ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 11-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
105-155 |
105-110 |
-0-045 |
-0.1% |
105-080 |
| High |
105-180 |
105-198 |
0-018 |
0.1% |
105-082 |
| Low |
105-040 |
105-072 |
0-032 |
0.1% |
104-085 |
| Close |
105-108 |
105-112 |
0-005 |
0.0% |
104-252 |
| Range |
0-140 |
0-125 |
-0-015 |
-10.7% |
0-318 |
| ATR |
0-152 |
0-150 |
-0-002 |
-1.3% |
0-000 |
| Volume |
1,492,624 |
1,412,245 |
-80,379 |
-5.4% |
7,020,732 |
|
| Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-182 |
106-112 |
105-181 |
|
| R3 |
106-058 |
105-308 |
105-147 |
|
| R2 |
105-252 |
105-252 |
105-135 |
|
| R1 |
105-182 |
105-182 |
105-124 |
105-218 |
| PP |
105-128 |
105-128 |
105-128 |
105-145 |
| S1 |
105-058 |
105-058 |
105-101 |
105-092 |
| S2 |
105-002 |
105-002 |
105-090 |
|
| S3 |
104-198 |
104-252 |
105-078 |
|
| S4 |
104-072 |
104-128 |
105-044 |
|
|
| 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 |
105-198 |
104-122 |
1-075 |
1.2% |
0-158 |
0.5% |
78% |
True |
False |
1,242,977 |
| 10 |
105-198 |
104-085 |
1-112 |
1.3% |
0-158 |
0.5% |
80% |
True |
False |
1,366,645 |
| 20 |
106-132 |
104-085 |
2-048 |
2.0% |
0-138 |
0.4% |
51% |
False |
False |
1,232,492 |
| 40 |
107-092 |
104-085 |
3-008 |
2.9% |
0-134 |
0.4% |
36% |
False |
False |
1,175,641 |
| 60 |
108-205 |
104-085 |
4-120 |
4.2% |
0-139 |
0.4% |
25% |
False |
False |
788,409 |
| 80 |
108-222 |
104-085 |
4-138 |
4.2% |
0-116 |
0.3% |
25% |
False |
False |
591,312 |
| 100 |
109-308 |
104-085 |
5-222 |
5.4% |
0-092 |
0.3% |
19% |
False |
False |
473,050 |
| 120 |
112-035 |
104-085 |
7-270 |
7.4% |
0-077 |
0.2% |
14% |
False |
False |
394,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-089 |
|
2.618 |
106-205 |
|
1.618 |
106-080 |
|
1.000 |
106-002 |
|
0.618 |
105-275 |
|
HIGH |
105-198 |
|
0.618 |
105-150 |
|
0.500 |
105-135 |
|
0.382 |
105-120 |
|
LOW |
105-072 |
|
0.618 |
104-315 |
|
1.000 |
104-268 |
|
1.618 |
104-190 |
|
2.618 |
104-065 |
|
4.250 |
103-181 |
|
|
| Fisher Pivots for day following 11-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-135 |
105-105 |
| PP |
105-128 |
105-098 |
| S1 |
105-120 |
105-091 |
|