ECBOT 5 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 26-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2023 |
26-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
104-152 |
104-032 |
-0-120 |
-0.4% |
105-035 |
High |
104-182 |
104-198 |
0-015 |
0.0% |
105-048 |
Low |
104-020 |
104-002 |
-0-018 |
-0.1% |
103-235 |
Close |
104-038 |
104-182 |
0-145 |
0.4% |
104-112 |
Range |
0-162 |
0-195 |
0-032 |
20.0% |
1-132 |
ATR |
0-158 |
0-160 |
0-003 |
1.7% |
0-000 |
Volume |
1,288,963 |
1,533,310 |
244,347 |
19.0% |
6,975,123 |
|
Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106-072 |
106-002 |
104-290 |
|
R3 |
105-198 |
105-128 |
104-236 |
|
R2 |
105-002 |
105-002 |
104-218 |
|
R1 |
104-252 |
104-252 |
104-200 |
104-288 |
PP |
104-128 |
104-128 |
104-128 |
104-145 |
S1 |
104-058 |
104-058 |
104-165 |
104-092 |
S2 |
103-252 |
103-252 |
104-147 |
|
S3 |
103-058 |
103-182 |
104-129 |
|
S4 |
102-182 |
102-308 |
104-075 |
|
|
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 |
103-295 |
0-258 |
0.8% |
0-172 |
0.5% |
81% |
False |
False |
1,380,691 |
10 |
105-120 |
103-235 |
1-205 |
1.6% |
0-160 |
0.5% |
51% |
False |
False |
1,354,071 |
20 |
105-205 |
103-235 |
1-290 |
1.8% |
0-163 |
0.5% |
44% |
False |
False |
1,364,947 |
40 |
107-092 |
103-235 |
3-178 |
3.4% |
0-143 |
0.4% |
24% |
False |
False |
1,222,080 |
60 |
107-300 |
103-235 |
4-065 |
4.0% |
0-145 |
0.4% |
20% |
False |
False |
1,038,999 |
80 |
108-222 |
103-235 |
4-308 |
4.7% |
0-137 |
0.4% |
17% |
False |
False |
779,534 |
100 |
109-068 |
103-235 |
5-152 |
5.2% |
0-111 |
0.3% |
15% |
False |
False |
623,627 |
120 |
111-198 |
103-235 |
7-282 |
7.5% |
0-092 |
0.3% |
11% |
False |
False |
519,689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107-066 |
2.618 |
106-068 |
1.618 |
105-193 |
1.000 |
105-072 |
0.618 |
104-318 |
HIGH |
104-198 |
0.618 |
104-123 |
0.500 |
104-100 |
0.382 |
104-077 |
LOW |
104-002 |
0.618 |
103-202 |
1.000 |
103-128 |
1.618 |
103-007 |
2.618 |
102-132 |
4.250 |
101-134 |
|
|
Fisher Pivots for day following 26-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
104-155 |
104-161 |
PP |
104-128 |
104-139 |
S1 |
104-100 |
104-118 |
|