ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 25-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2023 |
25-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
104-310 |
104-275 |
-0-035 |
-0.1% |
105-088 |
| High |
105-020 |
104-290 |
-0-050 |
-0.1% |
105-088 |
| Low |
104-215 |
104-118 |
-0-098 |
-0.3% |
104-040 |
| Close |
104-255 |
104-130 |
-0-125 |
-0.4% |
104-215 |
| Range |
0-125 |
0-172 |
0-048 |
38.0% |
1-048 |
| ATR |
0-124 |
0-128 |
0-003 |
2.8% |
0-000 |
| Volume |
4,064 |
8,505 |
4,441 |
109.3% |
2,420 |
|
| Daily Pivots for day following 25-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-057 |
105-266 |
104-225 |
|
| R3 |
105-204 |
105-093 |
104-177 |
|
| R2 |
105-032 |
105-032 |
104-162 |
|
| R1 |
104-241 |
104-241 |
104-146 |
104-210 |
| PP |
104-179 |
104-179 |
104-179 |
104-164 |
| S1 |
104-068 |
104-068 |
104-114 |
104-038 |
| S2 |
104-007 |
104-007 |
104-098 |
|
| S3 |
103-154 |
103-216 |
104-083 |
|
| S4 |
102-302 |
103-043 |
104-035 |
|
|
| 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% |
0-138 |
0.4% |
30% |
False |
False |
3,876 |
| 10 |
105-295 |
104-040 |
1-255 |
1.7% |
0-112 |
0.3% |
16% |
False |
False |
1,954 |
| 20 |
105-295 |
104-040 |
1-255 |
1.7% |
0-082 |
0.2% |
16% |
False |
False |
992 |
| 40 |
107-215 |
104-040 |
3-175 |
3.4% |
0-041 |
0.1% |
8% |
False |
False |
497 |
| 60 |
108-105 |
104-040 |
4-065 |
4.0% |
0-027 |
0.1% |
7% |
False |
False |
331 |
| 80 |
109-080 |
104-040 |
5-040 |
4.9% |
0-021 |
0.1% |
5% |
False |
False |
248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-063 |
|
2.618 |
106-102 |
|
1.618 |
105-249 |
|
1.000 |
105-142 |
|
0.618 |
105-077 |
|
HIGH |
104-290 |
|
0.618 |
104-224 |
|
0.500 |
104-204 |
|
0.382 |
104-183 |
|
LOW |
104-118 |
|
0.618 |
104-011 |
|
1.000 |
103-265 |
|
1.618 |
103-158 |
|
2.618 |
102-306 |
|
4.250 |
102-024 |
|
|
| Fisher Pivots for day following 25-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
104-204 |
104-226 |
| PP |
104-179 |
104-194 |
| S1 |
104-155 |
104-162 |
|