ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 05-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2023 |
05-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
105-095 |
105-142 |
0-048 |
0.1% |
105-240 |
| High |
105-095 |
105-145 |
0-050 |
0.1% |
105-265 |
| Low |
105-095 |
105-092 |
-0-002 |
0.0% |
105-110 |
| Close |
105-095 |
105-142 |
0-048 |
0.1% |
105-265 |
| Range |
0-000 |
0-052 |
0-052 |
|
0-155 |
| ATR |
0-074 |
0-072 |
-0-002 |
-2.1% |
0-000 |
| Volume |
100 |
101 |
1 |
1.0% |
1 |
|
| Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105-284 |
105-266 |
105-171 |
|
| R3 |
105-232 |
105-213 |
105-157 |
|
| R2 |
105-179 |
105-179 |
105-152 |
|
| R1 |
105-161 |
105-161 |
105-147 |
105-169 |
| PP |
105-127 |
105-127 |
105-127 |
105-131 |
| S1 |
105-108 |
105-108 |
105-138 |
105-116 |
| S2 |
105-074 |
105-074 |
105-133 |
|
| S3 |
105-022 |
105-056 |
105-128 |
|
| S4 |
104-289 |
105-003 |
105-114 |
|
|
| 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% |
0-010 |
0.0% |
52% |
False |
False |
40 |
| 10 |
105-292 |
105-008 |
0-285 |
0.8% |
0-016 |
0.0% |
47% |
False |
False |
20 |
| 20 |
106-312 |
105-008 |
1-305 |
1.9% |
0-008 |
0.0% |
22% |
False |
False |
11 |
| 40 |
107-298 |
105-008 |
2-290 |
2.8% |
0-004 |
0.0% |
15% |
False |
False |
5 |
| 60 |
109-080 |
105-008 |
4-072 |
4.0% |
0-003 |
0.0% |
10% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-048 |
|
2.618 |
105-282 |
|
1.618 |
105-230 |
|
1.000 |
105-198 |
|
0.618 |
105-177 |
|
HIGH |
105-145 |
|
0.618 |
105-125 |
|
0.500 |
105-119 |
|
0.382 |
105-113 |
|
LOW |
105-092 |
|
0.618 |
105-060 |
|
1.000 |
105-040 |
|
1.618 |
105-008 |
|
2.618 |
104-275 |
|
4.250 |
104-189 |
|
|
| Fisher Pivots for day following 05-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-135 |
105-120 |
| PP |
105-127 |
105-098 |
| S1 |
105-119 |
105-076 |
|