ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 26-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2023 |
26-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
104-275 |
104-185 |
-0-090 |
-0.3% |
105-088 |
| High |
104-290 |
104-295 |
0-005 |
0.0% |
105-088 |
| Low |
104-118 |
104-105 |
-0-012 |
0.0% |
104-040 |
| Close |
104-130 |
104-282 |
0-152 |
0.5% |
104-215 |
| Range |
0-172 |
0-190 |
0-018 |
10.1% |
1-048 |
| ATR |
0-128 |
0-132 |
0-004 |
3.5% |
0-000 |
| Volume |
8,505 |
724 |
-7,781 |
-91.5% |
2,420 |
|
| Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-158 |
106-090 |
105-067 |
|
| R3 |
105-288 |
105-220 |
105-015 |
|
| R2 |
105-098 |
105-098 |
104-317 |
|
| R1 |
105-030 |
105-030 |
104-300 |
105-064 |
| PP |
104-228 |
104-228 |
104-228 |
104-244 |
| S1 |
104-160 |
104-160 |
104-265 |
104-194 |
| S2 |
104-038 |
104-038 |
104-248 |
|
| S3 |
103-168 |
103-290 |
104-230 |
|
| S4 |
102-298 |
103-100 |
104-178 |
|
|
| 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 |
104-105 |
0-235 |
0.7% |
0-155 |
0.5% |
76% |
False |
True |
3,742 |
| 10 |
105-238 |
104-040 |
1-198 |
1.5% |
0-111 |
0.3% |
47% |
False |
False |
2,025 |
| 20 |
105-295 |
104-040 |
1-255 |
1.7% |
0-086 |
0.3% |
42% |
False |
False |
1,028 |
| 40 |
107-215 |
104-040 |
3-175 |
3.4% |
0-046 |
0.1% |
21% |
False |
False |
515 |
| 60 |
108-105 |
104-040 |
4-065 |
4.0% |
0-031 |
0.1% |
18% |
False |
False |
343 |
| 80 |
109-080 |
104-040 |
5-040 |
4.9% |
0-023 |
0.1% |
15% |
False |
False |
257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-142 |
|
2.618 |
106-152 |
|
1.618 |
105-282 |
|
1.000 |
105-165 |
|
0.618 |
105-092 |
|
HIGH |
104-295 |
|
0.618 |
104-222 |
|
0.500 |
104-200 |
|
0.382 |
104-178 |
|
LOW |
104-105 |
|
0.618 |
103-308 |
|
1.000 |
103-235 |
|
1.618 |
103-118 |
|
2.618 |
102-248 |
|
4.250 |
101-258 |
|
|
| Fisher Pivots for day following 26-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
104-255 |
104-262 |
| PP |
104-228 |
104-242 |
| S1 |
104-200 |
104-222 |
|