ECBOT 5 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 06-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2023 |
06-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
104-280 |
105-018 |
0-058 |
0.2% |
105-080 |
High |
105-042 |
105-020 |
-0-022 |
-0.1% |
105-082 |
Low |
104-260 |
104-122 |
-0-138 |
-0.4% |
104-085 |
Close |
105-022 |
104-252 |
-0-090 |
-0.3% |
104-252 |
Range |
0-102 |
0-218 |
0-115 |
112.2% |
0-318 |
ATR |
0-140 |
0-146 |
0-006 |
4.1% |
0-000 |
Volume |
1,187,429 |
1,547,614 |
360,185 |
30.3% |
7,020,732 |
|
Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106-251 |
106-149 |
105-052 |
|
R3 |
106-033 |
105-252 |
104-312 |
|
R2 |
105-136 |
105-136 |
104-292 |
|
R1 |
105-034 |
105-034 |
104-272 |
104-296 |
PP |
104-238 |
104-238 |
104-238 |
104-209 |
S1 |
104-137 |
104-137 |
104-233 |
104-079 |
S2 |
104-021 |
104-021 |
104-213 |
|
S3 |
103-123 |
103-239 |
104-193 |
|
S4 |
102-226 |
103-022 |
104-133 |
|
|
Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107-239 |
107-083 |
105-107 |
|
R3 |
106-242 |
106-086 |
105-020 |
|
R2 |
105-244 |
105-244 |
104-311 |
|
R1 |
105-088 |
105-088 |
104-282 |
105-008 |
PP |
104-247 |
104-247 |
104-247 |
104-206 |
S1 |
104-091 |
104-091 |
104-223 |
104-010 |
S2 |
103-249 |
103-249 |
104-194 |
|
S3 |
102-252 |
103-093 |
104-165 |
|
S4 |
101-254 |
102-096 |
104-078 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105-082 |
104-085 |
0-318 |
0.9% |
0-164 |
0.5% |
53% |
False |
False |
1,404,146 |
10 |
105-180 |
104-085 |
1-095 |
1.2% |
0-149 |
0.4% |
40% |
False |
False |
1,362,691 |
20 |
106-132 |
104-085 |
2-048 |
2.1% |
0-131 |
0.4% |
24% |
False |
False |
1,181,866 |
40 |
107-105 |
104-085 |
3-020 |
2.9% |
0-135 |
0.4% |
17% |
False |
False |
1,092,271 |
60 |
108-222 |
104-085 |
4-138 |
4.2% |
0-137 |
0.4% |
12% |
False |
False |
730,418 |
80 |
108-255 |
104-085 |
4-170 |
4.3% |
0-110 |
0.3% |
12% |
False |
False |
547,814 |
100 |
110-282 |
104-085 |
6-198 |
6.3% |
0-088 |
0.3% |
8% |
False |
False |
438,251 |
120 |
112-035 |
104-085 |
7-270 |
7.5% |
0-073 |
0.2% |
7% |
False |
False |
365,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107-304 |
2.618 |
106-269 |
1.618 |
106-052 |
1.000 |
105-238 |
0.618 |
105-154 |
HIGH |
105-020 |
0.618 |
104-257 |
0.500 |
104-231 |
0.382 |
104-206 |
LOW |
104-122 |
0.618 |
103-308 |
1.000 |
103-225 |
1.618 |
103-091 |
2.618 |
102-193 |
4.250 |
101-158 |
|
|
Fisher Pivots for day following 06-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
104-245 |
104-243 |
PP |
104-238 |
104-233 |
S1 |
104-231 |
104-224 |
|