ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 30-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2024 |
30-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
108-062 |
108-132 |
0-070 |
0.2% |
108-095 |
| High |
108-150 |
108-168 |
0-018 |
0.1% |
108-142 |
| Low |
108-062 |
108-055 |
-0-008 |
0.0% |
107-285 |
| Close |
108-115 |
108-100 |
-0-015 |
0.0% |
108-018 |
| Range |
0-088 |
0-112 |
0-025 |
28.6% |
0-178 |
| ATR |
0-105 |
0-105 |
0-001 |
0.5% |
0-000 |
| Volume |
1,464 |
2,180 |
716 |
48.9% |
5,600 |
|
| Daily Pivots for day following 30-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-125 |
109-065 |
108-162 |
|
| R3 |
109-012 |
108-272 |
108-131 |
|
| R2 |
108-220 |
108-220 |
108-121 |
|
| R1 |
108-160 |
108-160 |
108-110 |
108-134 |
| PP |
108-108 |
108-108 |
108-108 |
108-094 |
| S1 |
108-048 |
108-048 |
108-090 |
108-021 |
| S2 |
107-315 |
107-315 |
108-079 |
|
| S3 |
107-202 |
107-255 |
108-069 |
|
| S4 |
107-090 |
107-142 |
108-038 |
|
|
| 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 |
108-168 |
107-285 |
0-202 |
0.6% |
0-122 |
0.4% |
67% |
True |
False |
1,291 |
| 10 |
108-245 |
107-285 |
0-280 |
0.8% |
0-102 |
0.3% |
48% |
False |
False |
996 |
| 20 |
109-085 |
107-285 |
1-120 |
1.3% |
0-073 |
0.2% |
31% |
False |
False |
502 |
| 40 |
109-128 |
107-138 |
1-310 |
1.8% |
0-038 |
0.1% |
45% |
False |
False |
251 |
| 60 |
109-128 |
105-278 |
3-170 |
3.3% |
0-026 |
0.1% |
69% |
False |
False |
167 |
| 80 |
109-128 |
104-235 |
4-212 |
4.3% |
0-019 |
0.1% |
77% |
False |
False |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-006 |
|
2.618 |
109-142 |
|
1.618 |
109-030 |
|
1.000 |
108-280 |
|
0.618 |
108-237 |
|
HIGH |
108-168 |
|
0.618 |
108-125 |
|
0.500 |
108-111 |
|
0.382 |
108-098 |
|
LOW |
108-055 |
|
0.618 |
107-305 |
|
1.000 |
107-262 |
|
1.618 |
107-193 |
|
2.618 |
107-080 |
|
4.250 |
106-217 |
|
|
| Fisher Pivots for day following 30-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-111 |
108-097 |
| PP |
108-108 |
108-094 |
| S1 |
108-104 |
108-091 |
|