ECBOT 5 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 18-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
104-282 |
104-075 |
-0-208 |
-0.6% |
105-005 |
High |
104-290 |
104-135 |
-0-155 |
-0.5% |
105-205 |
Low |
104-045 |
103-308 |
-0-058 |
-0.2% |
104-288 |
Close |
104-072 |
104-008 |
-0-065 |
-0.2% |
105-055 |
Range |
0-245 |
0-148 |
-0-098 |
-39.8% |
0-238 |
ATR |
0-158 |
0-157 |
-0-001 |
-0.5% |
0-000 |
Volume |
1,506,998 |
1,442,247 |
-64,751 |
-4.3% |
6,034,473 |
|
Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105-166 |
105-074 |
104-089 |
|
R3 |
105-018 |
104-247 |
104-048 |
|
R2 |
104-191 |
104-191 |
104-035 |
|
R1 |
104-099 |
104-099 |
104-021 |
104-071 |
PP |
104-043 |
104-043 |
104-043 |
104-029 |
S1 |
103-272 |
103-272 |
103-314 |
103-244 |
S2 |
103-216 |
103-216 |
103-300 |
|
S3 |
103-068 |
103-124 |
103-287 |
|
S4 |
102-241 |
102-297 |
103-246 |
|
|
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 |
103-308 |
1-218 |
1.6% |
0-171 |
0.5% |
4% |
False |
True |
1,280,520 |
10 |
105-205 |
103-308 |
1-218 |
1.6% |
0-164 |
0.5% |
4% |
False |
True |
1,261,748 |
20 |
105-205 |
103-308 |
1-218 |
1.6% |
0-152 |
0.5% |
4% |
False |
True |
1,293,910 |
40 |
107-092 |
103-308 |
3-105 |
3.2% |
0-141 |
0.4% |
2% |
False |
True |
1,317,757 |
60 |
107-300 |
103-308 |
3-312 |
3.8% |
0-144 |
0.4% |
2% |
False |
True |
895,019 |
80 |
108-222 |
103-308 |
4-235 |
4.6% |
0-126 |
0.4% |
1% |
False |
True |
671,345 |
100 |
109-308 |
103-308 |
6-000 |
5.8% |
0-101 |
0.3% |
1% |
False |
True |
537,076 |
120 |
112-035 |
103-308 |
8-048 |
7.8% |
0-084 |
0.3% |
1% |
False |
True |
447,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106-122 |
2.618 |
105-201 |
1.618 |
105-054 |
1.000 |
104-282 |
0.618 |
104-226 |
HIGH |
104-135 |
0.618 |
104-079 |
0.500 |
104-061 |
0.382 |
104-044 |
LOW |
103-308 |
0.618 |
103-216 |
1.000 |
103-160 |
1.618 |
103-069 |
2.618 |
102-241 |
4.250 |
102-001 |
|
|
Fisher Pivots for day following 18-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
104-061 |
104-178 |
PP |
104-043 |
104-121 |
S1 |
104-025 |
104-064 |
|