ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 16-Jan-2024

Day Change Summary
	Previous	Current
	12-Jan-2024	16-Jan-2024	Change	Change %	Previous Week
Open	108-172	108-228	0-055	0.2%	107-315
High	108-290	108-232	-0-058	-0.2%	108-290
Low	108-108	108-060	-0-048	-0.1%	107-258
Close	108-248	108-098	-0-150	-0.4%	108-248
Range	0-182	0-172	-0-010	-5.5%	1-032
ATR	0-149	0-151	0-003	1.9%	0-000
Volume	1,491,207	1,793,851	302,644	20.3%	6,366,104

Daily Pivots for day following 16-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	110-008	109-225	108-192
R3	109-155	109-052	108-145
R2	108-302	108-302	108-129
R1	108-200	108-200	108-113	108-165
PP	108-130	108-130	108-130	108-112
S1	108-028	108-028	108-082	107-312
S2	107-278	107-278	108-066
S3	107-105	107-175	108-050
S4	106-252	107-002	108-003

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	107-300	0-310	0.9%	0-140	0.4%	38%	False	False	1,382,311
10	108-290	107-180	1-110	1.2%	0-159	0.5%	55%	False	False	1,294,714
20	108-315	107-180	1-135	1.3%	0-133	0.4%	52%	False	False	1,046,655
40	108-315	105-298	3-018	2.8%	0-148	0.4%	78%	False	False	1,356,697
60	108-315	104-040	4-275	4.5%	0-154	0.4%	86%	False	False	909,574
80	108-315	104-040	4-275	4.5%	0-127	0.4%	86%	False	False	682,187
100	108-315	104-040	4-275	4.5%	0-102	0.3%	86%	False	False	545,749
120	108-315	104-040	4-275	4.5%	0-085	0.2%	86%	False	False	454,791

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	0-044
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	111-006
2.618	110-044
1.618	109-192
1.000	109-085
0.618	109-019
HIGH	108-232
0.618	108-167
0.500	108-146
0.382	108-126
LOW	108-060
0.618	107-273
1.000	107-208
1.618	107-101
2.618	106-248
4.250	105-287

Fisher Pivots for day following 16-Jan-2024
Pivot	1 day	3 day
R1	108-146	108-135
PP	108-130	108-122
S1	108-114	108-110

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

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