ECBOT 5 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 19-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
104-075 |
103-312 |
-0-082 |
-0.2% |
105-005 |
High |
104-135 |
104-045 |
-0-090 |
-0.3% |
105-205 |
Low |
103-308 |
103-235 |
-0-072 |
-0.2% |
104-288 |
Close |
104-008 |
103-295 |
-0-032 |
-0.1% |
105-055 |
Range |
0-148 |
0-130 |
-0-018 |
-11.9% |
0-238 |
ATR |
0-157 |
0-155 |
-0-002 |
-1.2% |
0-000 |
Volume |
1,442,247 |
1,751,672 |
309,425 |
21.5% |
6,034,473 |
|
Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105-048 |
104-302 |
104-046 |
|
R3 |
104-238 |
104-172 |
104-011 |
|
R2 |
104-108 |
104-108 |
103-319 |
|
R1 |
104-042 |
104-042 |
103-307 |
104-010 |
PP |
103-298 |
103-298 |
103-298 |
103-282 |
S1 |
103-232 |
103-232 |
103-283 |
103-200 |
S2 |
103-168 |
103-168 |
103-271 |
|
S3 |
103-038 |
103-102 |
103-259 |
|
S4 |
102-228 |
102-292 |
103-224 |
|
|
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 |
105-120 |
103-235 |
1-205 |
1.6% |
0-150 |
0.4% |
11% |
False |
True |
1,327,451 |
10 |
105-205 |
103-235 |
1-290 |
1.8% |
0-167 |
0.5% |
10% |
False |
True |
1,318,173 |
20 |
105-205 |
103-235 |
1-290 |
1.8% |
0-153 |
0.5% |
10% |
False |
True |
1,313,313 |
40 |
107-092 |
103-235 |
3-178 |
3.4% |
0-139 |
0.4% |
5% |
False |
True |
1,335,498 |
60 |
107-300 |
103-235 |
4-065 |
4.0% |
0-144 |
0.4% |
4% |
False |
True |
924,196 |
80 |
108-222 |
103-235 |
4-308 |
4.8% |
0-128 |
0.4% |
4% |
False |
True |
693,241 |
100 |
109-308 |
103-235 |
6-072 |
6.0% |
0-102 |
0.3% |
3% |
False |
True |
554,592 |
120 |
112-035 |
103-235 |
8-120 |
8.1% |
0-085 |
0.3% |
2% |
False |
True |
462,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105-278 |
2.618 |
105-065 |
1.618 |
104-255 |
1.000 |
104-175 |
0.618 |
104-125 |
HIGH |
104-045 |
0.618 |
103-315 |
0.500 |
103-300 |
0.382 |
103-285 |
LOW |
103-235 |
0.618 |
103-155 |
1.000 |
103-105 |
1.618 |
103-025 |
2.618 |
102-215 |
4.250 |
102-002 |
|
|
Fisher Pivots for day following 19-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
103-300 |
104-102 |
PP |
103-298 |
104-060 |
S1 |
103-297 |
104-018 |
|