ECBOT 5 Year T-Note Future March 2024
Trading Metrics calculated at close of trading on 27-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2023 |
27-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
104-185 |
104-262 |
0-078 |
0.2% |
104-185 |
High |
104-295 |
105-025 |
0-050 |
0.1% |
105-025 |
Low |
104-105 |
104-250 |
0-145 |
0.4% |
104-105 |
Close |
104-282 |
105-005 |
0-042 |
0.1% |
105-005 |
Range |
0-190 |
0-095 |
-0-095 |
-50.0% |
0-240 |
ATR |
0-132 |
0-129 |
-0-003 |
-2.0% |
0-000 |
Volume |
724 |
553 |
-171 |
-23.6% |
18,367 |
|
Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105-272 |
105-233 |
105-057 |
|
R3 |
105-177 |
105-138 |
105-031 |
|
R2 |
105-082 |
105-082 |
105-022 |
|
R1 |
105-043 |
105-043 |
105-014 |
105-062 |
PP |
104-307 |
104-307 |
104-307 |
104-316 |
S1 |
104-268 |
104-268 |
104-316 |
104-288 |
S2 |
104-212 |
104-212 |
104-308 |
|
S3 |
104-117 |
104-173 |
104-299 |
|
S4 |
104-022 |
104-078 |
104-273 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107-018 |
106-252 |
105-137 |
|
R3 |
106-098 |
106-012 |
105-071 |
|
R2 |
105-178 |
105-178 |
105-049 |
|
R1 |
105-092 |
105-092 |
105-027 |
105-135 |
PP |
104-258 |
104-258 |
104-258 |
104-280 |
S1 |
104-172 |
104-172 |
104-303 |
104-215 |
S2 |
104-018 |
104-018 |
104-281 |
|
S3 |
103-098 |
103-252 |
104-259 |
|
S4 |
102-178 |
103-012 |
104-193 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105-025 |
104-105 |
0-240 |
0.7% |
0-154 |
0.5% |
92% |
True |
False |
3,673 |
10 |
105-088 |
104-040 |
1-048 |
1.1% |
0-114 |
0.3% |
78% |
False |
False |
2,078 |
20 |
105-295 |
104-040 |
1-255 |
1.7% |
0-091 |
0.3% |
50% |
False |
False |
1,056 |
40 |
107-152 |
104-040 |
3-112 |
3.2% |
0-048 |
0.1% |
27% |
False |
False |
528 |
60 |
108-105 |
104-040 |
4-065 |
4.0% |
0-032 |
0.1% |
21% |
False |
False |
352 |
80 |
109-080 |
104-040 |
5-040 |
4.9% |
0-024 |
0.1% |
17% |
False |
False |
264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106-109 |
2.618 |
105-274 |
1.618 |
105-179 |
1.000 |
105-120 |
0.618 |
105-084 |
HIGH |
105-025 |
0.618 |
104-309 |
0.500 |
104-298 |
0.382 |
104-286 |
LOW |
104-250 |
0.618 |
104-191 |
1.000 |
104-155 |
1.618 |
104-096 |
2.618 |
104-001 |
4.250 |
103-166 |
|
|
Fisher Pivots for day following 27-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
104-316 |
104-292 |
PP |
104-307 |
104-258 |
S1 |
104-298 |
104-225 |
|