ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 24-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2023 |
24-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
104-185 |
104-310 |
0-125 |
0.4% |
105-088 |
| High |
104-302 |
105-020 |
0-038 |
0.1% |
105-088 |
| Low |
104-112 |
104-215 |
0-102 |
0.3% |
104-040 |
| Close |
104-300 |
104-255 |
-0-045 |
-0.1% |
104-215 |
| Range |
0-190 |
0-125 |
-0-065 |
-34.2% |
1-048 |
| ATR |
0-124 |
0-124 |
0-000 |
0.1% |
0-000 |
| Volume |
4,521 |
4,064 |
-457 |
-10.1% |
2,420 |
|
| Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-005 |
105-255 |
105-004 |
|
| R3 |
105-200 |
105-130 |
104-289 |
|
| R2 |
105-075 |
105-075 |
104-278 |
|
| R1 |
105-005 |
105-005 |
104-266 |
104-298 |
| PP |
104-270 |
104-270 |
104-270 |
104-256 |
| S1 |
104-200 |
104-200 |
104-244 |
104-172 |
| S2 |
104-145 |
104-145 |
104-232 |
|
| S3 |
104-020 |
104-075 |
104-221 |
|
| S4 |
103-215 |
103-270 |
104-186 |
|
|
| 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 |
105-020 |
104-040 |
0-300 |
0.9% |
0-132 |
0.4% |
72% |
True |
False |
2,180 |
| 10 |
105-295 |
104-040 |
1-255 |
1.7% |
0-104 |
0.3% |
37% |
False |
False |
1,111 |
| 20 |
105-295 |
104-040 |
1-255 |
1.7% |
0-074 |
0.2% |
37% |
False |
False |
567 |
| 40 |
107-215 |
104-040 |
3-175 |
3.4% |
0-037 |
0.1% |
19% |
False |
False |
284 |
| 60 |
108-105 |
104-040 |
4-065 |
4.0% |
0-025 |
0.1% |
16% |
False |
False |
189 |
| 80 |
109-080 |
104-040 |
5-040 |
4.9% |
0-018 |
0.1% |
13% |
False |
False |
142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-231 |
|
2.618 |
106-027 |
|
1.618 |
105-222 |
|
1.000 |
105-145 |
|
0.618 |
105-097 |
|
HIGH |
105-020 |
|
0.618 |
104-292 |
|
0.500 |
104-278 |
|
0.382 |
104-263 |
|
LOW |
104-215 |
|
0.618 |
104-138 |
|
1.000 |
104-090 |
|
1.618 |
104-013 |
|
2.618 |
103-208 |
|
4.250 |
103-004 |
|
|
| Fisher Pivots for day following 24-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
104-278 |
104-245 |
| PP |
104-270 |
104-236 |
| S1 |
104-262 |
104-226 |
|