ECBOT 5 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 25-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2023 |
25-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
104-185 |
104-152 |
-0-032 |
-0.1% |
105-035 |
High |
104-232 |
104-182 |
-0-050 |
-0.1% |
105-048 |
Low |
104-102 |
104-020 |
-0-082 |
-0.2% |
103-235 |
Close |
104-150 |
104-038 |
-0-112 |
-0.3% |
104-112 |
Range |
0-130 |
0-162 |
0-032 |
25.0% |
1-132 |
ATR |
0-157 |
0-158 |
0-000 |
0.2% |
0-000 |
Volume |
1,357,179 |
1,288,963 |
-68,216 |
-5.0% |
6,975,123 |
|
Daily Pivots for day following 25-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105-248 |
105-145 |
104-127 |
|
R3 |
105-085 |
104-302 |
104-082 |
|
R2 |
104-242 |
104-242 |
104-067 |
|
R1 |
104-140 |
104-140 |
104-052 |
104-110 |
PP |
104-080 |
104-080 |
104-080 |
104-065 |
S1 |
103-298 |
103-298 |
104-023 |
103-268 |
S2 |
103-238 |
103-238 |
104-008 |
|
S3 |
103-075 |
103-135 |
103-313 |
|
S4 |
102-232 |
102-292 |
103-268 |
|
|
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 |
1.0% |
0-158 |
0.5% |
39% |
False |
False |
1,424,363 |
10 |
105-205 |
103-235 |
1-290 |
1.8% |
0-165 |
0.5% |
20% |
False |
False |
1,352,441 |
20 |
105-205 |
103-235 |
1-290 |
1.8% |
0-162 |
0.5% |
20% |
False |
False |
1,359,543 |
40 |
107-092 |
103-235 |
3-178 |
3.4% |
0-142 |
0.4% |
11% |
False |
False |
1,216,448 |
60 |
107-300 |
103-235 |
4-065 |
4.0% |
0-144 |
0.4% |
9% |
False |
False |
1,013,516 |
80 |
108-222 |
103-235 |
4-308 |
4.8% |
0-135 |
0.4% |
8% |
False |
False |
760,367 |
100 |
109-110 |
103-235 |
5-195 |
5.4% |
0-109 |
0.3% |
7% |
False |
False |
608,294 |
120 |
111-198 |
103-235 |
7-282 |
7.6% |
0-091 |
0.3% |
5% |
False |
False |
506,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106-233 |
2.618 |
105-288 |
1.618 |
105-125 |
1.000 |
105-025 |
0.618 |
104-283 |
HIGH |
104-182 |
0.618 |
104-120 |
0.500 |
104-101 |
0.382 |
104-082 |
LOW |
104-020 |
0.618 |
103-240 |
1.000 |
103-178 |
1.618 |
103-077 |
2.618 |
102-235 |
4.250 |
101-289 |
|
|
Fisher Pivots for day following 25-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
104-101 |
104-119 |
PP |
104-080 |
104-092 |
S1 |
104-059 |
104-065 |
|