ECBOT 5 Year T-Note Future March 2024
Trading Metrics calculated at close of trading on 04-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2023 |
04-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
105-008 |
105-095 |
0-088 |
0.3% |
105-240 |
High |
105-008 |
105-095 |
0-088 |
0.3% |
105-265 |
Low |
105-008 |
105-095 |
0-088 |
0.3% |
105-110 |
Close |
105-008 |
105-095 |
0-088 |
0.3% |
105-265 |
Range |
|
|
|
|
|
ATR |
0-073 |
0-074 |
0-001 |
1.4% |
0-000 |
Volume |
0 |
100 |
100 |
|
1 |
|
Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105-095 |
105-095 |
105-095 |
|
R3 |
105-095 |
105-095 |
105-095 |
|
R2 |
105-095 |
105-095 |
105-095 |
|
R1 |
105-095 |
105-095 |
105-095 |
105-095 |
PP |
105-095 |
105-095 |
105-095 |
105-095 |
S1 |
105-095 |
105-095 |
105-095 |
105-095 |
S2 |
105-095 |
105-095 |
105-095 |
|
S3 |
105-095 |
105-095 |
105-095 |
|
S4 |
105-095 |
105-095 |
105-095 |
|
|
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 |
105-008 |
0-258 |
0.8% |
0-021 |
0.1% |
34% |
False |
False |
20 |
10 |
105-292 |
105-008 |
0-285 |
0.8% |
0-010 |
0.0% |
31% |
False |
False |
10 |
20 |
107-020 |
105-008 |
2-012 |
1.9% |
0-005 |
0.0% |
13% |
False |
False |
6 |
40 |
108-078 |
105-008 |
3-070 |
3.1% |
0-003 |
0.0% |
8% |
False |
False |
3 |
60 |
109-080 |
105-008 |
4-072 |
4.0% |
0-002 |
0.0% |
6% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105-095 |
2.618 |
105-095 |
1.618 |
105-095 |
1.000 |
105-095 |
0.618 |
105-095 |
HIGH |
105-095 |
0.618 |
105-095 |
0.500 |
105-095 |
0.382 |
105-095 |
LOW |
105-095 |
0.618 |
105-095 |
1.000 |
105-095 |
1.618 |
105-095 |
2.618 |
105-095 |
4.250 |
105-095 |
|
|
Fisher Pivots for day following 04-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
105-095 |
105-085 |
PP |
105-095 |
105-075 |
S1 |
105-095 |
105-065 |
|