ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 17-Jan-2024

Day Change Summary
	Previous	Current
	16-Jan-2024	17-Jan-2024	Change	Change %	Previous Week
Open	108-228	108-110	-0-118	-0.3%	107-315
High	108-232	108-138	-0-095	-0.3%	108-290
Low	108-060	107-258	-0-122	-0.4%	107-258
Close	108-098	107-288	-0-130	-0.4%	108-248
Range	0-172	0-200	0-028	15.9%	1-032
ATR	0-151	0-155	0-003	2.3%	0-000
Volume	1,793,851	1,467,507	-326,344	-18.2%	6,366,104

Daily Pivots for day following 17-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	109-294	109-171	108-078
R3	109-094	108-291	108-022
R2	108-214	108-214	108-004
R1	108-091	108-091	107-306	108-052
PP	108-014	108-014	108-014	107-315
S1	107-211	107-211	107-269	107-172
S2	107-134	107-134	107-251
S3	106-254	107-011	107-232
S4	106-054	106-131	107-178

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%	0-166	0.5%	9%	False	True	1,483,609
10	108-290	107-180	1-110	1.2%	0-163	0.5%	25%	False	False	1,342,014
20	108-315	107-180	1-135	1.3%	0-136	0.4%	24%	False	False	1,047,608
40	108-315	105-298	3-018	2.8%	0-149	0.4%	64%	False	False	1,391,859
60	108-315	104-105	4-210	4.3%	0-156	0.5%	77%	False	False	934,010
80	108-315	104-040	4-275	4.5%	0-130	0.4%	78%	False	False	700,530
100	108-315	104-040	4-275	4.5%	0-104	0.3%	78%	False	False	560,425
120	108-315	104-040	4-275	4.5%	0-087	0.3%	78%	False	False	467,020

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	111-028
2.618	110-021
1.618	109-141
1.000	109-018
0.618	108-261
HIGH	108-138
0.618	108-061
0.500	108-038
0.382	108-014
LOW	107-258
0.618	107-134
1.000	107-058
1.618	106-254
2.618	106-054
4.250	105-048

Fisher Pivots for day following 17-Jan-2024
Pivot	1 day	3 day
R1	108-038	108-114
PP	108-014	108-065
S1	107-311	108-016

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

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