ECBOT 5 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 24-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2023 |
24-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
104-072 |
104-185 |
0-112 |
0.3% |
105-035 |
High |
104-200 |
104-232 |
0-032 |
0.1% |
105-048 |
Low |
104-005 |
104-102 |
0-098 |
0.3% |
103-235 |
Close |
104-198 |
104-150 |
-0-048 |
-0.1% |
104-112 |
Range |
0-195 |
0-130 |
-0-065 |
-33.3% |
1-132 |
ATR |
0-159 |
0-157 |
-0-002 |
-1.3% |
0-000 |
Volume |
1,348,524 |
1,357,179 |
8,655 |
0.6% |
6,975,123 |
|
Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105-232 |
105-161 |
104-222 |
|
R3 |
105-102 |
105-031 |
104-186 |
|
R2 |
104-292 |
104-292 |
104-174 |
|
R1 |
104-221 |
104-221 |
104-162 |
104-191 |
PP |
104-162 |
104-162 |
104-162 |
104-147 |
S1 |
104-091 |
104-091 |
104-138 |
104-061 |
S2 |
104-032 |
104-032 |
104-126 |
|
S3 |
103-222 |
103-281 |
104-114 |
|
S4 |
103-092 |
103-151 |
104-078 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108-209 |
107-293 |
105-041 |
|
R3 |
107-077 |
106-161 |
104-237 |
|
R2 |
105-264 |
105-264 |
104-195 |
|
R1 |
105-028 |
105-028 |
104-154 |
104-240 |
PP |
104-132 |
104-132 |
104-132 |
104-078 |
S1 |
103-216 |
103-216 |
104-071 |
103-108 |
S2 |
102-319 |
102-319 |
104-030 |
|
S3 |
101-187 |
102-083 |
103-308 |
|
S4 |
100-054 |
100-271 |
103-184 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
104-232 |
103-235 |
0-318 |
0.9% |
0-156 |
0.5% |
74% |
True |
False |
1,455,020 |
10 |
105-205 |
103-235 |
1-290 |
1.8% |
0-161 |
0.5% |
39% |
False |
False |
1,364,770 |
20 |
105-205 |
103-235 |
1-290 |
1.8% |
0-163 |
0.5% |
39% |
False |
False |
1,368,605 |
40 |
107-092 |
103-235 |
3-178 |
3.4% |
0-143 |
0.4% |
21% |
False |
False |
1,237,781 |
60 |
107-300 |
103-235 |
4-065 |
4.0% |
0-143 |
0.4% |
17% |
False |
False |
992,112 |
80 |
108-222 |
103-235 |
4-308 |
4.7% |
0-133 |
0.4% |
15% |
False |
False |
744,255 |
100 |
109-110 |
103-235 |
5-195 |
5.4% |
0-107 |
0.3% |
13% |
False |
False |
595,404 |
120 |
112-035 |
103-235 |
8-120 |
8.0% |
0-089 |
0.3% |
9% |
False |
False |
496,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106-145 |
2.618 |
105-253 |
1.618 |
105-123 |
1.000 |
105-042 |
0.618 |
104-313 |
HIGH |
104-232 |
0.618 |
104-183 |
0.500 |
104-168 |
0.382 |
104-152 |
LOW |
104-102 |
0.618 |
104-022 |
1.000 |
103-292 |
1.618 |
103-212 |
2.618 |
103-082 |
4.250 |
102-190 |
|
|
Fisher Pivots for day following 24-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
104-168 |
104-135 |
PP |
104-162 |
104-119 |
S1 |
104-156 |
104-104 |
|