ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 23-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2024 |
23-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
108-095 |
108-105 |
0-010 |
0.0% |
108-255 |
| High |
108-120 |
108-108 |
-0-012 |
0.0% |
108-255 |
| Low |
108-095 |
108-038 |
-0-058 |
-0.2% |
107-298 |
| Close |
108-105 |
108-058 |
-0-048 |
-0.1% |
108-028 |
| Range |
0-025 |
0-070 |
0-045 |
180.0% |
0-278 |
| ATR |
0-096 |
0-094 |
-0-002 |
-1.9% |
0-000 |
| Volume |
2,373 |
415 |
-1,958 |
-82.5% |
795 |
|
| Daily Pivots for day following 23-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-278 |
108-238 |
108-096 |
|
| R3 |
108-208 |
108-168 |
108-077 |
|
| R2 |
108-138 |
108-138 |
108-070 |
|
| R1 |
108-098 |
108-098 |
108-064 |
108-082 |
| PP |
108-068 |
108-068 |
108-068 |
108-060 |
| S1 |
108-028 |
108-028 |
108-051 |
108-012 |
| S2 |
107-318 |
107-318 |
108-045 |
|
| S3 |
107-248 |
107-278 |
108-038 |
|
| S4 |
107-178 |
107-208 |
108-019 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-279 |
110-111 |
108-180 |
|
| R3 |
110-002 |
109-153 |
108-104 |
|
| R2 |
109-044 |
109-044 |
108-078 |
|
| R1 |
108-196 |
108-196 |
108-053 |
108-141 |
| PP |
108-087 |
108-087 |
108-087 |
108-059 |
| S1 |
107-238 |
107-238 |
108-002 |
107-184 |
| S2 |
107-129 |
107-129 |
107-297 |
|
| S3 |
106-172 |
106-281 |
107-271 |
|
| S4 |
105-214 |
106-003 |
107-195 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-245 |
107-298 |
0-268 |
0.8% |
0-082 |
0.2% |
30% |
False |
False |
701 |
| 10 |
109-085 |
107-298 |
1-108 |
1.2% |
0-065 |
0.2% |
19% |
False |
False |
358 |
| 20 |
109-128 |
107-298 |
1-150 |
1.4% |
0-044 |
0.1% |
17% |
False |
False |
179 |
| 40 |
109-128 |
106-170 |
2-278 |
2.7% |
0-023 |
0.1% |
57% |
False |
False |
89 |
| 60 |
109-128 |
105-088 |
4-040 |
3.8% |
0-015 |
0.0% |
70% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-085 |
|
2.618 |
108-291 |
|
1.618 |
108-221 |
|
1.000 |
108-178 |
|
0.618 |
108-151 |
|
HIGH |
108-108 |
|
0.618 |
108-081 |
|
0.500 |
108-072 |
|
0.382 |
108-064 |
|
LOW |
108-038 |
|
0.618 |
107-314 |
|
1.000 |
107-288 |
|
1.618 |
107-244 |
|
2.618 |
107-174 |
|
4.250 |
107-060 |
|
|
| Fisher Pivots for day following 23-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-072 |
108-055 |
| PP |
108-068 |
108-052 |
| S1 |
108-062 |
108-049 |
|