ECBOT 5 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 02-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2023 |
02-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
105-082 |
105-080 |
-0-002 |
0.0% |
105-158 |
High |
105-180 |
105-082 |
-0-098 |
-0.3% |
105-180 |
Low |
105-055 |
104-275 |
-0-100 |
-0.3% |
104-240 |
Close |
105-115 |
104-292 |
-0-142 |
-0.4% |
105-115 |
Range |
0-125 |
0-128 |
0-002 |
2.0% |
0-260 |
ATR |
0-134 |
0-136 |
0-002 |
1.4% |
0-000 |
Volume |
1,740,655 |
1,102,946 |
-637,709 |
-36.6% |
6,606,180 |
|
Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106-066 |
105-307 |
105-043 |
|
R3 |
105-258 |
105-179 |
105-008 |
|
R2 |
105-131 |
105-131 |
104-316 |
|
R1 |
105-052 |
105-052 |
104-304 |
105-028 |
PP |
105-003 |
105-003 |
105-003 |
104-311 |
S1 |
104-244 |
104-244 |
104-281 |
104-220 |
S2 |
104-196 |
104-196 |
104-269 |
|
S3 |
104-068 |
104-117 |
104-257 |
|
S4 |
103-261 |
103-309 |
104-222 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107-212 |
107-103 |
105-258 |
|
R3 |
106-272 |
106-163 |
105-186 |
|
R2 |
106-012 |
106-012 |
105-163 |
|
R1 |
105-223 |
105-223 |
105-139 |
105-148 |
PP |
105-072 |
105-072 |
105-072 |
105-034 |
S1 |
104-283 |
104-283 |
105-091 |
104-208 |
S2 |
104-132 |
104-132 |
105-067 |
|
S3 |
103-192 |
104-023 |
105-044 |
|
S4 |
102-252 |
103-083 |
104-292 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105-180 |
104-240 |
0-260 |
0.8% |
0-142 |
0.4% |
20% |
False |
False |
1,356,804 |
10 |
105-318 |
104-240 |
1-078 |
1.2% |
0-132 |
0.4% |
13% |
False |
False |
1,237,327 |
20 |
106-228 |
104-240 |
1-308 |
1.9% |
0-122 |
0.4% |
8% |
False |
False |
1,082,399 |
40 |
107-300 |
104-240 |
3-060 |
3.0% |
0-132 |
0.4% |
5% |
False |
False |
946,883 |
60 |
108-222 |
104-240 |
3-302 |
3.8% |
0-131 |
0.4% |
4% |
False |
False |
631,789 |
80 |
109-065 |
104-240 |
4-145 |
4.2% |
0-101 |
0.3% |
4% |
False |
False |
473,842 |
100 |
111-198 |
104-240 |
6-278 |
6.5% |
0-081 |
0.2% |
2% |
False |
False |
379,073 |
120 |
112-035 |
104-240 |
7-115 |
7.0% |
0-067 |
0.2% |
2% |
False |
False |
315,894 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106-304 |
2.618 |
106-096 |
1.618 |
105-289 |
1.000 |
105-210 |
0.618 |
105-161 |
HIGH |
105-082 |
0.618 |
105-034 |
0.500 |
105-019 |
0.382 |
105-004 |
LOW |
104-275 |
0.618 |
104-196 |
1.000 |
104-148 |
1.618 |
104-069 |
2.618 |
103-261 |
4.250 |
103-053 |
|
|
Fisher Pivots for day following 02-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
105-019 |
105-050 |
PP |
105-003 |
105-024 |
S1 |
104-308 |
104-318 |
|