ECBOT 5 Year T-Note Future June 2024

Trading Metrics calculated at close of trading on 05-Jan-2024

Day Change Summary
	Previous	Current
	04-Jan-2024	05-Jan-2024	Change	Change %	Previous Week
Open	108-160	108-050	-0-110	-0.3%	108-235
High	108-160	108-178	0-018	0.1%	108-275
Low	108-160	108-050	-0-110	-0.3%	108-050
Close	108-160	108-125	-0-035	-0.1%	108-125
Range	0-000	0-128	0-128		0-225
ATR	0-087	0-089	0-003	3.4%	0-000
Volume	0	1	1		1

Daily Pivots for day following 05-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	109-180	109-120	108-195
R3	109-052	108-312	108-160
R2	108-245	108-245	108-148
R1	108-185	108-185	108-137	108-215
PP	108-118	108-118	108-118	108-132
S1	108-058	108-058	108-113	108-088
S2	107-310	107-310	108-102
S3	107-182	107-250	108-090
S4	107-055	107-122	108-055

Weekly Pivots for week ending 05-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	110-185	110-060	108-249
R3	109-280	109-155	108-187
R2	109-055	109-055	108-166
R1	108-250	108-250	108-146	108-200
PP	108-150	108-150	108-150	108-125
S1	108-025	108-025	108-104	107-295
S2	107-245	107-245	108-084
S3	107-020	107-120	108-063
S4	106-115	106-215	108-001

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109-052	108-050	1-002	0.9%	0-040	0.1%	23%	False	True
10	109-128	108-050	1-078	1.1%	0-027	0.1%	19%	False	True
20	109-128	107-138	1-310	1.8%	0-014	0.0%	49%	False	False
40	109-128	105-278	3-170	3.3%	0-007	0.0%	71%	False	False
60	109-128	104-235	4-212	4.3%	0-005	0.0%	78%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 68 trading days

Fibonacci Retracements and Extensions
4.250	110-079
2.618	109-191
1.618	109-064
1.000	108-305
0.618	108-256
HIGH	108-178
0.618	108-129
0.500	108-114
0.382	108-099
LOW	108-050
0.618	107-291
1.000	107-242
1.618	107-164
2.618	107-036
4.250	106-148

Fisher Pivots for day following 05-Jan-2024
Pivot	1 day	3 day
R1	108-121	108-162
PP	108-118	108-150
S1	108-114	108-138

Download as Excel Spreadsheet

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

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