ECBOT 5 Year T-Note Future March 2024
Trading Metrics calculated at close of trading on 29-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
105-110 |
105-265 |
0-155 |
0.5% |
105-240 |
High |
105-215 |
105-265 |
0-050 |
0.1% |
105-265 |
Low |
105-110 |
105-265 |
0-155 |
0.5% |
105-110 |
Close |
105-215 |
105-265 |
0-050 |
0.1% |
105-265 |
Range |
0-105 |
0-000 |
-0-105 |
-100.0% |
0-155 |
ATR |
0-065 |
0-064 |
-0-001 |
-1.6% |
0-000 |
Volume |
1 |
0 |
-1 |
-100.0% |
1 |
|
Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105-265 |
105-265 |
105-265 |
|
R3 |
105-265 |
105-265 |
105-265 |
|
R2 |
105-265 |
105-265 |
105-265 |
|
R1 |
105-265 |
105-265 |
105-265 |
105-265 |
PP |
105-265 |
105-265 |
105-265 |
105-265 |
S1 |
105-265 |
105-265 |
105-265 |
105-265 |
S2 |
105-265 |
105-265 |
105-265 |
|
S3 |
105-265 |
105-265 |
105-265 |
|
S4 |
105-265 |
105-265 |
105-265 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107-038 |
106-307 |
106-030 |
|
R3 |
106-203 |
106-152 |
105-308 |
|
R2 |
106-048 |
106-048 |
105-293 |
|
R1 |
105-317 |
105-317 |
105-279 |
106-022 |
PP |
105-213 |
105-213 |
105-213 |
105-226 |
S1 |
105-162 |
105-162 |
105-251 |
105-188 |
S2 |
105-058 |
105-058 |
105-237 |
|
S3 |
104-223 |
105-007 |
105-222 |
|
S4 |
104-068 |
104-172 |
105-180 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105-265 |
105-110 |
0-155 |
0.5% |
0-021 |
0.1% |
100% |
True |
False |
|
10 |
106-148 |
105-110 |
1-038 |
1.1% |
0-010 |
0.0% |
43% |
False |
False |
|
20 |
107-152 |
105-110 |
2-042 |
2.0% |
0-005 |
0.0% |
23% |
False |
False |
1 |
40 |
108-105 |
105-110 |
2-315 |
2.8% |
0-003 |
0.0% |
16% |
False |
False |
|
60 |
109-080 |
105-110 |
3-290 |
3.7% |
0-002 |
0.0% |
12% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
105-265 |
2.618 |
105-265 |
1.618 |
105-265 |
1.000 |
105-265 |
0.618 |
105-265 |
HIGH |
105-265 |
0.618 |
105-265 |
0.500 |
105-265 |
0.382 |
105-265 |
LOW |
105-265 |
0.618 |
105-265 |
1.000 |
105-265 |
1.618 |
105-265 |
2.618 |
105-265 |
4.250 |
105-265 |
|
|
Fisher Pivots for day following 29-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
105-265 |
105-239 |
PP |
105-265 |
105-213 |
S1 |
105-265 |
105-188 |
|