ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 30-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2024 |
30-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
107-262 |
107-305 |
0-042 |
0.1% |
107-238 |
| High |
108-015 |
108-035 |
0-020 |
0.1% |
108-010 |
| Low |
107-235 |
107-235 |
0-000 |
0.0% |
107-142 |
| Close |
107-300 |
107-282 |
-0-018 |
-0.1% |
107-208 |
| Range |
0-100 |
0-120 |
0-020 |
20.0% |
0-188 |
| ATR |
0-139 |
0-137 |
-0-001 |
-1.0% |
0-000 |
| Volume |
1,004,551 |
1,271,387 |
266,836 |
26.6% |
5,447,000 |
|
| Daily Pivots for day following 30-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-011 |
108-267 |
108-028 |
|
| R3 |
108-211 |
108-147 |
107-316 |
|
| R2 |
108-091 |
108-091 |
107-304 |
|
| R1 |
108-027 |
108-027 |
107-294 |
107-319 |
| PP |
107-291 |
107-291 |
107-291 |
107-277 |
| S1 |
107-227 |
107-227 |
107-272 |
107-199 |
| S2 |
107-171 |
107-171 |
107-260 |
|
| S3 |
107-051 |
107-107 |
107-250 |
|
| S4 |
106-251 |
106-307 |
107-216 |
|
|
| 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 |
108-035 |
107-142 |
0-212 |
0.6% |
0-130 |
0.4% |
66% |
True |
False |
1,191,300 |
| 10 |
108-138 |
107-142 |
0-315 |
0.9% |
0-122 |
0.4% |
44% |
False |
False |
1,133,577 |
| 20 |
108-290 |
107-142 |
1-148 |
1.4% |
0-141 |
0.4% |
30% |
False |
False |
1,214,146 |
| 40 |
108-315 |
106-242 |
2-072 |
2.1% |
0-142 |
0.4% |
51% |
False |
False |
1,178,047 |
| 60 |
108-315 |
105-050 |
3-265 |
3.5% |
0-150 |
0.4% |
71% |
False |
False |
1,098,045 |
| 80 |
108-315 |
104-040 |
4-275 |
4.5% |
0-141 |
0.4% |
77% |
False |
False |
823,882 |
| 100 |
108-315 |
104-040 |
4-275 |
4.5% |
0-114 |
0.3% |
77% |
False |
False |
659,107 |
| 120 |
108-315 |
104-040 |
4-275 |
4.5% |
0-095 |
0.3% |
77% |
False |
False |
549,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-225 |
|
2.618 |
109-029 |
|
1.618 |
108-229 |
|
1.000 |
108-155 |
|
0.618 |
108-109 |
|
HIGH |
108-035 |
|
0.618 |
107-309 |
|
0.500 |
107-295 |
|
0.382 |
107-281 |
|
LOW |
107-235 |
|
0.618 |
107-161 |
|
1.000 |
107-115 |
|
1.618 |
107-041 |
|
2.618 |
106-241 |
|
4.250 |
106-045 |
|
|
| Fisher Pivots for day following 30-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
107-295 |
107-281 |
| PP |
107-291 |
107-279 |
| S1 |
107-287 |
107-278 |
|