ECBOT 5 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 17-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2023 |
17-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
105-035 |
104-282 |
-0-072 |
-0.2% |
105-005 |
High |
105-048 |
104-290 |
-0-078 |
-0.2% |
105-205 |
Low |
104-275 |
104-045 |
-0-230 |
-0.7% |
104-288 |
Close |
104-282 |
104-072 |
-0-210 |
-0.6% |
105-055 |
Range |
0-092 |
0-245 |
0-152 |
164.9% |
0-238 |
ATR |
0-151 |
0-158 |
0-007 |
4.4% |
0-000 |
Volume |
898,727 |
1,506,998 |
608,271 |
67.7% |
6,034,473 |
|
Daily Pivots for day following 17-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106-231 |
106-077 |
104-207 |
|
R3 |
105-306 |
105-152 |
104-140 |
|
R2 |
105-061 |
105-061 |
104-117 |
|
R1 |
104-227 |
104-227 |
104-095 |
104-181 |
PP |
104-136 |
104-136 |
104-136 |
104-113 |
S1 |
103-302 |
103-302 |
104-050 |
103-256 |
S2 |
103-211 |
103-211 |
104-028 |
|
S3 |
102-286 |
103-057 |
104-005 |
|
S4 |
102-041 |
102-132 |
103-258 |
|
|
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 |
104-045 |
1-160 |
1.4% |
0-166 |
0.5% |
6% |
False |
True |
1,274,519 |
10 |
105-205 |
104-045 |
1-160 |
1.4% |
0-172 |
0.5% |
6% |
False |
True |
1,281,375 |
20 |
105-298 |
104-045 |
1-252 |
1.7% |
0-154 |
0.5% |
5% |
False |
True |
1,288,294 |
40 |
107-092 |
104-045 |
3-048 |
3.0% |
0-139 |
0.4% |
3% |
False |
True |
1,288,390 |
60 |
107-300 |
104-045 |
3-255 |
3.6% |
0-143 |
0.4% |
2% |
False |
True |
870,987 |
80 |
108-222 |
104-045 |
4-178 |
4.4% |
0-124 |
0.4% |
2% |
False |
True |
653,317 |
100 |
109-308 |
104-045 |
5-262 |
5.6% |
0-100 |
0.3% |
1% |
False |
True |
522,653 |
120 |
112-035 |
104-045 |
7-310 |
7.6% |
0-083 |
0.2% |
1% |
False |
True |
435,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108-051 |
2.618 |
106-291 |
1.618 |
106-046 |
1.000 |
105-215 |
0.618 |
105-121 |
HIGH |
104-290 |
0.618 |
104-196 |
0.500 |
104-168 |
0.382 |
104-139 |
LOW |
104-045 |
0.618 |
103-214 |
1.000 |
103-120 |
1.618 |
102-289 |
2.618 |
102-044 |
4.250 |
100-284 |
|
|
Fisher Pivots for day following 17-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
104-168 |
104-242 |
PP |
104-136 |
104-186 |
S1 |
104-104 |
104-129 |
|