ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 11-Jan-2024

Day Change Summary
	Previous	Current
	10-Jan-2024	11-Jan-2024	Change	Change %	Previous Week
Open	108-045	108-035	-0-010	0.0%	108-212
High	108-095	108-175	0-080	0.2%	108-240
Low	108-018	107-300	-0-038	-0.1%	107-180
Close	108-030	108-158	0-128	0.4%	107-310
Range	0-078	0-195	0-118	151.6%	1-060
ATR	0-142	0-146	0-004	2.6%	0-000
Volume	950,577	1,714,907	764,330	80.4%	4,787,192

Daily Pivots for day following 11-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	110-049	109-298	108-265
R3	109-174	109-103	108-211
R2	108-299	108-299	108-193
R1	108-228	108-228	108-175	108-264
PP	108-104	108-104	108-104	108-122
S1	108-033	108-033	108-140	108-069
S2	107-229	107-229	108-122
S3	107-034	107-158	108-104
S4	106-159	106-283	108-050

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	108-175	107-180	0-315	0.9%	0-156	0.4%	94%	True	False	1,268,706
10	108-298	107-180	1-118	1.3%	0-143	0.4%	68%	False	False	1,115,318
20	108-315	107-018	1-298	1.8%	0-144	0.4%	74%	False	False	1,086,139
40	108-315	105-112	3-202	3.3%	0-153	0.4%	86%	False	False	1,277,676
60	108-315	104-040	4-275	4.5%	0-151	0.4%	90%	False	False	854,826
80	108-315	104-040	4-275	4.5%	0-123	0.4%	90%	False	False	641,123
100	108-315	104-040	4-275	4.5%	0-098	0.3%	90%	False	False	512,899
120	108-315	104-040	4-275	4.5%	0-082	0.2%	90%	False	False	427,416

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	111-044
2.618	110-046
1.618	109-171
1.000	109-050
0.618	108-296
HIGH	108-175
0.618	108-101
0.500	108-078
0.382	108-054
LOW	107-300
0.618	107-179
1.000	107-105
1.618	106-304
2.618	106-109
4.250	105-111

Fisher Pivots for day following 11-Jan-2024
Pivot	1 day	3 day
R1	108-131	108-131
PP	108-104	108-104
S1	108-078	108-078

Download as Excel Spreadsheet

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

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