ECBOT 5 Year T-Note Future March 2024
Trading Metrics calculated at close of trading on 21-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
106-040 |
105-228 |
-0-132 |
-0.4% |
106-292 |
High |
106-040 |
105-228 |
-0-132 |
-0.4% |
106-292 |
Low |
106-040 |
105-228 |
-0-132 |
-0.4% |
106-170 |
Close |
106-040 |
105-228 |
-0-132 |
-0.4% |
106-170 |
Range |
|
|
|
|
|
ATR |
0-057 |
0-063 |
0-005 |
9.4% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105-228 |
105-228 |
105-228 |
|
R3 |
105-228 |
105-228 |
105-228 |
|
R2 |
105-228 |
105-228 |
105-228 |
|
R1 |
105-228 |
105-228 |
105-228 |
105-228 |
PP |
105-228 |
105-228 |
105-228 |
105-228 |
S1 |
105-228 |
105-228 |
105-228 |
105-228 |
S2 |
105-228 |
105-228 |
105-228 |
|
S3 |
105-228 |
105-228 |
105-228 |
|
S4 |
105-228 |
105-228 |
105-228 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107-258 |
107-177 |
106-237 |
|
R3 |
107-136 |
107-054 |
106-204 |
|
R2 |
107-013 |
107-013 |
106-192 |
|
R1 |
106-252 |
106-252 |
106-181 |
106-231 |
PP |
106-211 |
106-211 |
106-211 |
106-201 |
S1 |
106-129 |
106-129 |
106-159 |
106-109 |
S2 |
106-088 |
106-088 |
106-148 |
|
S3 |
105-286 |
106-007 |
106-136 |
|
S4 |
105-163 |
105-204 |
106-103 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
105-228 |
2.618 |
105-228 |
1.618 |
105-228 |
1.000 |
105-228 |
0.618 |
105-228 |
HIGH |
105-228 |
0.618 |
105-228 |
0.500 |
105-228 |
0.382 |
105-228 |
LOW |
105-228 |
0.618 |
105-228 |
1.000 |
105-228 |
1.618 |
105-228 |
2.618 |
105-228 |
4.250 |
105-228 |
|
|
Fisher Pivots for day following 21-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
105-228 |
105-294 |
PP |
105-228 |
105-272 |
S1 |
105-228 |
105-250 |
|