ECBOT 5 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 13-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
13-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
105-142 |
104-312 |
-0-150 |
-0.4% |
105-005 |
High |
105-205 |
105-120 |
-0-085 |
-0.3% |
105-205 |
Low |
104-288 |
104-308 |
0-020 |
0.1% |
104-288 |
Close |
104-305 |
105-055 |
0-070 |
0.2% |
105-055 |
Range |
0-238 |
0-132 |
-0-105 |
-44.2% |
0-238 |
ATR |
0-157 |
0-155 |
-0-002 |
-1.0% |
0-000 |
Volume |
1,517,018 |
1,037,611 |
-479,407 |
-31.6% |
6,034,473 |
|
Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106-132 |
106-066 |
105-128 |
|
R3 |
105-319 |
105-253 |
105-091 |
|
R2 |
105-187 |
105-187 |
105-079 |
|
R1 |
105-121 |
105-121 |
105-067 |
105-154 |
PP |
105-054 |
105-054 |
105-054 |
105-071 |
S1 |
104-308 |
104-308 |
105-043 |
105-021 |
S2 |
104-242 |
104-242 |
105-031 |
|
S3 |
104-109 |
104-176 |
105-019 |
|
S4 |
103-297 |
104-043 |
104-302 |
|
|
Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107-148 |
107-019 |
105-186 |
|
R3 |
106-231 |
106-102 |
105-120 |
|
R2 |
105-313 |
105-313 |
105-099 |
|
R1 |
105-184 |
105-184 |
105-077 |
105-249 |
PP |
105-076 |
105-076 |
105-076 |
105-108 |
S1 |
104-267 |
104-267 |
105-033 |
105-011 |
S2 |
104-158 |
104-158 |
105-011 |
|
S3 |
103-241 |
104-029 |
104-310 |
|
S4 |
103-003 |
103-112 |
104-244 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105-205 |
104-288 |
0-238 |
0.7% |
0-168 |
0.5% |
37% |
False |
False |
1,206,894 |
10 |
105-205 |
104-085 |
1-120 |
1.3% |
0-166 |
0.5% |
66% |
False |
False |
1,305,520 |
20 |
105-318 |
104-085 |
1-232 |
1.6% |
0-146 |
0.4% |
52% |
False |
False |
1,250,729 |
40 |
107-092 |
104-085 |
3-008 |
2.9% |
0-137 |
0.4% |
30% |
False |
False |
1,235,277 |
60 |
108-020 |
104-085 |
3-255 |
3.6% |
0-141 |
0.4% |
24% |
False |
False |
830,928 |
80 |
108-222 |
104-085 |
4-138 |
4.2% |
0-120 |
0.4% |
20% |
False |
False |
623,245 |
100 |
109-308 |
104-085 |
5-222 |
5.4% |
0-096 |
0.3% |
16% |
False |
False |
498,596 |
120 |
112-035 |
104-085 |
7-270 |
7.5% |
0-080 |
0.2% |
12% |
False |
False |
415,497 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107-043 |
2.618 |
106-147 |
1.618 |
106-014 |
1.000 |
105-252 |
0.618 |
105-202 |
HIGH |
105-120 |
0.618 |
105-069 |
0.500 |
105-054 |
0.382 |
105-038 |
LOW |
104-308 |
0.618 |
104-226 |
1.000 |
104-175 |
1.618 |
104-093 |
2.618 |
103-281 |
4.250 |
103-064 |
|
|
Fisher Pivots for day following 13-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
105-055 |
105-086 |
PP |
105-054 |
105-076 |
S1 |
105-054 |
105-065 |
|