ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 19-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
104-198 |
104-098 |
-0-100 |
-0.3% |
105-272 |
| High |
104-248 |
104-148 |
-0-100 |
-0.3% |
105-295 |
| Low |
104-108 |
104-040 |
-0-068 |
-0.2% |
105-100 |
| Close |
104-128 |
104-085 |
-0-042 |
-0.1% |
105-180 |
| Range |
0-140 |
0-108 |
-0-032 |
-23.2% |
0-195 |
| ATR |
0-116 |
0-116 |
-0-001 |
-0.5% |
0-000 |
| Volume |
23 |
1,396 |
1,373 |
5,969.6% |
114 |
|
| Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105-093 |
105-037 |
104-144 |
|
| R3 |
104-306 |
104-249 |
104-115 |
|
| R2 |
104-198 |
104-198 |
104-105 |
|
| R1 |
104-142 |
104-142 |
104-095 |
104-116 |
| PP |
104-091 |
104-091 |
104-091 |
104-078 |
| S1 |
104-034 |
104-034 |
104-075 |
104-009 |
| S2 |
103-303 |
103-303 |
104-065 |
|
| S3 |
103-196 |
103-247 |
104-055 |
|
| S4 |
103-088 |
103-139 |
104-026 |
|
|
| 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 |
105-238 |
104-040 |
1-198 |
1.6% |
0-067 |
0.2% |
9% |
False |
True |
307 |
| 10 |
105-295 |
104-040 |
1-255 |
1.7% |
0-090 |
0.3% |
8% |
False |
True |
166 |
| 20 |
105-295 |
104-040 |
1-255 |
1.7% |
0-053 |
0.2% |
8% |
False |
True |
93 |
| 40 |
107-215 |
104-040 |
3-175 |
3.4% |
0-026 |
0.1% |
4% |
False |
True |
47 |
| 60 |
108-105 |
104-040 |
4-065 |
4.0% |
0-018 |
0.1% |
3% |
False |
True |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105-284 |
|
2.618 |
105-109 |
|
1.618 |
105-001 |
|
1.000 |
104-255 |
|
0.618 |
104-214 |
|
HIGH |
104-148 |
|
0.618 |
104-106 |
|
0.500 |
104-094 |
|
0.382 |
104-081 |
|
LOW |
104-040 |
|
0.618 |
103-294 |
|
1.000 |
103-252 |
|
1.618 |
103-186 |
|
2.618 |
103-079 |
|
4.250 |
102-223 |
|
|
| Fisher Pivots for day following 19-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
104-094 |
104-144 |
| PP |
104-091 |
104-124 |
| S1 |
104-088 |
104-105 |
|