ECBOT 5 Year T-Note Future June 2024

Trading Metrics calculated at close of trading on 25-Jan-2024

Day Change Summary
	Previous	Current
	24-Jan-2024	25-Jan-2024	Change	Change %	Previous Week
Open	108-142	108-048	-0-095	-0.3%	108-255
High	108-142	108-108	-0-035	-0.1%	108-255
Low	107-315	107-285	-0-030	-0.1%	107-298
Close	108-002	108-080	0-078	0.2%	108-028
Range	0-148	0-142	-0-005	-3.4%	0-278
ATR	0-098	0-101	0-003	3.3%	0-000
Volume	1,143	753	-390	-34.1%	795

Daily Pivots for day following 25-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	109-158	109-102	108-158
R3	109-016	108-279	108-119
R2	108-193	108-193	108-106
R1	108-137	108-137	108-093	108-165
PP	108-051	108-051	108-051	108-065
S1	107-314	107-314	108-067	108-022
S2	107-228	107-228	108-054
S3	107-086	107-172	108-041
S4	106-263	107-029	108-002

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	108-142	107-285	0-178	0.5%	0-092	0.3%	65%	False	True	947
10	109-085	107-285	1-120	1.3%	0-092	0.3%	26%	False	True	548
20	109-128	107-285	1-162	1.4%	0-058	0.2%	24%	False	True	274
40	109-128	107-102	2-025	1.9%	0-030	0.1%	45%	False	False	137
60	109-128	105-088	4-040	3.8%	0-020	0.1%	72%	False	False	91
80	109-128	104-235	4-212	4.3%	0-015	0.0%	75%	False	False	68

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	0-016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	110-073
2.618	109-161
1.618	109-018
1.000	108-250
0.618	108-196
HIGH	108-108
0.618	108-053
0.500	108-036
0.382	108-019
LOW	107-285
0.618	107-197
1.000	107-142
1.618	107-054
2.618	106-232
4.250	105-319

Fisher Pivots for day following 25-Jan-2024
Pivot	1 day	3 day
R1	108-065	108-071
PP	108-051	108-062
S1	108-036	108-054

Download as Excel Spreadsheet

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

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