ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 09-Jan-2024

Day Change Summary
	Previous	Current
	08-Jan-2024	09-Jan-2024	Change	Change %	Previous Week
Open	107-315	108-018	0-022	0.1%	108-212
High	108-118	108-065	-0-052	-0.2%	108-240
Low	107-258	107-312	0-055	0.2%	107-180
Close	108-065	108-035	-0-030	-0.1%	107-310
Range	0-180	0-072	-0-108	-59.7%	1-060
ATR	0-153	0-147	-0-006	-3.8%	0-000
Volume	1,248,396	961,017	-287,379	-23.0%	4,787,192

Daily Pivots for day following 09-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	108-248	108-214	108-075
R3	108-176	108-142	108-055
R2	108-103	108-103	108-048
R1	108-069	108-069	108-042	108-086
PP	108-031	108-031	108-031	108-039
S1	107-317	107-317	108-028	108-014
S2	107-278	107-278	108-022
S3	107-206	107-244	108-015
S4	107-133	107-172	107-315

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	108-170	107-180	0-310	0.9%	0-161	0.5%	56%	False	False	1,200,419
10	108-315	107-180	1-135	1.3%	0-136	0.4%	38%	False	False	950,973
20	108-315	106-242	2-072	2.1%	0-142	0.4%	61%	False	False	1,067,986
40	108-315	105-050	3-265	3.5%	0-153	0.4%	77%	False	False	1,212,532
60	108-315	104-040	4-275	4.5%	0-147	0.4%	82%	False	False	810,401
80	108-315	104-040	4-275	4.5%	0-120	0.3%	82%	False	False	607,805
100	108-315	104-040	4-275	4.5%	0-096	0.3%	82%	False	False	486,244
120	108-315	104-040	4-275	4.5%	0-080	0.2%	82%	False	False	405,203

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-035
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	109-053
2.618	108-255
1.618	108-182
1.000	108-138
0.618	108-110
HIGH	108-065
0.618	108-037
0.500	108-029
0.382	108-020
LOW	107-312
0.618	107-268
1.000	107-240
1.618	107-195
2.618	107-123
4.250	107-004

Fisher Pivots for day following 09-Jan-2024
Pivot	1 day	3 day
R1	108-033	108-020
PP	108-031	108-004
S1	108-029	107-309

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols