ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 10-Jan-2024

Day Change Summary
	Previous	Current
	09-Jan-2024	10-Jan-2024	Change	Change %	Previous Week
Open	108-018	108-045	0-028	0.1%	108-212
High	108-065	108-095	0-030	0.1%	108-240
Low	107-312	108-018	0-025	0.1%	107-180
Close	108-035	108-030	-0-005	0.0%	107-310
Range	0-072	0-078	0-005	6.9%	1-060
ATR	0-147	0-142	-0-005	-3.4%	0-000
Volume	961,017	950,577	-10,440	-1.1%	4,787,192

Daily Pivots for day following 10-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	108-280	108-232	108-073
R3	108-202	108-155	108-051
R2	108-125	108-125	108-044
R1	108-078	108-078	108-037	108-062
PP	108-048	108-048	108-048	108-040
S1	108-000	108-000	108-023	107-305
S2	107-290	107-290	108-016
S3	107-212	107-242	108-009
S4	107-135	107-165	107-307

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%	0-148	0.4%	55%	False	False	1,134,891
10	108-315	107-180	1-135	1.3%	0-139	0.4%	37%	False	False	1,011,398
20	108-315	106-292	2-022	1.9%	0-142	0.4%	57%	False	False	1,068,193
40	108-315	105-050	3-265	3.5%	0-151	0.4%	77%	False	False	1,235,810
60	108-315	104-040	4-275	4.5%	0-148	0.4%	82%	False	False	826,244
80	108-315	104-040	4-275	4.5%	0-121	0.3%	82%	False	False	619,687
100	108-315	104-040	4-275	4.5%	0-096	0.3%	82%	False	False	495,750
120	108-315	104-040	4-275	4.5%	0-080	0.2%	82%	False	False	413,125

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	109-104
2.618	108-298
1.618	108-220
1.000	108-172
0.618	108-143
HIGH	108-095
0.618	108-065
0.500	108-056
0.382	108-047
LOW	108-018
0.618	107-290
1.000	107-260
1.618	107-212
2.618	107-135
4.250	107-008

Fisher Pivots for day following 10-Jan-2024
Pivot	1 day	3 day
R1	108-056	108-029
PP	108-048	108-028
S1	108-039	108-028

Download as Excel Spreadsheet

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

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