ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 13-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
13-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
105-275 |
105-192 |
-0-082 |
-0.2% |
105-272 |
| High |
105-295 |
105-238 |
-0-058 |
-0.2% |
105-295 |
| Low |
105-100 |
105-175 |
0-075 |
0.2% |
105-100 |
| Close |
105-108 |
105-180 |
0-072 |
0.2% |
105-180 |
| Range |
0-195 |
0-062 |
-0-132 |
-67.9% |
0-195 |
| ATR |
0-104 |
0-106 |
0-002 |
1.8% |
0-000 |
| Volume |
13 |
17 |
4 |
30.8% |
114 |
|
| Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-065 |
106-025 |
105-214 |
|
| R3 |
106-002 |
105-282 |
105-197 |
|
| R2 |
105-260 |
105-260 |
105-191 |
|
| R1 |
105-220 |
105-220 |
105-186 |
105-209 |
| PP |
105-198 |
105-198 |
105-198 |
105-192 |
| S1 |
105-158 |
105-158 |
105-174 |
105-146 |
| S2 |
105-135 |
105-135 |
105-169 |
|
| S3 |
105-072 |
105-095 |
105-163 |
|
| S4 |
105-010 |
105-032 |
105-146 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-137 |
107-033 |
105-287 |
|
| R3 |
106-262 |
106-158 |
105-234 |
|
| R2 |
106-067 |
106-067 |
105-216 |
|
| R1 |
105-283 |
105-283 |
105-198 |
105-238 |
| PP |
105-192 |
105-192 |
105-192 |
105-169 |
| S1 |
105-088 |
105-088 |
105-162 |
105-042 |
| S2 |
104-317 |
104-317 |
105-144 |
|
| S3 |
104-122 |
104-213 |
105-126 |
|
| S4 |
103-247 |
104-018 |
105-073 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105-295 |
105-100 |
0-195 |
0.6% |
0-100 |
0.3% |
41% |
False |
False |
22 |
| 10 |
105-295 |
104-238 |
1-058 |
1.1% |
0-068 |
0.2% |
70% |
False |
False |
34 |
| 20 |
106-148 |
104-238 |
1-230 |
1.6% |
0-039 |
0.1% |
48% |
False |
False |
17 |
| 40 |
107-215 |
104-238 |
2-298 |
2.8% |
0-020 |
0.1% |
28% |
False |
False |
9 |
| 60 |
108-170 |
104-238 |
3-252 |
3.6% |
0-013 |
0.0% |
22% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-183 |
|
2.618 |
106-081 |
|
1.618 |
106-019 |
|
1.000 |
105-300 |
|
0.618 |
105-276 |
|
HIGH |
105-238 |
|
0.618 |
105-214 |
|
0.500 |
105-206 |
|
0.382 |
105-199 |
|
LOW |
105-175 |
|
0.618 |
105-136 |
|
1.000 |
105-112 |
|
1.618 |
105-074 |
|
2.618 |
105-011 |
|
4.250 |
104-229 |
|
|
| Fisher Pivots for day following 13-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-206 |
105-198 |
| PP |
105-198 |
105-192 |
| S1 |
105-189 |
105-186 |
|