ECBOT 5 Year T-Note Future March 2024
Trading Metrics calculated at close of trading on 30-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2023 |
30-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
104-262 |
104-280 |
0-018 |
0.1% |
104-185 |
High |
105-025 |
105-008 |
-0-018 |
-0.1% |
105-025 |
Low |
104-250 |
104-235 |
-0-015 |
0.0% |
104-105 |
Close |
105-005 |
104-278 |
-0-048 |
-0.1% |
105-005 |
Range |
0-095 |
0-092 |
-0-002 |
-2.6% |
0-240 |
ATR |
0-129 |
0-127 |
-0-003 |
-2.0% |
0-000 |
Volume |
553 |
107 |
-446 |
-80.7% |
18,367 |
|
Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105-238 |
105-190 |
105-008 |
|
R3 |
105-145 |
105-098 |
104-303 |
|
R2 |
105-052 |
105-052 |
104-294 |
|
R1 |
105-005 |
105-005 |
104-286 |
104-302 |
PP |
104-280 |
104-280 |
104-280 |
104-269 |
S1 |
104-232 |
104-232 |
104-269 |
104-210 |
S2 |
104-188 |
104-188 |
104-261 |
|
S3 |
104-095 |
104-140 |
104-252 |
|
S4 |
104-002 |
104-048 |
104-227 |
|
|
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% |
0-135 |
0.4% |
72% |
False |
False |
2,790 |
10 |
105-025 |
104-040 |
0-305 |
0.9% |
0-124 |
0.4% |
78% |
False |
False |
2,089 |
20 |
105-295 |
104-040 |
1-255 |
1.7% |
0-096 |
0.3% |
41% |
False |
False |
1,061 |
40 |
107-022 |
104-040 |
2-302 |
2.8% |
0-051 |
0.2% |
25% |
False |
False |
531 |
60 |
108-105 |
104-040 |
4-065 |
4.0% |
0-034 |
0.1% |
18% |
False |
False |
354 |
80 |
109-080 |
104-040 |
5-040 |
4.9% |
0-025 |
0.1% |
14% |
False |
False |
265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106-081 |
2.618 |
105-250 |
1.618 |
105-157 |
1.000 |
105-100 |
0.618 |
105-065 |
HIGH |
105-008 |
0.618 |
104-292 |
0.500 |
104-281 |
0.382 |
104-270 |
LOW |
104-235 |
0.618 |
104-178 |
1.000 |
104-142 |
1.618 |
104-085 |
2.618 |
103-313 |
4.250 |
103-162 |
|
|
Fisher Pivots for day following 30-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
104-281 |
104-260 |
PP |
104-280 |
104-242 |
S1 |
104-279 |
104-225 |
|