ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 12-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
105-210 |
105-275 |
0-065 |
0.2% |
105-122 |
| High |
105-295 |
105-295 |
0-000 |
0.0% |
105-145 |
| Low |
105-192 |
105-100 |
-0-092 |
-0.3% |
104-238 |
| Close |
105-240 |
105-108 |
-0-132 |
-0.4% |
105-048 |
| Range |
0-102 |
0-195 |
0-092 |
90.2% |
0-228 |
| ATR |
0-097 |
0-104 |
0-007 |
7.2% |
0-000 |
| Volume |
79 |
13 |
-66 |
-83.5% |
227 |
|
| Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-112 |
106-305 |
105-215 |
|
| R3 |
106-238 |
106-110 |
105-161 |
|
| R2 |
106-042 |
106-042 |
105-143 |
|
| R1 |
105-235 |
105-235 |
105-125 |
105-201 |
| PP |
105-168 |
105-168 |
105-168 |
105-151 |
| S1 |
105-040 |
105-040 |
105-090 |
105-006 |
| S2 |
104-292 |
104-292 |
105-072 |
|
| S3 |
104-098 |
104-165 |
105-054 |
|
| S4 |
103-222 |
103-290 |
105-000 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-079 |
106-291 |
105-173 |
|
| R3 |
106-172 |
106-063 |
105-110 |
|
| R2 |
105-264 |
105-264 |
105-089 |
|
| R1 |
105-156 |
105-156 |
105-068 |
105-096 |
| PP |
105-037 |
105-037 |
105-037 |
105-007 |
| S1 |
104-248 |
104-248 |
105-027 |
104-189 |
| S2 |
104-129 |
104-129 |
105-006 |
|
| S3 |
103-222 |
104-021 |
104-305 |
|
| S4 |
102-314 |
103-113 |
104-242 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105-295 |
104-238 |
1-058 |
1.1% |
0-114 |
0.3% |
50% |
True |
False |
24 |
| 10 |
105-295 |
104-238 |
1-058 |
1.1% |
0-062 |
0.2% |
50% |
True |
False |
32 |
| 20 |
106-170 |
104-238 |
1-252 |
1.7% |
0-036 |
0.1% |
33% |
False |
False |
16 |
| 40 |
107-215 |
104-238 |
2-298 |
2.8% |
0-018 |
0.1% |
20% |
False |
False |
8 |
| 60 |
108-170 |
104-238 |
3-252 |
3.6% |
0-012 |
0.0% |
16% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-164 |
|
2.618 |
107-166 |
|
1.618 |
106-291 |
|
1.000 |
106-170 |
|
0.618 |
106-096 |
|
HIGH |
105-295 |
|
0.618 |
105-221 |
|
0.500 |
105-198 |
|
0.382 |
105-174 |
|
LOW |
105-100 |
|
0.618 |
104-299 |
|
1.000 |
104-225 |
|
1.618 |
104-104 |
|
2.618 |
103-229 |
|
4.250 |
102-231 |
|
|
| Fisher Pivots for day following 12-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-198 |
105-198 |
| PP |
105-168 |
105-168 |
| S1 |
105-138 |
105-138 |
|