ECBOT 5 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 03-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2023 |
03-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
105-080 |
104-305 |
-0-095 |
-0.3% |
105-158 |
High |
105-082 |
104-318 |
-0-085 |
-0.3% |
105-180 |
Low |
104-275 |
104-168 |
-0-108 |
-0.3% |
104-240 |
Close |
104-292 |
104-180 |
-0-112 |
-0.3% |
105-115 |
Range |
0-128 |
0-150 |
0-022 |
17.6% |
0-260 |
ATR |
0-136 |
0-137 |
0-001 |
0.7% |
0-000 |
Volume |
1,102,946 |
1,544,228 |
441,282 |
40.0% |
6,606,180 |
|
Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106-032 |
105-256 |
104-262 |
|
R3 |
105-202 |
105-106 |
104-221 |
|
R2 |
105-052 |
105-052 |
104-208 |
|
R1 |
104-276 |
104-276 |
104-194 |
104-249 |
PP |
104-222 |
104-222 |
104-222 |
104-208 |
S1 |
104-126 |
104-126 |
104-166 |
104-099 |
S2 |
104-072 |
104-072 |
104-152 |
|
S3 |
103-242 |
103-296 |
104-139 |
|
S4 |
103-092 |
103-146 |
104-098 |
|
|
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 |
104-168 |
1-012 |
1.0% |
0-154 |
0.5% |
4% |
False |
True |
1,456,649 |
10 |
105-298 |
104-168 |
1-130 |
1.3% |
0-136 |
0.4% |
3% |
False |
True |
1,295,212 |
20 |
106-165 |
104-168 |
1-318 |
1.9% |
0-123 |
0.4% |
2% |
False |
True |
1,106,449 |
40 |
107-300 |
104-168 |
3-132 |
3.3% |
0-133 |
0.4% |
1% |
False |
True |
985,267 |
60 |
108-222 |
104-168 |
4-055 |
4.0% |
0-133 |
0.4% |
1% |
False |
True |
657,526 |
80 |
108-292 |
104-168 |
4-125 |
4.2% |
0-103 |
0.3% |
1% |
False |
True |
493,145 |
100 |
111-198 |
104-168 |
7-030 |
6.8% |
0-082 |
0.2% |
1% |
False |
True |
394,516 |
120 |
112-035 |
104-168 |
7-188 |
7.3% |
0-069 |
0.2% |
1% |
False |
True |
328,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106-315 |
2.618 |
106-070 |
1.618 |
105-240 |
1.000 |
105-148 |
0.618 |
105-090 |
HIGH |
104-318 |
0.618 |
104-260 |
0.500 |
104-242 |
0.382 |
104-225 |
LOW |
104-168 |
0.618 |
104-075 |
1.000 |
104-018 |
1.618 |
103-245 |
2.618 |
103-095 |
4.250 |
102-170 |
|
|
Fisher Pivots for day following 03-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
104-242 |
105-014 |
PP |
104-222 |
104-282 |
S1 |
104-201 |
104-231 |
|