ECBOT 5 Year T-Note Future March 2024
Trading Metrics calculated at close of trading on 16-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2023 |
16-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
105-192 |
105-088 |
-0-105 |
-0.3% |
105-272 |
High |
105-238 |
105-088 |
-0-150 |
-0.4% |
105-295 |
Low |
105-175 |
105-088 |
-0-088 |
-0.3% |
105-100 |
Close |
105-180 |
105-088 |
-0-092 |
-0.3% |
105-180 |
Range |
0-062 |
0-000 |
-0-062 |
-100.0% |
0-195 |
ATR |
0-106 |
0-105 |
-0-001 |
-0.9% |
0-000 |
Volume |
17 |
0 |
-17 |
-100.0% |
114 |
|
Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105-088 |
105-088 |
105-088 |
|
R3 |
105-088 |
105-088 |
105-088 |
|
R2 |
105-088 |
105-088 |
105-088 |
|
R1 |
105-088 |
105-088 |
105-088 |
105-088 |
PP |
105-088 |
105-088 |
105-088 |
105-088 |
S1 |
105-088 |
105-088 |
105-088 |
105-088 |
S2 |
105-088 |
105-088 |
105-088 |
|
S3 |
105-088 |
105-088 |
105-088 |
|
S4 |
105-088 |
105-088 |
105-088 |
|
|
Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107-137 |
107-033 |
105-287 |
|
R3 |
106-262 |
106-158 |
105-234 |
|
R2 |
106-067 |
106-067 |
105-216 |
|
R1 |
105-283 |
105-283 |
105-198 |
105-238 |
PP |
105-192 |
105-192 |
105-192 |
105-169 |
S1 |
105-088 |
105-088 |
105-162 |
105-042 |
S2 |
104-317 |
104-317 |
105-144 |
|
S3 |
104-122 |
104-213 |
105-126 |
|
S4 |
103-247 |
104-018 |
105-073 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105-295 |
105-088 |
0-208 |
0.6% |
0-096 |
0.3% |
0% |
False |
True |
22 |
10 |
105-295 |
104-238 |
1-058 |
1.1% |
0-068 |
0.2% |
45% |
False |
False |
34 |
20 |
106-040 |
104-238 |
1-122 |
1.3% |
0-039 |
0.1% |
38% |
False |
False |
17 |
40 |
107-215 |
104-238 |
2-298 |
2.8% |
0-020 |
0.1% |
18% |
False |
False |
9 |
60 |
108-155 |
104-238 |
3-238 |
3.6% |
0-013 |
0.0% |
14% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105-088 |
2.618 |
105-088 |
1.618 |
105-088 |
1.000 |
105-088 |
0.618 |
105-088 |
HIGH |
105-088 |
0.618 |
105-088 |
0.500 |
105-088 |
0.382 |
105-088 |
LOW |
105-088 |
0.618 |
105-088 |
1.000 |
105-088 |
1.618 |
105-088 |
2.618 |
105-088 |
4.250 |
105-088 |
|
|
Fisher Pivots for day following 16-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
105-088 |
105-191 |
PP |
105-088 |
105-157 |
S1 |
105-088 |
105-122 |
|