ECBOT 5 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 05-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2023 |
05-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
104-178 |
104-280 |
0-102 |
0.3% |
105-158 |
High |
104-305 |
105-042 |
0-058 |
0.2% |
105-180 |
Low |
104-085 |
104-260 |
0-175 |
0.5% |
104-240 |
Close |
104-292 |
105-022 |
0-050 |
0.1% |
105-115 |
Range |
0-220 |
0-102 |
-0-118 |
-53.4% |
0-260 |
ATR |
0-143 |
0-140 |
-0-003 |
-2.0% |
0-000 |
Volume |
1,638,515 |
1,187,429 |
-451,086 |
-27.5% |
6,606,180 |
|
Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105-309 |
105-268 |
105-079 |
|
R3 |
105-207 |
105-166 |
105-051 |
|
R2 |
105-104 |
105-104 |
105-041 |
|
R1 |
105-063 |
105-063 |
105-032 |
105-084 |
PP |
105-002 |
105-002 |
105-002 |
105-012 |
S1 |
104-281 |
104-281 |
105-013 |
104-301 |
S2 |
104-219 |
104-219 |
105-004 |
|
S3 |
104-117 |
104-178 |
104-314 |
|
S4 |
104-014 |
104-076 |
104-286 |
|
|
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% |
0-145 |
0.4% |
62% |
False |
False |
1,442,754 |
10 |
105-185 |
104-085 |
1-100 |
1.2% |
0-139 |
0.4% |
61% |
False |
False |
1,308,454 |
20 |
106-165 |
104-085 |
2-080 |
2.1% |
0-126 |
0.4% |
36% |
False |
False |
1,140,265 |
40 |
107-300 |
104-085 |
3-215 |
3.5% |
0-136 |
0.4% |
22% |
False |
False |
1,054,721 |
60 |
108-222 |
104-085 |
4-138 |
4.2% |
0-136 |
0.4% |
18% |
False |
False |
704,625 |
80 |
108-255 |
104-085 |
4-170 |
4.3% |
0-107 |
0.3% |
18% |
False |
False |
528,469 |
100 |
111-042 |
104-085 |
6-278 |
6.5% |
0-086 |
0.3% |
12% |
False |
False |
422,775 |
120 |
112-035 |
104-085 |
7-270 |
7.5% |
0-071 |
0.2% |
10% |
False |
False |
352,312 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106-158 |
2.618 |
105-311 |
1.618 |
105-208 |
1.000 |
105-145 |
0.618 |
105-106 |
HIGH |
105-042 |
0.618 |
105-003 |
0.500 |
104-311 |
0.382 |
104-299 |
LOW |
104-260 |
0.618 |
104-197 |
1.000 |
104-158 |
1.618 |
104-094 |
2.618 |
103-312 |
4.250 |
103-144 |
|
|
Fisher Pivots for day following 05-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
105-012 |
104-303 |
PP |
105-002 |
104-263 |
S1 |
104-311 |
104-224 |
|