ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 31-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2024 |
31-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
108-132 |
108-152 |
0-020 |
0.1% |
108-095 |
| High |
108-168 |
109-018 |
0-170 |
0.5% |
108-142 |
| Low |
108-055 |
108-150 |
0-095 |
0.3% |
107-285 |
| Close |
108-100 |
108-268 |
0-168 |
0.5% |
108-018 |
| Range |
0-112 |
0-188 |
0-075 |
66.7% |
0-178 |
| ATR |
0-105 |
0-115 |
0-009 |
9.0% |
0-000 |
| Volume |
2,180 |
3,272 |
1,092 |
50.1% |
5,600 |
|
| Daily Pivots for day following 31-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-174 |
110-088 |
109-051 |
|
| R3 |
109-307 |
109-221 |
108-319 |
|
| R2 |
109-119 |
109-119 |
108-302 |
|
| R1 |
109-033 |
109-033 |
108-285 |
109-076 |
| PP |
108-252 |
108-252 |
108-252 |
108-273 |
| S1 |
108-166 |
108-166 |
108-250 |
108-209 |
| S2 |
108-064 |
108-064 |
108-233 |
|
| S3 |
107-197 |
107-298 |
108-216 |
|
| S4 |
107-009 |
107-111 |
108-164 |
|
|
| 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 |
109-018 |
107-285 |
1-052 |
1.1% |
0-130 |
0.4% |
81% |
True |
False |
1,717 |
| 10 |
109-018 |
107-285 |
1-052 |
1.1% |
0-105 |
0.3% |
81% |
True |
False |
1,323 |
| 20 |
109-085 |
107-285 |
1-120 |
1.3% |
0-082 |
0.2% |
69% |
False |
False |
665 |
| 40 |
109-128 |
107-138 |
1-310 |
1.8% |
0-043 |
0.1% |
71% |
False |
False |
332 |
| 60 |
109-128 |
105-278 |
3-170 |
3.2% |
0-029 |
0.1% |
84% |
False |
False |
221 |
| 80 |
109-128 |
104-235 |
4-212 |
4.3% |
0-022 |
0.1% |
88% |
False |
False |
166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-174 |
|
2.618 |
110-188 |
|
1.618 |
110-001 |
|
1.000 |
109-205 |
|
0.618 |
109-133 |
|
HIGH |
109-018 |
|
0.618 |
108-266 |
|
0.500 |
108-244 |
|
0.382 |
108-222 |
|
LOW |
108-150 |
|
0.618 |
108-034 |
|
1.000 |
107-282 |
|
1.618 |
107-167 |
|
2.618 |
106-299 |
|
4.250 |
105-313 |
|
|
| Fisher Pivots for day following 31-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-260 |
108-244 |
| PP |
108-252 |
108-220 |
| S1 |
108-244 |
108-196 |
|