ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 09-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2023 |
09-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
105-018 |
105-005 |
-0-012 |
0.0% |
105-080 |
| High |
105-020 |
105-188 |
0-168 |
0.5% |
105-082 |
| Low |
104-122 |
104-305 |
0-182 |
0.5% |
104-085 |
| Close |
104-252 |
105-158 |
0-225 |
0.7% |
104-252 |
| Range |
0-218 |
0-202 |
-0-015 |
-6.9% |
0-318 |
| ATR |
0-146 |
0-153 |
0-008 |
5.4% |
0-000 |
| Volume |
1,547,614 |
574,975 |
-972,639 |
-62.8% |
7,020,732 |
|
| Daily Pivots for day following 09-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-078 |
107-000 |
105-269 |
|
| R3 |
106-195 |
106-118 |
105-213 |
|
| R2 |
105-312 |
105-312 |
105-195 |
|
| R1 |
105-235 |
105-235 |
105-176 |
105-274 |
| PP |
105-110 |
105-110 |
105-110 |
105-129 |
| S1 |
105-032 |
105-032 |
105-139 |
105-071 |
| S2 |
104-228 |
104-228 |
105-120 |
|
| S3 |
104-025 |
104-150 |
105-102 |
|
| S4 |
103-142 |
103-268 |
105-046 |
|
|
| 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 |
105-188 |
104-085 |
1-102 |
1.3% |
0-178 |
0.5% |
93% |
True |
False |
1,298,552 |
| 10 |
105-188 |
104-085 |
1-102 |
1.3% |
0-160 |
0.5% |
93% |
True |
False |
1,327,678 |
| 20 |
106-132 |
104-085 |
2-048 |
2.0% |
0-139 |
0.4% |
57% |
False |
False |
1,177,832 |
| 40 |
107-092 |
104-085 |
3-008 |
2.9% |
0-136 |
0.4% |
41% |
False |
False |
1,106,188 |
| 60 |
108-222 |
104-085 |
4-138 |
4.2% |
0-138 |
0.4% |
28% |
False |
False |
739,999 |
| 80 |
108-255 |
104-085 |
4-170 |
4.3% |
0-112 |
0.3% |
27% |
False |
False |
555,001 |
| 100 |
110-178 |
104-085 |
6-092 |
6.0% |
0-090 |
0.3% |
20% |
False |
False |
444,001 |
| 120 |
112-035 |
104-085 |
7-270 |
7.4% |
0-075 |
0.2% |
16% |
False |
False |
370,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-088 |
|
2.618 |
107-078 |
|
1.618 |
106-195 |
|
1.000 |
106-070 |
|
0.618 |
105-313 |
|
HIGH |
105-188 |
|
0.618 |
105-110 |
|
0.500 |
105-086 |
|
0.382 |
105-062 |
|
LOW |
104-305 |
|
0.618 |
104-180 |
|
1.000 |
104-102 |
|
1.618 |
103-297 |
|
2.618 |
103-095 |
|
4.250 |
102-084 |
|
|
| Fisher Pivots for day following 09-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-134 |
105-103 |
| PP |
105-110 |
105-049 |
| S1 |
105-086 |
104-315 |
|