ECBOT 5 Year T-Note Future March 2024
Trading Metrics calculated at close of trading on 17-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2023 |
17-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
105-088 |
104-190 |
-0-218 |
-0.6% |
105-272 |
High |
105-088 |
104-195 |
-0-212 |
-0.6% |
105-295 |
Low |
105-088 |
104-170 |
-0-238 |
-0.7% |
105-100 |
Close |
105-088 |
104-192 |
-0-215 |
-0.6% |
105-180 |
Range |
0-000 |
0-025 |
0-025 |
|
0-195 |
ATR |
0-105 |
0-114 |
0-009 |
9.0% |
0-000 |
Volume |
0 |
103 |
103 |
|
114 |
|
Daily Pivots for day following 17-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104-261 |
104-252 |
104-206 |
|
R3 |
104-236 |
104-227 |
104-199 |
|
R2 |
104-211 |
104-211 |
104-197 |
|
R1 |
104-202 |
104-202 |
104-195 |
104-206 |
PP |
104-186 |
104-186 |
104-186 |
104-188 |
S1 |
104-177 |
104-177 |
104-190 |
104-181 |
S2 |
104-161 |
104-161 |
104-188 |
|
S3 |
104-136 |
104-152 |
104-186 |
|
S4 |
104-111 |
104-127 |
104-179 |
|
|
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 |
104-170 |
1-125 |
1.3% |
0-077 |
0.2% |
5% |
False |
True |
42 |
10 |
105-295 |
104-170 |
1-125 |
1.3% |
0-071 |
0.2% |
5% |
False |
True |
44 |
20 |
106-040 |
104-170 |
1-190 |
1.5% |
0-041 |
0.1% |
4% |
False |
True |
22 |
40 |
107-215 |
104-170 |
3-045 |
3.0% |
0-020 |
0.1% |
2% |
False |
True |
11 |
60 |
108-155 |
104-170 |
3-305 |
3.8% |
0-014 |
0.0% |
2% |
False |
True |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104-301 |
2.618 |
104-260 |
1.618 |
104-235 |
1.000 |
104-220 |
0.618 |
104-210 |
HIGH |
104-195 |
0.618 |
104-185 |
0.500 |
104-182 |
0.382 |
104-180 |
LOW |
104-170 |
0.618 |
104-155 |
1.000 |
104-145 |
1.618 |
104-130 |
2.618 |
104-105 |
4.250 |
104-064 |
|
|
Fisher Pivots for day following 17-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
104-189 |
105-044 |
PP |
104-186 |
104-307 |
S1 |
104-182 |
104-250 |
|