ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 09-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2024 |
09-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
108-200 |
108-170 |
-0-030 |
-0.1% |
108-235 |
| High |
108-200 |
108-170 |
-0-030 |
-0.1% |
108-275 |
| Low |
108-200 |
108-170 |
-0-030 |
-0.1% |
108-050 |
| Close |
108-200 |
108-170 |
-0-030 |
-0.1% |
108-125 |
| Range |
|
|
|
|
|
| ATR |
0-088 |
0-084 |
-0-004 |
-4.7% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-170 |
108-170 |
108-170 |
|
| R3 |
108-170 |
108-170 |
108-170 |
|
| R2 |
108-170 |
108-170 |
108-170 |
|
| R1 |
108-170 |
108-170 |
108-170 |
108-170 |
| PP |
108-170 |
108-170 |
108-170 |
108-170 |
| S1 |
108-170 |
108-170 |
108-170 |
108-170 |
| S2 |
108-170 |
108-170 |
108-170 |
|
| S3 |
108-170 |
108-170 |
108-170 |
|
| S4 |
108-170 |
108-170 |
108-170 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-185 |
110-060 |
108-249 |
|
| R3 |
109-280 |
109-155 |
108-187 |
|
| R2 |
109-055 |
109-055 |
108-166 |
|
| R1 |
108-250 |
108-250 |
108-146 |
108-200 |
| PP |
108-150 |
108-150 |
108-150 |
108-125 |
| S1 |
108-025 |
108-025 |
108-104 |
107-295 |
| S2 |
107-245 |
107-245 |
108-084 |
|
| S3 |
107-020 |
107-120 |
108-063 |
|
| S4 |
106-115 |
106-215 |
108-001 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-275 |
108-050 |
0-225 |
0.6% |
0-040 |
0.1% |
53% |
False |
False |
|
| 10 |
109-128 |
108-050 |
1-078 |
1.1% |
0-022 |
0.1% |
30% |
False |
False |
|
| 20 |
109-128 |
107-140 |
1-308 |
1.8% |
0-014 |
0.0% |
56% |
False |
False |
|
| 40 |
109-128 |
105-278 |
3-170 |
3.3% |
0-007 |
0.0% |
75% |
False |
False |
|
| 60 |
109-128 |
104-235 |
4-212 |
4.3% |
0-005 |
0.0% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-170 |
|
2.618 |
108-170 |
|
1.618 |
108-170 |
|
1.000 |
108-170 |
|
0.618 |
108-170 |
|
HIGH |
108-170 |
|
0.618 |
108-170 |
|
0.500 |
108-170 |
|
0.382 |
108-170 |
|
LOW |
108-170 |
|
0.618 |
108-170 |
|
1.000 |
108-170 |
|
1.618 |
108-170 |
|
2.618 |
108-170 |
|
4.250 |
108-170 |
|
|
| Fisher Pivots for day following 09-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-170 |
108-155 |
| PP |
108-170 |
108-140 |
| S1 |
108-170 |
108-125 |
|