher Pivots for day following 26-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-076 |
108-054 |
| PP |
108-057 |
108-042 |
| S1 |
108-037 |
108-030 |
|