ECBOT 5 Year T-Note Future March 2024
Trading Metrics calculated at close of trading on 27-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2023 |
27-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
105-230 |
105-122 |
-0-108 |
-0.3% |
106-148 |
High |
105-230 |
105-122 |
-0-108 |
-0.3% |
106-148 |
Low |
105-230 |
105-122 |
-0-108 |
-0.3% |
105-228 |
Close |
105-230 |
105-122 |
-0-108 |
-0.3% |
105-292 |
Range |
|
|
|
|
|
ATR |
0-058 |
0-062 |
0-004 |
6.0% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105-122 |
105-122 |
105-122 |
|
R3 |
105-122 |
105-122 |
105-122 |
|
R2 |
105-122 |
105-122 |
105-122 |
|
R1 |
105-122 |
105-122 |
105-122 |
105-122 |
PP |
105-122 |
105-122 |
105-122 |
105-122 |
S1 |
105-122 |
105-122 |
105-122 |
105-122 |
S2 |
105-122 |
105-122 |
105-122 |
|
S3 |
105-122 |
105-122 |
105-122 |
|
S4 |
105-122 |
105-122 |
105-122 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108-089 |
107-271 |
106-104 |
|
R3 |
107-169 |
107-031 |
106-038 |
|
R2 |
106-249 |
106-249 |
106-016 |
|
R1 |
106-111 |
106-111 |
105-314 |
106-060 |
PP |
106-009 |
106-009 |
106-009 |
105-304 |
S1 |
105-191 |
105-191 |
105-270 |
105-140 |
S2 |
105-089 |
105-089 |
105-248 |
|
S3 |
104-169 |
104-271 |
105-226 |
|
S4 |
103-249 |
104-031 |
105-160 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
105-122 |
2.618 |
105-122 |
1.618 |
105-122 |
1.000 |
105-122 |
0.618 |
105-122 |
HIGH |
105-122 |
0.618 |
105-122 |
0.500 |
105-122 |
0.382 |
105-122 |
LOW |
105-122 |
0.618 |
105-122 |
1.000 |
105-122 |
1.618 |
105-122 |
2.618 |
105-122 |
4.250 |
105-122 |
|
|
Fisher Pivots for day following 27-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
105-122 |
105-181 |
PP |
105-122 |
105-162 |
S1 |
105-122 |
105-142 |
|