ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 24-Jan-2024

Day Change Summary
	Previous	Current
	23-Jan-2024	24-Jan-2024	Change	Change %	Previous Week
Open	107-270	107-260	-0-010	0.0%	108-228
High	107-295	108-005	0-030	0.1%	108-232
Low	107-220	107-180	-0-040	-0.1%	107-165
Close	107-242	107-192	-0-050	-0.1%	107-218
Range	0-075	0-145	0-070	93.3%	1-068
ATR	0-139	0-139	0-000	0.3%	0-000
Volume	930,210	1,387,851	457,641	49.2%	5,406,686

Daily Pivots for day following 24-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	109-028	108-255	107-272
R3	108-202	108-110	107-232
R2	108-058	108-058	107-219
R1	107-285	107-285	107-206	107-259
PP	107-232	107-232	107-232	107-219
S1	107-140	107-140	107-179	107-114
S2	107-088	107-088	107-166
S3	106-262	106-315	107-153
S4	106-118	106-170	107-113

Weekly Pivots for week ending 19-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	111-194	110-273	108-111
R3	110-127	109-206	108-004
R2	109-059	109-059	107-289
R1	108-138	108-138	107-253	108-065
PP	107-312	107-312	107-312	107-275
S1	107-071	107-071	107-182	106-318
S2	106-244	106-244	107-146
S3	105-177	106-003	107-111
S4	104-109	104-256	107-004

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108-022	107-165	0-178	0.5%	0-102	0.3%	15%	False	False	1,059,923
10	108-290	107-165	1-125	1.3%	0-134	0.4%	6%	False	False	1,271,766
20	108-315	107-165	1-150	1.4%	0-135	0.4%	6%	False	False	1,111,369
40	108-315	105-298	3-018	2.8%	0-147	0.4%	55%	False	False	1,371,269
60	108-315	104-212	4-102	4.0%	0-151	0.4%	68%	False	False	1,022,025
80	108-315	104-040	4-275	4.5%	0-135	0.4%	72%	False	False	766,776
100	108-315	104-040	4-275	4.5%	0-109	0.3%	72%	False	False	613,421
120	108-315	104-040	4-275	4.5%	0-091	0.3%	72%	False	False	511,184

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	109-301
2.618	109-065
1.618	108-240
1.000	108-150
0.618	108-095
HIGH	108-005
0.618	107-270
0.500	107-252
0.382	107-235
LOW	107-180
0.618	107-090
1.000	107-035
1.618	106-265
2.618	106-120
4.250	105-204

Fisher Pivots for day following 24-Jan-2024
Pivot	1 day	3 day
R1	107-252	107-252
PP	107-232	107-232
S1	107-212	107-212

Download as Excel Spreadsheet

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

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