ECBOT 5 Year T-Note Future March 2024

Trading Metrics calculated at close of trading on 26-Jan-2024

Day Change Summary
	Previous	Current
	25-Jan-2024	26-Jan-2024	Change	Change %	Previous Week
Open	107-190	107-295	0-105	0.3%	107-238
High	107-300	108-010	0-030	0.1%	108-010
Low	107-142	107-200	0-058	0.2%	107-142
Close	107-270	107-208	-0-062	-0.2%	107-208
Range	0-158	0-130	-0-028	-17.5%	0-188
ATR	0-140	0-140	-0-001	-0.5%	0-000
Volume	1,276,720	1,015,991	-260,729	-20.4%	5,447,000

Daily Pivots for day following 26-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	108-316	108-232	107-279
R3	108-186	108-102	107-243
R2	108-056	108-056	107-231
R1	107-292	107-292	107-219	107-269
PP	107-246	107-246	107-246	107-234
S1	107-162	107-162	107-196	107-139
S2	107-116	107-116	107-184
S3	106-306	107-032	107-172
S4	106-176	106-222	107-136

Weekly Pivots for week ending 26-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	109-149	109-046	107-311
R3	108-282	108-178	107-259
R2	108-094	108-094	107-242
R1	107-311	107-311	107-225	107-269
PP	107-227	107-227	107-227	107-206
S1	107-123	107-123	107-190	107-081
S2	107-039	107-039	107-173
S3	106-172	106-256	107-156
S4	105-304	106-068	107-104

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108-010	107-142	0-188	0.5%	0-120	0.3%	35%	True	False	1,089,400
10	108-290	107-142	1-148	1.4%	0-136	0.4%	14%	False	False	1,234,489
20	108-298	107-142	1-155	1.4%	0-139	0.4%	14%	False	False	1,174,903
40	108-315	106-242	2-072	2.1%	0-145	0.4%	40%	False	False	1,222,458
60	108-315	104-212	4-102	4.0%	0-153	0.4%	69%	False	False	1,060,226
80	108-315	104-040	4-275	4.5%	0-139	0.4%	73%	False	False	795,434
100	108-315	104-040	4-275	4.5%	0-112	0.3%	73%	False	False	636,348
120	108-315	104-040	4-275	4.5%	0-093	0.3%	73%	False	False	530,290

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	0-034
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	109-242
2.618	109-030
1.618	108-220
1.000	108-140
0.618	108-090
HIGH	108-010
0.618	107-280
0.500	107-265
0.382	107-250
LOW	107-200
0.618	107-120
1.000	107-070
1.618	106-310
2.618	106-180
4.250	105-288

Fisher Pivots for day following 26-Jan-2024
Pivot	1 day	3 day
R1	107-265	107-236
PP	107-246	107-227
S1	107-227	107-217

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

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