ECBOT 5 Year T-Note Future June 2024

Trading Metrics calculated at close of trading on 31-Jan-2024

Day Change Summary
	Previous	Current
	30-Jan-2024	31-Jan-2024	Change	Change %	Previous Week
Open	108-132	108-152	0-020	0.1%	108-095
High	108-168	109-018	0-170	0.5%	108-142
Low	108-055	108-150	0-095	0.3%	107-285
Close	108-100	108-268	0-168	0.5%	108-018
Range	0-112	0-188	0-075	66.7%	0-178
ATR	0-105	0-115	0-009	9.0%	0-000
Volume	2,180	3,272	1,092	50.1%	5,600

Daily Pivots for day following 31-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	110-174	110-088	109-051
R3	109-307	109-221	108-319
R2	109-119	109-119	108-302
R1	109-033	109-033	108-285	109-076
PP	108-252	108-252	108-252	108-273
S1	108-166	108-166	108-250	108-209
S2	108-064	108-064	108-233
S3	107-197	107-298	108-216
S4	107-009	107-111	108-164

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	109-018	107-285	1-052	1.1%	0-130	0.4%	81%	True	False	1,717
10	109-018	107-285	1-052	1.1%	0-105	0.3%	81%	True	False	1,323
20	109-085	107-285	1-120	1.3%	0-082	0.2%	69%	False	False	665
40	109-128	107-138	1-310	1.8%	0-043	0.1%	71%	False	False	332
60	109-128	105-278	3-170	3.2%	0-029	0.1%	84%	False	False	221
80	109-128	104-235	4-212	4.3%	0-022	0.1%	88%	False	False	166

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-013
Widest range in 85 trading days

Fibonacci Retracements and Extensions
4.250	111-174
2.618	110-188
1.618	110-001
1.000	109-205
0.618	109-133
HIGH	109-018
0.618	108-266
0.500	108-244
0.382	108-222
LOW	108-150
0.618	108-034
1.000	107-282
1.618	107-167
2.618	106-299
4.250	105-313

Fisher Pivots for day following 31-Jan-2024
Pivot	1 day	3 day
R1	108-260	108-244
PP	108-252	108-220
S1	108-244	108-196

Download as Excel Spreadsheet

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

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