ECBOT 5 Year T-Note Future June 2024
| Trading Metrics calculated at close of trading on 11-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
108-165 |
108-275 |
0-110 |
0.3% |
108-235 |
| High |
108-182 |
108-292 |
0-110 |
0.3% |
108-275 |
| Low |
108-165 |
108-185 |
0-020 |
0.1% |
108-050 |
| Close |
108-165 |
108-292 |
0-128 |
0.4% |
108-125 |
| Range |
0-018 |
0-108 |
0-090 |
514.3% |
0-225 |
| ATR |
0-079 |
0-083 |
0-003 |
4.3% |
0-000 |
| Volume |
0 |
1 |
1 |
|
1 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-259 |
109-223 |
109-032 |
|
| R3 |
109-152 |
109-116 |
109-002 |
|
| R2 |
109-044 |
109-044 |
108-312 |
|
| R1 |
109-008 |
109-008 |
108-302 |
109-026 |
| PP |
108-257 |
108-257 |
108-257 |
108-266 |
| S1 |
108-221 |
108-221 |
108-283 |
108-239 |
| S2 |
108-149 |
108-149 |
108-273 |
|
| S3 |
108-042 |
108-113 |
108-263 |
|
| S4 |
107-254 |
108-006 |
108-233 |
|
|
| 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 |
108-292 |
108-050 |
0-242 |
0.7% |
0-050 |
0.1% |
100% |
True |
False |
|
| 10 |
109-052 |
108-050 |
1-002 |
0.9% |
0-032 |
0.1% |
75% |
False |
False |
|
| 20 |
109-128 |
108-050 |
1-078 |
1.1% |
0-020 |
0.1% |
61% |
False |
False |
|
| 40 |
109-128 |
106-150 |
2-298 |
2.7% |
0-010 |
0.0% |
83% |
False |
False |
|
| 60 |
109-128 |
104-235 |
4-212 |
4.3% |
0-007 |
0.0% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-109 |
|
2.618 |
109-254 |
|
1.618 |
109-146 |
|
1.000 |
109-080 |
|
0.618 |
109-039 |
|
HIGH |
108-292 |
|
0.618 |
108-251 |
|
0.500 |
108-239 |
|
0.382 |
108-226 |
|
LOW |
108-185 |
|
0.618 |
108-119 |
|
1.000 |
108-078 |
|
1.618 |
108-011 |
|
2.618 |
107-224 |
|
4.250 |
107-048 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
108-275 |
108-271 |
| PP |
108-257 |
108-250 |
| S1 |
108-239 |
108-229 |
|