ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 17-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2023 |
17-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
105-088 |
104-190 |
-0-218 |
-0.6% |
105-272 |
| High |
105-088 |
104-195 |
-0-212 |
-0.6% |
105-295 |
| Low |
105-088 |
104-170 |
-0-238 |
-0.7% |
105-100 |
| Close |
105-088 |
104-192 |
-0-215 |
-0.6% |
105-180 |
| Range |
0-000 |
0-025 |
0-025 |
|
0-195 |
| ATR |
0-105 |
0-114 |
0-009 |
9.0% |
0-000 |
| Volume |
0 |
103 |
103 |
|
114 |
|
| Daily Pivots for day following 17-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104-261 |
104-252 |
104-206 |
|
| R3 |
104-236 |
104-227 |
104-199 |
|
| R2 |
104-211 |
104-211 |
104-197 |
|
| R1 |
104-202 |
104-202 |
104-195 |
104-206 |
| PP |
104-186 |
104-186 |
104-186 |
104-188 |
| S1 |
104-177 |
104-177 |
104-190 |
104-181 |
| S2 |
104-161 |
104-161 |
104-188 |
|
| S3 |
104-136 |
104-152 |
104-186 |
|
| S4 |
104-111 |
104-127 |
104-179 |
|
|
| 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 |
104-170 |
1-125 |
1.3% |
0-077 |
0.2% |
5% |
False |
True |
42 |
| 10 |
105-295 |
104-170 |
1-125 |
1.3% |
0-071 |
0.2% |
5% |
False |
True |
44 |
| 20 |
106-040 |
104-170 |
1-190 |
1.5% |
0-041 |
0.1% |
4% |
False |
True |
22 |
| 40 |
107-215 |
104-170 |
3-045 |
3.0% |
0-020 |
0.1% |
2% |
False |
True |
11 |
| 60 |
108-155 |
104-170 |
3-305 |
3.8% |
0-014 |
0.0% |
2% |
False |
True |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104-301 |
|
2.618 |
104-260 |
|
1.618 |
104-235 |
|
1.000 |
104-220 |
|
0.618 |
104-210 |
|
HIGH |
104-195 |
|
0.618 |
104-185 |
|
0.500 |
104-182 |
|
0.382 |
104-180 |
|
LOW |
104-170 |
|
0.618 |
104-155 |
|
1.000 |
104-145 |
|
1.618 |
104-130 |
|
2.618 |
104-105 |
|
4.250 |
104-064 |
|
|
| Fisher Pivots for day following 17-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
104-189 |
105-044 |
| PP |
104-186 |
104-307 |
| S1 |
104-182 |
104-250 |
|