ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 12-Jan-2024

Day Change Summary
	Previous	Current
	11-Jan-2024	12-Jan-2024	Change	Change %	Previous Week
Open	108-035	108-172	0-138	0.4%	107-315
High	108-175	108-290	0-115	0.3%	108-290
Low	107-300	108-108	0-128	0.4%	107-258
Close	108-158	108-248	0-090	0.3%	108-248
Range	0-195	0-182	-0-012	-6.4%	1-032
ATR	0-146	0-149	0-003	1.8%	0-000
Volume	1,714,907	1,491,207	-223,700	-13.0%	6,366,104

Daily Pivots for day following 12-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	110-122	110-048	109-028
R3	109-260	109-185	108-298
R2	109-078	109-078	108-281
R1	109-002	109-002	108-264	109-040
PP	108-215	108-215	108-215	108-234
S1	108-140	108-140	108-231	108-178
S2	108-032	108-032	108-214
S3	107-170	107-278	108-197
S4	106-308	107-095	108-147

Weekly Pivots for week ending 12-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	111-256	111-124	109-121
R3	110-223	110-092	109-024
R2	109-191	109-191	108-312
R1	109-059	109-059	108-280	109-125
PP	108-158	108-158	108-158	108-191
S1	108-027	108-027	108-215	108-092
S2	107-126	107-126	108-183
S3	106-093	106-314	108-151
S4	105-061	105-282	108-054

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108-290	107-258	1-032	1.0%	0-142	0.4%	88%	True	False	1,273,220
10	108-290	107-180	1-110	1.2%	0-152	0.4%	90%	True	False	1,194,978
20	108-315	107-180	1-135	1.3%	0-134	0.4%	85%	False	False	1,065,693
40	108-315	105-290	3-025	2.8%	0-149	0.4%	93%	False	False	1,313,123
60	108-315	104-040	4-275	4.5%	0-154	0.4%	96%	False	False	879,677
80	108-315	104-040	4-275	4.5%	0-125	0.4%	96%	False	False	659,763
100	108-315	104-040	4-275	4.5%	0-100	0.3%	96%	False	False	527,811
120	108-315	104-040	4-275	4.5%	0-084	0.2%	96%	False	False	439,842

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	0-046
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111-106
2.618	110-128
1.618	109-265
1.000	109-152
0.618	109-083
HIGH	108-290
0.618	108-220
0.500	108-199
0.382	108-177
LOW	108-108
0.618	107-315
1.000	107-245
1.618	107-132
2.618	106-270
4.250	105-292

Fisher Pivots for day following 12-Jan-2024
Pivot	1 day	3 day
R1	108-231	108-210
PP	108-215	108-172
S1	108-199	108-135

Download as Excel Spreadsheet

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

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