ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 18-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
104-190 |
104-198 |
0-008 |
0.0% |
105-272 |
| High |
104-195 |
104-248 |
0-052 |
0.2% |
105-295 |
| Low |
104-170 |
104-108 |
-0-062 |
-0.2% |
105-100 |
| Close |
104-192 |
104-128 |
-0-065 |
-0.2% |
105-180 |
| Range |
0-025 |
0-140 |
0-115 |
460.0% |
0-195 |
| ATR |
0-114 |
0-116 |
0-002 |
1.6% |
0-000 |
| Volume |
103 |
23 |
-80 |
-77.7% |
114 |
|
| Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105-261 |
105-174 |
104-204 |
|
| R3 |
105-121 |
105-034 |
104-166 |
|
| R2 |
104-301 |
104-301 |
104-153 |
|
| R1 |
104-214 |
104-214 |
104-140 |
104-188 |
| PP |
104-161 |
104-161 |
104-161 |
104-148 |
| S1 |
104-074 |
104-074 |
104-115 |
104-048 |
| S2 |
104-021 |
104-021 |
104-102 |
|
| S3 |
103-201 |
103-254 |
104-089 |
|
| S4 |
103-061 |
103-114 |
104-050 |
|
|
| 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 |
104-108 |
1-188 |
1.5% |
0-084 |
0.3% |
4% |
False |
True |
31 |
| 10 |
105-295 |
104-108 |
1-188 |
1.5% |
0-085 |
0.3% |
4% |
False |
True |
36 |
| 20 |
105-295 |
104-108 |
1-188 |
1.5% |
0-048 |
0.1% |
4% |
False |
True |
23 |
| 40 |
107-215 |
104-108 |
3-108 |
3.2% |
0-024 |
0.1% |
2% |
False |
True |
12 |
| 60 |
108-155 |
104-108 |
4-048 |
4.0% |
0-016 |
0.0% |
2% |
False |
True |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-202 |
|
2.618 |
105-294 |
|
1.618 |
105-154 |
|
1.000 |
105-068 |
|
0.618 |
105-014 |
|
HIGH |
104-248 |
|
0.618 |
104-194 |
|
0.500 |
104-178 |
|
0.382 |
104-161 |
|
LOW |
104-108 |
|
0.618 |
104-021 |
|
1.000 |
103-288 |
|
1.618 |
103-201 |
|
2.618 |
103-061 |
|
4.250 |
102-152 |
|
|
| Fisher Pivots for day following 18-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
104-178 |
104-258 |
| PP |
104-161 |
104-214 |
| S1 |
104-144 |
104-171 |
|