ECBOT 5 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 31-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2023 |
31-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
104-230 |
104-150 |
-0-080 |
-0.2% |
104-072 |
High |
104-230 |
104-248 |
0-018 |
0.1% |
104-245 |
Low |
104-125 |
104-110 |
-0-015 |
0.0% |
104-002 |
Close |
104-178 |
104-152 |
-0-025 |
-0.1% |
104-220 |
Range |
0-105 |
0-138 |
0-032 |
31.0% |
0-242 |
ATR |
0-153 |
0-151 |
-0-001 |
-0.7% |
0-000 |
Volume |
1,064,494 |
1,569,552 |
505,058 |
47.4% |
6,686,030 |
|
Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105-262 |
105-185 |
104-228 |
|
R3 |
105-125 |
105-048 |
104-190 |
|
R2 |
104-308 |
104-308 |
104-178 |
|
R1 |
104-230 |
104-230 |
104-165 |
104-269 |
PP |
104-170 |
104-170 |
104-170 |
104-189 |
S1 |
104-092 |
104-092 |
104-140 |
104-131 |
S2 |
104-032 |
104-032 |
104-127 |
|
S3 |
103-215 |
103-275 |
104-115 |
|
S4 |
103-078 |
103-138 |
104-077 |
|
|
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 |
104-248 |
104-002 |
0-245 |
0.7% |
0-140 |
0.4% |
61% |
True |
False |
1,322,874 |
10 |
104-248 |
103-235 |
1-012 |
1.0% |
0-148 |
0.4% |
71% |
True |
False |
1,388,947 |
20 |
105-205 |
103-235 |
1-290 |
1.8% |
0-160 |
0.5% |
39% |
False |
False |
1,335,161 |
40 |
106-165 |
103-235 |
2-250 |
2.7% |
0-141 |
0.4% |
27% |
False |
False |
1,220,805 |
60 |
107-300 |
103-235 |
4-065 |
4.0% |
0-142 |
0.4% |
18% |
False |
False |
1,101,898 |
80 |
108-222 |
103-235 |
4-308 |
4.7% |
0-140 |
0.4% |
15% |
False |
False |
826,935 |
100 |
108-292 |
103-235 |
5-058 |
5.0% |
0-114 |
0.3% |
14% |
False |
False |
661,548 |
120 |
111-198 |
103-235 |
7-282 |
7.5% |
0-095 |
0.3% |
9% |
False |
False |
551,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106-192 |
2.618 |
105-287 |
1.618 |
105-150 |
1.000 |
105-065 |
0.618 |
105-012 |
HIGH |
104-248 |
0.618 |
104-195 |
0.500 |
104-179 |
0.382 |
104-163 |
LOW |
104-110 |
0.618 |
104-025 |
1.000 |
103-292 |
1.618 |
103-208 |
2.618 |
103-070 |
4.250 |
102-166 |
|
|
Fisher Pivots for day following 31-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
104-179 |
104-179 |
PP |
104-170 |
104-170 |
S1 |
104-161 |
104-161 |
|