ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 10-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2023 |
10-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
105-005 |
105-155 |
0-150 |
0.4% |
105-080 |
| High |
105-188 |
105-180 |
-0-008 |
0.0% |
105-082 |
| Low |
104-305 |
105-040 |
0-055 |
0.2% |
104-085 |
| Close |
105-158 |
105-108 |
-0-050 |
-0.1% |
104-252 |
| Range |
0-202 |
0-140 |
-0-062 |
-30.9% |
0-318 |
| ATR |
0-153 |
0-152 |
-0-001 |
-0.6% |
0-000 |
| Volume |
574,975 |
1,492,624 |
917,649 |
159.6% |
7,020,732 |
|
| Daily Pivots for day following 10-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-209 |
106-138 |
105-184 |
|
| R3 |
106-069 |
105-318 |
105-146 |
|
| R2 |
105-249 |
105-249 |
105-133 |
|
| R1 |
105-178 |
105-178 |
105-120 |
105-144 |
| PP |
105-109 |
105-109 |
105-109 |
105-092 |
| S1 |
105-038 |
105-038 |
105-095 |
105-004 |
| S2 |
104-289 |
104-289 |
105-082 |
|
| S3 |
104-149 |
104-218 |
105-069 |
|
| S4 |
104-009 |
104-078 |
105-030 |
|
|
| 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% |
0-176 |
0.5% |
81% |
False |
False |
1,288,231 |
| 10 |
105-188 |
104-085 |
1-102 |
1.3% |
0-165 |
0.5% |
81% |
False |
False |
1,372,440 |
| 20 |
106-132 |
104-085 |
2-048 |
2.0% |
0-143 |
0.4% |
50% |
False |
False |
1,223,020 |
| 40 |
107-092 |
104-085 |
3-008 |
2.9% |
0-136 |
0.4% |
35% |
False |
False |
1,142,446 |
| 60 |
108-222 |
104-085 |
4-138 |
4.2% |
0-139 |
0.4% |
24% |
False |
False |
764,875 |
| 80 |
108-222 |
104-085 |
4-138 |
4.2% |
0-114 |
0.3% |
24% |
False |
False |
573,659 |
| 100 |
110-012 |
104-085 |
5-248 |
5.5% |
0-091 |
0.3% |
19% |
False |
False |
458,927 |
| 120 |
112-035 |
104-085 |
7-270 |
7.4% |
0-076 |
0.2% |
14% |
False |
False |
382,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-135 |
|
2.618 |
106-227 |
|
1.618 |
106-087 |
|
1.000 |
106-000 |
|
0.618 |
105-267 |
|
HIGH |
105-180 |
|
0.618 |
105-127 |
|
0.500 |
105-110 |
|
0.382 |
105-093 |
|
LOW |
105-040 |
|
0.618 |
104-273 |
|
1.000 |
104-220 |
|
1.618 |
104-133 |
|
2.618 |
103-313 |
|
4.250 |
103-085 |
|
|
| Fisher Pivots for day following 10-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-110 |
105-070 |
| PP |
105-109 |
105-032 |
| S1 |
105-108 |
104-315 |
|