ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 08-Jan-2024

Day Change Summary
	Previous	Current
	05-Jan-2024	08-Jan-2024	Change	Change %	Previous Week
Open	108-025	107-315	-0-030	-0.1%	108-212
High	108-115	108-118	0-002	0.0%	108-240
Low	107-180	107-258	0-078	0.2%	107-180
Close	107-310	108-065	0-075	0.2%	107-310
Range	0-255	0-180	-0-075	-29.4%	1-060
ATR	0-151	0-153	0-002	1.4%	0-000
Volume	1,468,633	1,248,396	-220,237	-15.0%	4,787,192

Daily Pivots for day following 08-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	109-260	109-182	108-164
R3	109-080	109-002	108-114
R2	108-220	108-220	108-098
R1	108-142	108-142	108-082	108-181
PP	108-040	108-040	108-040	108-059
S1	107-282	107-282	108-048	108-001
S2	107-180	107-180	108-032
S3	107-000	107-102	108-016
S4	106-140	106-242	107-286

Weekly Pivots for week ending 05-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	111-210	111-000	108-199
R3	110-150	109-260	108-094
R2	109-090	109-090	108-060
R1	108-200	108-200	108-025	108-115
PP	108-030	108-030	108-030	107-308
S1	107-140	107-140	107-275	107-055
S2	106-290	106-290	107-240
S3	105-230	106-080	107-206
S4	104-170	105-020	107-101

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108-240	107-180	1-060	1.1%	0-178	0.5%	54%	False	False	1,207,117
10	108-315	107-180	1-135	1.3%	0-137	0.4%	45%	False	False	920,623
20	108-315	106-242	2-072	2.1%	0-150	0.4%	65%	False	False	1,098,504
40	108-315	105-050	3-265	3.5%	0-156	0.5%	80%	False	False	1,189,289
60	108-315	104-040	4-275	4.5%	0-149	0.4%	84%	False	False	794,384
80	108-315	104-040	4-275	4.5%	0-119	0.3%	84%	False	False	595,792
100	108-315	104-040	4-275	4.5%	0-095	0.3%	84%	False	False	476,634
120	109-030	104-040	4-310	4.6%	0-079	0.2%	82%	False	False	397,195

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	110-242
2.618	109-269
1.618	109-089
1.000	108-298
0.618	108-229
HIGH	108-118
0.618	108-049
0.500	108-028
0.382	108-006
LOW	107-258
0.618	107-146
1.000	107-078
1.618	106-286
2.618	106-106
4.250	105-132

Fisher Pivots for day following 08-Jan-2024
Pivot	1 day	3 day
R1	108-052	108-048
PP	108-040	108-032
S1	108-028	108-015

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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