ECBOT 5 Year T-Note Future June 2024

Trading Metrics calculated at close of trading on 26-Jan-2024

Day Change Summary
	Previous	Current
	25-Jan-2024	26-Jan-2024	Change	Change %	Previous Week
Open	108-048	108-128	0-080	0.2%	108-095
High	108-108	108-138	0-030	0.1%	108-142
Low	107-285	108-015	0-050	0.1%	107-285
Close	108-080	108-018	-0-062	-0.2%	108-018
Range	0-142	0-122	-0-020	-14.0%	0-178
ATR	0-101	0-102	0-002	1.5%	0-000
Volume	753	916	163	21.6%	5,600

Daily Pivots for day following 26-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	109-104	109-023	108-085
R3	108-302	108-221	108-051
R2	108-179	108-179	108-040
R1	108-098	108-098	108-029	108-078
PP	108-057	108-057	108-057	108-046
S1	107-296	107-296	108-006	107-275
S2	107-254	107-254	107-315
S3	107-132	107-173	107-304
S4	107-009	107-051	107-270

Weekly Pivots for week ending 26-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	109-254	109-153	108-115
R3	109-077	108-296	108-066
R2	108-219	108-219	108-050
R1	108-118	108-118	108-034	108-080
PP	108-042	108-042	108-042	108-022
S1	107-261	107-261	108-001	107-222
S2	107-184	107-184	107-305
S3	107-007	107-083	107-289
S4	106-149	106-226	107-240

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%	0-102	0.3%	30%	False	False	1,120
10	109-085	107-285	1-120	1.3%	0-094	0.3%	12%	False	False	639
20	109-085	107-285	1-120	1.3%	0-063	0.2%	12%	False	False	319
40	109-128	107-102	2-025	1.9%	0-033	0.1%	35%	False	False	160
60	109-128	105-088	4-040	3.8%	0-022	0.1%	67%	False	False	106
80	109-128	104-235	4-212	4.3%	0-017	0.0%	71%	False	False	80

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	True
Stretch	0-016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	110-018
2.618	109-138
1.618	109-016
1.000	108-260
0.618	108-213
HIGH	108-138
0.618	108-091
0.500	108-076
0.382	108-062
LOW	108-015
0.618	107-259
1.000	107-212
1.618	107-137
2.618	107-014
4.250	106-134

Fisher Pivots for day following 26-Jan-2024
Pivot	1 day	3 day
R1	108-076	108-054
PP	108-057	108-042
S1	108-037	108-030

Download as Excel Spreadsheet

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

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