ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 09-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2023 |
09-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
105-048 |
105-272 |
0-225 |
0.7% |
105-122 |
| High |
105-048 |
105-295 |
0-248 |
0.7% |
105-145 |
| Low |
104-238 |
105-272 |
1-035 |
1.1% |
104-238 |
| Close |
105-048 |
105-272 |
0-225 |
0.7% |
105-048 |
| Range |
0-130 |
0-022 |
-0-108 |
-82.7% |
0-228 |
| ATR |
0-083 |
0-095 |
0-012 |
14.1% |
0-000 |
| Volume |
26 |
0 |
-26 |
-100.0% |
227 |
|
| Daily Pivots for day following 09-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-028 |
106-012 |
105-285 |
|
| R3 |
106-005 |
105-310 |
105-279 |
|
| R2 |
105-302 |
105-302 |
105-277 |
|
| R1 |
105-288 |
105-288 |
105-275 |
105-284 |
| PP |
105-280 |
105-280 |
105-280 |
105-278 |
| S1 |
105-265 |
105-265 |
105-270 |
105-261 |
| S2 |
105-258 |
105-258 |
105-268 |
|
| S3 |
105-235 |
105-242 |
105-266 |
|
| S4 |
105-212 |
105-220 |
105-260 |
|
|
| 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 |
105-295 |
104-238 |
1-058 |
1.1% |
0-041 |
0.1% |
94% |
True |
False |
45 |
| 10 |
105-295 |
104-238 |
1-058 |
1.1% |
0-031 |
0.1% |
94% |
True |
False |
22 |
| 20 |
106-288 |
104-238 |
2-050 |
2.0% |
0-016 |
0.0% |
51% |
False |
False |
12 |
| 40 |
107-215 |
104-238 |
2-298 |
2.8% |
0-008 |
0.0% |
38% |
False |
False |
6 |
| 60 |
109-030 |
104-238 |
4-112 |
4.1% |
0-005 |
0.0% |
25% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-071 |
|
2.618 |
106-034 |
|
1.618 |
106-011 |
|
1.000 |
105-318 |
|
0.618 |
105-309 |
|
HIGH |
105-295 |
|
0.618 |
105-286 |
|
0.500 |
105-284 |
|
0.382 |
105-281 |
|
LOW |
105-272 |
|
0.618 |
105-259 |
|
1.000 |
105-250 |
|
1.618 |
105-236 |
|
2.618 |
105-214 |
|
4.250 |
105-177 |
|
|
| Fisher Pivots for day following 09-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-284 |
105-217 |
| PP |
105-280 |
105-162 |
| S1 |
105-276 |
105-106 |
|