ECBOT 5 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 04-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2023 |
04-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
104-305 |
104-178 |
-0-128 |
-0.4% |
105-158 |
High |
104-318 |
104-305 |
-0-012 |
0.0% |
105-180 |
Low |
104-168 |
104-085 |
-0-082 |
-0.2% |
104-240 |
Close |
104-180 |
104-292 |
0-112 |
0.3% |
105-115 |
Range |
0-150 |
0-220 |
0-070 |
46.7% |
0-260 |
ATR |
0-137 |
0-143 |
0-006 |
4.3% |
0-000 |
Volume |
1,544,228 |
1,638,515 |
94,287 |
6.1% |
6,606,180 |
|
Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106-248 |
106-170 |
105-094 |
|
R3 |
106-028 |
105-270 |
105-033 |
|
R2 |
105-128 |
105-128 |
105-013 |
|
R1 |
105-050 |
105-050 |
104-313 |
105-089 |
PP |
104-228 |
104-228 |
104-228 |
104-247 |
S1 |
104-150 |
104-150 |
104-272 |
104-189 |
S2 |
104-008 |
104-008 |
104-252 |
|
S3 |
103-108 |
103-250 |
104-232 |
|
S4 |
102-208 |
103-030 |
104-172 |
|
|
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 |
104-085 |
1-095 |
1.2% |
0-159 |
0.5% |
50% |
False |
True |
1,490,313 |
10 |
105-185 |
104-085 |
1-100 |
1.3% |
0-139 |
0.4% |
49% |
False |
True |
1,326,071 |
20 |
106-165 |
104-085 |
2-080 |
2.1% |
0-126 |
0.4% |
29% |
False |
True |
1,128,230 |
40 |
107-300 |
104-085 |
3-215 |
3.5% |
0-135 |
0.4% |
18% |
False |
True |
1,025,761 |
60 |
108-222 |
104-085 |
4-138 |
4.2% |
0-136 |
0.4% |
15% |
False |
True |
684,835 |
80 |
108-292 |
104-085 |
4-208 |
4.4% |
0-106 |
0.3% |
14% |
False |
True |
513,626 |
100 |
111-060 |
104-085 |
6-295 |
6.6% |
0-085 |
0.3% |
9% |
False |
True |
410,901 |
120 |
112-035 |
104-085 |
7-270 |
7.5% |
0-070 |
0.2% |
8% |
False |
True |
342,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107-280 |
2.618 |
106-241 |
1.618 |
106-021 |
1.000 |
105-205 |
0.618 |
105-121 |
HIGH |
104-305 |
0.618 |
104-221 |
0.500 |
104-195 |
0.382 |
104-169 |
LOW |
104-085 |
0.618 |
103-269 |
1.000 |
103-185 |
1.618 |
103-049 |
2.618 |
102-149 |
4.250 |
101-110 |
|
|
Fisher Pivots for day following 04-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
104-260 |
104-276 |
PP |
104-228 |
104-260 |
S1 |
104-195 |
104-244 |
|