ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 23-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2023 |
23-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
104-172 |
104-185 |
0-012 |
0.0% |
105-088 |
| High |
104-248 |
104-302 |
0-055 |
0.2% |
105-088 |
| Low |
104-150 |
104-112 |
-0-038 |
-0.1% |
104-040 |
| Close |
104-215 |
104-300 |
0-085 |
0.3% |
104-215 |
| Range |
0-098 |
0-190 |
0-092 |
94.9% |
1-048 |
| ATR |
0-119 |
0-124 |
0-005 |
4.3% |
0-000 |
| Volume |
898 |
4,521 |
3,623 |
403.5% |
2,420 |
|
| Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-168 |
106-104 |
105-084 |
|
| R3 |
105-298 |
105-234 |
105-032 |
|
| R2 |
105-108 |
105-108 |
105-015 |
|
| R1 |
105-044 |
105-044 |
104-317 |
105-076 |
| PP |
104-238 |
104-238 |
104-238 |
104-254 |
| S1 |
104-174 |
104-174 |
104-283 |
104-206 |
| S2 |
104-048 |
104-048 |
104-265 |
|
| S3 |
103-178 |
103-304 |
104-248 |
|
| S4 |
102-308 |
103-114 |
104-196 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-043 |
107-177 |
105-097 |
|
| R3 |
106-316 |
106-129 |
104-316 |
|
| R2 |
105-268 |
105-268 |
104-282 |
|
| R1 |
105-082 |
105-082 |
104-249 |
104-311 |
| PP |
104-221 |
104-221 |
104-221 |
104-176 |
| S1 |
104-034 |
104-034 |
104-181 |
103-264 |
| S2 |
103-173 |
103-173 |
104-148 |
|
| S3 |
102-126 |
102-307 |
104-114 |
|
| S4 |
101-078 |
101-259 |
104-013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104-302 |
104-040 |
0-262 |
0.8% |
0-112 |
0.3% |
99% |
True |
False |
1,388 |
| 10 |
105-295 |
104-040 |
1-255 |
1.7% |
0-104 |
0.3% |
45% |
False |
False |
705 |
| 20 |
105-295 |
104-040 |
1-255 |
1.7% |
0-067 |
0.2% |
45% |
False |
False |
364 |
| 40 |
107-215 |
104-040 |
3-175 |
3.4% |
0-034 |
0.1% |
23% |
False |
False |
182 |
| 60 |
108-105 |
104-040 |
4-065 |
4.0% |
0-022 |
0.1% |
19% |
False |
False |
121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-150 |
|
2.618 |
106-160 |
|
1.618 |
105-290 |
|
1.000 |
105-172 |
|
0.618 |
105-100 |
|
HIGH |
104-302 |
|
0.618 |
104-230 |
|
0.500 |
104-208 |
|
0.382 |
104-185 |
|
LOW |
104-112 |
|
0.618 |
103-315 |
|
1.000 |
103-242 |
|
1.618 |
103-125 |
|
2.618 |
102-255 |
|
4.250 |
101-265 |
|
|
| Fisher Pivots for day following 23-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
104-269 |
104-257 |
| PP |
104-238 |
104-214 |
| S1 |
104-208 |
104-171 |
|