ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 29-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2024 |
29-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
108-128 |
108-062 |
-0-065 |
-0.2% |
108-095 |
| High |
108-138 |
108-150 |
0-012 |
0.0% |
108-142 |
| Low |
108-015 |
108-062 |
0-048 |
0.1% |
107-285 |
| Close |
108-018 |
108-115 |
0-098 |
0.3% |
108-018 |
| Range |
0-122 |
0-088 |
-0-035 |
-28.6% |
0-178 |
| ATR |
0-102 |
0-105 |
0-002 |
2.1% |
0-000 |
| Volume |
916 |
1,464 |
548 |
59.8% |
5,600 |
|
| Daily Pivots for day following 29-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-052 |
109-011 |
108-163 |
|
| R3 |
108-284 |
108-243 |
108-139 |
|
| R2 |
108-197 |
108-197 |
108-131 |
|
| R1 |
108-156 |
108-156 |
108-123 |
108-176 |
| PP |
108-109 |
108-109 |
108-109 |
108-119 |
| S1 |
108-068 |
108-068 |
108-107 |
108-089 |
| S2 |
108-022 |
108-022 |
108-099 |
|
| S3 |
107-254 |
107-301 |
108-091 |
|
| S4 |
107-167 |
107-213 |
108-067 |
|
|
| 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 |
108-150 |
107-285 |
0-185 |
0.5% |
0-114 |
0.3% |
81% |
True |
False |
938 |
| 10 |
108-255 |
107-285 |
0-290 |
0.8% |
0-097 |
0.3% |
52% |
False |
False |
785 |
| 20 |
109-085 |
107-285 |
1-120 |
1.3% |
0-068 |
0.2% |
34% |
False |
False |
393 |
| 40 |
109-128 |
107-102 |
2-025 |
1.9% |
0-036 |
0.1% |
50% |
False |
False |
196 |
| 60 |
109-128 |
105-248 |
3-200 |
3.3% |
0-024 |
0.1% |
71% |
False |
False |
131 |
| 80 |
109-128 |
104-235 |
4-212 |
4.3% |
0-018 |
0.1% |
78% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-202 |
|
2.618 |
109-059 |
|
1.618 |
108-292 |
|
1.000 |
108-238 |
|
0.618 |
108-204 |
|
HIGH |
108-150 |
|
0.618 |
108-117 |
|
0.500 |
108-106 |
|
0.382 |
108-096 |
|
LOW |
108-062 |
|
0.618 |
108-008 |
|
1.000 |
107-295 |
|
1.618 |
107-241 |
|
2.618 |
107-153 |
|
4.250 |
107-011 |
|
|
| Fisher Pivots for day following 29-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-112 |
108-096 |
| PP |
108-109 |
108-077 |
| S1 |
108-106 |
108-058 |
|