ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 20-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
104-098 |
104-172 |
0-075 |
0.2% |
105-088 |
| High |
104-148 |
104-248 |
0-100 |
0.3% |
105-088 |
| Low |
104-040 |
104-150 |
0-110 |
0.3% |
104-040 |
| Close |
104-085 |
104-215 |
0-130 |
0.4% |
104-215 |
| Range |
0-108 |
0-098 |
-0-010 |
-9.3% |
1-048 |
| ATR |
0-116 |
0-119 |
0-003 |
2.9% |
0-000 |
| Volume |
1,396 |
898 |
-498 |
-35.7% |
2,420 |
|
| Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105-177 |
105-133 |
104-269 |
|
| R3 |
105-079 |
105-036 |
104-242 |
|
| R2 |
104-302 |
104-302 |
104-233 |
|
| R1 |
104-258 |
104-258 |
104-224 |
104-280 |
| PP |
104-204 |
104-204 |
104-204 |
104-215 |
| S1 |
104-161 |
104-161 |
104-206 |
104-182 |
| S2 |
104-107 |
104-107 |
104-197 |
|
| S3 |
104-009 |
104-063 |
104-188 |
|
| S4 |
103-232 |
103-286 |
104-161 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-043 |
107-177 |
105-097 |
|
| R3 |
106-316 |
106-129 |
104-316 |
|
| R2 |
105-268 |
105-268 |
104-282 |
|
| R1 |
105-082 |
105-082 |
104-249 |
104-311 |
| PP |
104-221 |
104-221 |
104-221 |
104-176 |
| S1 |
104-034 |
104-034 |
104-181 |
103-264 |
| S2 |
103-173 |
103-173 |
104-148 |
|
| S3 |
102-126 |
102-307 |
104-114 |
|
| S4 |
101-078 |
101-259 |
104-013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105-088 |
104-040 |
1-048 |
1.1% |
0-074 |
0.2% |
48% |
False |
False |
484 |
| 10 |
105-295 |
104-040 |
1-255 |
1.7% |
0-087 |
0.3% |
30% |
False |
False |
253 |
| 20 |
105-295 |
104-040 |
1-255 |
1.7% |
0-058 |
0.2% |
30% |
False |
False |
138 |
| 40 |
107-215 |
104-040 |
3-175 |
3.4% |
0-029 |
0.1% |
15% |
False |
False |
69 |
| 60 |
108-105 |
104-040 |
4-065 |
4.0% |
0-019 |
0.1% |
13% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-022 |
|
2.618 |
105-183 |
|
1.618 |
105-085 |
|
1.000 |
105-025 |
|
0.618 |
104-308 |
|
HIGH |
104-248 |
|
0.618 |
104-210 |
|
0.500 |
104-199 |
|
0.382 |
104-187 |
|
LOW |
104-150 |
|
0.618 |
104-090 |
|
1.000 |
104-052 |
|
1.618 |
103-312 |
|
2.618 |
103-215 |
|
4.250 |
103-056 |
|
|
| Fisher Pivots for day following 20-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
104-210 |
104-191 |
| PP |
104-204 |
104-168 |
| S1 |
104-199 |
104-144 |
|