ECBOT 5 Year T-Note Future December 2023
Trading Metrics calculated at close of trading on 01-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2023 |
01-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
104-150 |
104-112 |
-0-038 |
-0.1% |
104-072 |
High |
104-248 |
105-050 |
0-122 |
0.4% |
104-245 |
Low |
104-110 |
104-110 |
0-000 |
0.0% |
104-002 |
Close |
104-152 |
104-305 |
0-152 |
0.5% |
104-220 |
Range |
0-138 |
0-260 |
0-122 |
89.1% |
0-242 |
ATR |
0-151 |
0-159 |
0-008 |
5.1% |
0-000 |
Volume |
1,569,552 |
1,921,609 |
352,057 |
22.4% |
6,686,030 |
|
Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107-082 |
106-293 |
105-128 |
|
R3 |
106-142 |
106-033 |
105-056 |
|
R2 |
105-202 |
105-202 |
105-033 |
|
R1 |
105-093 |
105-093 |
105-009 |
105-148 |
PP |
104-262 |
104-262 |
104-262 |
104-289 |
S1 |
104-153 |
104-153 |
104-281 |
104-208 |
S2 |
104-002 |
104-002 |
104-257 |
|
S3 |
103-062 |
103-213 |
104-234 |
|
S4 |
102-122 |
102-273 |
104-162 |
|
|
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 |
105-050 |
104-002 |
1-048 |
1.1% |
0-160 |
0.5% |
82% |
True |
False |
1,449,403 |
10 |
105-050 |
103-235 |
1-135 |
1.4% |
0-159 |
0.5% |
86% |
True |
False |
1,436,883 |
20 |
105-205 |
103-235 |
1-290 |
1.8% |
0-162 |
0.5% |
64% |
False |
False |
1,349,316 |
40 |
106-165 |
103-235 |
2-250 |
2.6% |
0-144 |
0.4% |
44% |
False |
False |
1,238,773 |
60 |
107-300 |
103-235 |
4-065 |
4.0% |
0-144 |
0.4% |
29% |
False |
False |
1,133,612 |
80 |
108-222 |
103-235 |
4-308 |
4.7% |
0-142 |
0.4% |
25% |
False |
False |
850,955 |
100 |
108-292 |
103-235 |
5-058 |
4.9% |
0-117 |
0.3% |
24% |
False |
False |
680,764 |
120 |
111-060 |
103-235 |
7-145 |
7.1% |
0-097 |
0.3% |
16% |
False |
False |
567,303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108-195 |
2.618 |
107-091 |
1.618 |
106-151 |
1.000 |
105-310 |
0.618 |
105-211 |
HIGH |
105-050 |
0.618 |
104-271 |
0.500 |
104-240 |
0.382 |
104-209 |
LOW |
104-110 |
0.618 |
103-269 |
1.000 |
103-170 |
1.618 |
103-009 |
2.618 |
102-069 |
4.250 |
100-285 |
|
|
Fisher Pivots for day following 01-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
104-283 |
104-283 |
PP |
104-262 |
104-262 |
S1 |
104-240 |
104-240 |
|