ECBOT 5 Year T-Note Future June 2024


Trading Metrics calculated at close of trading on 16-Jan-2024
Day Change Summary
Previous Current
12-Jan-2024 16-Jan-2024 Change Change % Previous Week
Open 109-030 108-255 -0-095 -0.3% 108-200
High 109-085 108-255 -0-150 -0.4% 109-085
Low 109-030 108-192 -0-158 -0.5% 108-165
Close 109-062 108-235 -0-148 -0.4% 109-062
Range 0-055 0-062 0-008 13.6% 0-240
ATR 0-085 0-093 0-007 8.8% 0-000
Volume 2 78 76 3,800.0% 3
Daily Pivots for day following 16-Jan-2024
Classic Woodie Camarilla DeMark
R4 109-095 109-068 108-269
R3 109-032 109-005 108-252
R2 108-290 108-290 108-246
R1 108-262 108-262 108-241 108-245
PP 108-228 108-228 108-228 108-219
S1 108-200 108-200 108-229 108-182
S2 108-165 108-165 108-224
S3 108-102 108-138 108-218
S4 108-040 108-075 108-201
Weekly Pivots for week ending 12-Jan-2024
Classic Woodie Camarilla DeMark
R4 111-078 110-310 109-194
R3 110-158 110-070 109-128
R2 109-238 109-238 109-106
R1 109-150 109-150 109-084 109-194
PP 108-318 108-318 108-318 109-019
S1 108-230 108-230 109-040 108-274
S2 108-078 108-078 109-018
S3 107-158 107-310 108-316
S4 106-238 107-070 108-250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-085 108-165 0-240 0.7% 0-048 0.1% 29% False False 16
10 109-085 108-050 1-035 1.0% 0-044 0.1% 52% False False 8
20 109-128 108-050 1-078 1.1% 0-026 0.1% 47% False False 4
40 109-128 106-170 2-278 2.6% 0-013 0.0% 77% False False 2
60 109-128 104-235 4-212 4.3% 0-009 0.0% 86% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109-201
2.618 109-099
1.618 109-036
1.000 108-318
0.618 108-294
HIGH 108-255
0.618 108-231
0.500 108-224
0.382 108-216
LOW 108-192
0.618 108-154
1.000 108-130
1.618 108-091
2.618 108-029
4.250 107-247
Fisher Pivots for day following 16-Jan-2024
Pivot 1 day 3 day
R1 108-231 108-295
PP 108-228 108-275
S1 108-224 108-255

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

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