ECBOT 5 Year T-Note Future June 2024

Trading Metrics calculated at close of trading on 29-Jan-2024

Day Change Summary
	Previous	Current
	26-Jan-2024	29-Jan-2024	Change	Change %	Previous Week
Open	108-128	108-062	-0-065	-0.2%	108-095
High	108-138	108-150	0-012	0.0%	108-142
Low	108-015	108-062	0-048	0.1%	107-285
Close	108-018	108-115	0-098	0.3%	108-018
Range	0-122	0-088	-0-035	-28.6%	0-178
ATR	0-102	0-105	0-002	2.1%	0-000
Volume	916	1,464	548	59.8%	5,600

Daily Pivots for day following 29-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	109-052	109-011	108-163
R3	108-284	108-243	108-139
R2	108-197	108-197	108-131
R1	108-156	108-156	108-123	108-176
PP	108-109	108-109	108-109	108-119
S1	108-068	108-068	108-107	108-089
S2	108-022	108-022	108-099
S3	107-254	107-301	108-091
S4	107-167	107-213	108-067

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	108-150	107-285	0-185	0.5%	0-114	0.3%	81%	True	False	938
10	108-255	107-285	0-290	0.8%	0-097	0.3%	52%	False	False	785
20	109-085	107-285	1-120	1.3%	0-068	0.2%	34%	False	False	393
40	109-128	107-102	2-025	1.9%	0-036	0.1%	50%	False	False	196
60	109-128	105-248	3-200	3.3%	0-024	0.1%	71%	False	False	131
80	109-128	104-235	4-212	4.3%	0-018	0.1%	78%	False	False	98

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	109-202
2.618	109-059
1.618	108-292
1.000	108-238
0.618	108-204
HIGH	108-150
0.618	108-117
0.500	108-106
0.382	108-096
LOW	108-062
0.618	108-008
1.000	107-295
1.618	107-241
2.618	107-153
4.250	107-011

Fisher Pivots for day following 29-Jan-2024
Pivot	1 day	3 day
R1	108-112	108-096
PP	108-109	108-077
S1	108-106	108-058

Download as Excel Spreadsheet

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

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