ECBOT 5 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 16-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2023 |
16-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
104-312 |
105-035 |
0-042 |
0.1% |
105-005 |
High |
105-120 |
105-048 |
-0-072 |
-0.2% |
105-205 |
Low |
104-308 |
104-275 |
-0-032 |
-0.1% |
104-288 |
Close |
105-055 |
104-282 |
-0-092 |
-0.3% |
105-055 |
Range |
0-132 |
0-092 |
-0-040 |
-30.2% |
0-238 |
ATR |
0-155 |
0-151 |
-0-004 |
-2.5% |
0-000 |
Volume |
1,037,611 |
898,727 |
-138,884 |
-13.4% |
6,034,473 |
|
Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105-266 |
105-207 |
105-013 |
|
R3 |
105-173 |
105-114 |
104-308 |
|
R2 |
105-081 |
105-081 |
104-299 |
|
R1 |
105-022 |
105-022 |
104-291 |
105-005 |
PP |
104-308 |
104-308 |
104-308 |
104-300 |
S1 |
104-249 |
104-249 |
104-274 |
104-232 |
S2 |
104-216 |
104-216 |
104-266 |
|
S3 |
104-123 |
104-157 |
104-257 |
|
S4 |
104-031 |
104-064 |
104-232 |
|
|
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 |
104-275 |
0-250 |
0.7% |
0-146 |
0.4% |
3% |
False |
True |
1,271,645 |
10 |
105-205 |
104-085 |
1-120 |
1.3% |
0-162 |
0.5% |
45% |
False |
False |
1,285,098 |
20 |
105-318 |
104-085 |
1-232 |
1.6% |
0-147 |
0.4% |
36% |
False |
False |
1,261,212 |
40 |
107-092 |
104-085 |
3-008 |
2.9% |
0-137 |
0.4% |
20% |
False |
False |
1,255,383 |
60 |
108-020 |
104-085 |
3-255 |
3.6% |
0-142 |
0.4% |
16% |
False |
False |
845,892 |
80 |
108-222 |
104-085 |
4-138 |
4.2% |
0-121 |
0.4% |
14% |
False |
False |
634,479 |
100 |
109-308 |
104-085 |
5-222 |
5.4% |
0-097 |
0.3% |
11% |
False |
False |
507,583 |
120 |
112-035 |
104-085 |
7-270 |
7.5% |
0-081 |
0.2% |
8% |
False |
False |
422,986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106-121 |
2.618 |
105-290 |
1.618 |
105-197 |
1.000 |
105-140 |
0.618 |
105-105 |
HIGH |
105-048 |
0.618 |
105-012 |
0.500 |
105-001 |
0.382 |
104-310 |
LOW |
104-275 |
0.618 |
104-218 |
1.000 |
104-182 |
1.618 |
104-125 |
2.618 |
104-033 |
4.250 |
103-202 |
|
|
Fisher Pivots for day following 16-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
105-001 |
105-080 |
PP |
104-308 |
105-041 |
S1 |
104-295 |
105-002 |
|