ECBOT 5 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 30-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2023 |
30-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
104-172 |
104-230 |
0-058 |
0.2% |
104-072 |
High |
104-245 |
104-230 |
-0-015 |
0.0% |
104-245 |
Low |
104-142 |
104-125 |
-0-018 |
-0.1% |
104-002 |
Close |
104-220 |
104-178 |
-0-042 |
-0.1% |
104-220 |
Range |
0-102 |
0-105 |
0-002 |
2.4% |
0-242 |
ATR |
0-156 |
0-153 |
-0-004 |
-2.3% |
0-000 |
Volume |
1,158,054 |
1,064,494 |
-93,560 |
-8.1% |
6,686,030 |
|
Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105-172 |
105-120 |
104-235 |
|
R3 |
105-068 |
105-015 |
104-206 |
|
R2 |
104-282 |
104-282 |
104-197 |
|
R1 |
104-230 |
104-230 |
104-187 |
104-204 |
PP |
104-178 |
104-178 |
104-178 |
104-164 |
S1 |
104-125 |
104-125 |
104-168 |
104-099 |
S2 |
104-072 |
104-072 |
104-158 |
|
S3 |
103-288 |
104-020 |
104-149 |
|
S4 |
103-182 |
103-235 |
104-120 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106-243 |
106-154 |
105-033 |
|
R3 |
106-001 |
105-232 |
104-287 |
|
R2 |
105-078 |
105-078 |
104-264 |
|
R1 |
104-309 |
104-309 |
104-242 |
105-034 |
PP |
104-156 |
104-156 |
104-156 |
104-178 |
S1 |
104-067 |
104-067 |
104-198 |
104-111 |
S2 |
103-233 |
103-233 |
104-176 |
|
S3 |
102-311 |
103-144 |
104-153 |
|
S4 |
102-068 |
102-222 |
104-087 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
104-245 |
104-002 |
0-242 |
0.7% |
0-139 |
0.4% |
72% |
False |
False |
1,280,400 |
10 |
104-290 |
103-235 |
1-055 |
1.1% |
0-159 |
0.5% |
70% |
False |
False |
1,382,692 |
20 |
105-205 |
103-235 |
1-290 |
1.8% |
0-160 |
0.5% |
43% |
False |
False |
1,333,895 |
40 |
106-228 |
103-235 |
2-312 |
2.8% |
0-141 |
0.4% |
28% |
False |
False |
1,208,147 |
60 |
107-300 |
103-235 |
4-065 |
4.0% |
0-142 |
0.4% |
20% |
False |
False |
1,075,887 |
80 |
108-222 |
103-235 |
4-308 |
4.7% |
0-139 |
0.4% |
17% |
False |
False |
807,315 |
100 |
109-065 |
103-235 |
5-150 |
5.2% |
0-113 |
0.3% |
15% |
False |
False |
645,852 |
120 |
111-198 |
103-235 |
7-282 |
7.5% |
0-094 |
0.3% |
10% |
False |
False |
538,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106-036 |
2.618 |
105-185 |
1.618 |
105-080 |
1.000 |
105-015 |
0.618 |
104-295 |
HIGH |
104-230 |
0.618 |
104-190 |
0.500 |
104-178 |
0.382 |
104-165 |
LOW |
104-125 |
0.618 |
104-060 |
1.000 |
104-020 |
1.618 |
103-275 |
2.618 |
103-170 |
4.250 |
102-319 |
|
|
Fisher Pivots for day following 30-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
104-178 |
104-160 |
PP |
104-178 |
104-142 |
S1 |
104-178 |
104-124 |
|