ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 06-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2023 |
06-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
105-142 |
105-048 |
-0-095 |
-0.3% |
105-122 |
| High |
105-145 |
105-048 |
-0-098 |
-0.3% |
105-145 |
| Low |
105-092 |
104-238 |
-0-175 |
-0.5% |
104-238 |
| Close |
105-142 |
105-048 |
-0-095 |
-0.3% |
105-048 |
| Range |
0-052 |
0-130 |
0-078 |
147.6% |
0-228 |
| ATR |
0-072 |
0-083 |
0-011 |
15.1% |
0-000 |
| Volume |
101 |
26 |
-75 |
-74.3% |
227 |
|
| Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-074 |
106-031 |
105-119 |
|
| R3 |
105-264 |
105-221 |
105-083 |
|
| R2 |
105-134 |
105-134 |
105-071 |
|
| R1 |
105-091 |
105-091 |
105-059 |
105-112 |
| PP |
105-004 |
105-004 |
105-004 |
105-015 |
| S1 |
104-281 |
104-281 |
105-036 |
104-302 |
| S2 |
104-194 |
104-194 |
105-024 |
|
| S3 |
104-064 |
104-151 |
105-012 |
|
| S4 |
103-254 |
104-021 |
104-296 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-079 |
106-291 |
105-173 |
|
| R3 |
106-172 |
106-063 |
105-110 |
|
| R2 |
105-264 |
105-264 |
105-089 |
|
| R1 |
105-156 |
105-156 |
105-068 |
105-096 |
| PP |
105-037 |
105-037 |
105-037 |
105-007 |
| S1 |
104-248 |
104-248 |
105-027 |
104-189 |
| S2 |
104-129 |
104-129 |
105-006 |
|
| S3 |
103-222 |
104-021 |
104-305 |
|
| S4 |
102-314 |
103-113 |
104-242 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105-145 |
104-238 |
0-228 |
0.7% |
0-036 |
0.1% |
57% |
False |
True |
45 |
| 10 |
105-265 |
104-238 |
1-028 |
1.0% |
0-029 |
0.1% |
37% |
False |
True |
22 |
| 20 |
106-292 |
104-238 |
2-055 |
2.1% |
0-014 |
0.0% |
19% |
False |
True |
12 |
| 40 |
107-215 |
104-238 |
2-298 |
2.8% |
0-007 |
0.0% |
14% |
False |
True |
6 |
| 60 |
109-030 |
104-238 |
4-112 |
4.1% |
0-005 |
0.0% |
9% |
False |
True |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-280 |
|
2.618 |
106-068 |
|
1.618 |
105-258 |
|
1.000 |
105-178 |
|
0.618 |
105-128 |
|
HIGH |
105-048 |
|
0.618 |
104-318 |
|
0.500 |
104-302 |
|
0.382 |
104-287 |
|
LOW |
104-238 |
|
0.618 |
104-157 |
|
1.000 |
104-108 |
|
1.618 |
104-027 |
|
2.618 |
103-217 |
|
4.250 |
103-005 |
|
|
| Fisher Pivots for day following 06-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-026 |
105-042 |
| PP |
105-004 |
105-037 |
| S1 |
104-302 |
105-031 |
|