ECBOT 5 Year T-Note Future March 2024
Trading Metrics calculated at close of trading on 31-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2023 |
31-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
104-280 |
104-302 |
0-022 |
0.1% |
104-185 |
High |
105-008 |
105-032 |
0-025 |
0.1% |
105-025 |
Low |
104-235 |
104-215 |
-0-020 |
-0.1% |
104-105 |
Close |
104-278 |
104-258 |
-0-020 |
-0.1% |
105-005 |
Range |
0-092 |
0-138 |
0-045 |
48.6% |
0-240 |
ATR |
0-127 |
0-127 |
0-001 |
0.6% |
0-000 |
Volume |
107 |
1,892 |
1,785 |
1,668.2% |
18,367 |
|
Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106-048 |
105-290 |
105-013 |
|
R3 |
105-230 |
105-152 |
104-295 |
|
R2 |
105-092 |
105-092 |
104-283 |
|
R1 |
105-015 |
105-015 |
104-270 |
104-305 |
PP |
104-275 |
104-275 |
104-275 |
104-260 |
S1 |
104-198 |
104-198 |
104-245 |
104-168 |
S2 |
104-138 |
104-138 |
104-232 |
|
S3 |
104-000 |
104-060 |
104-220 |
|
S4 |
103-182 |
103-242 |
104-182 |
|
|
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 |
105-032 |
104-105 |
0-248 |
0.7% |
0-138 |
0.4% |
62% |
True |
False |
2,356 |
10 |
105-032 |
104-040 |
0-312 |
0.9% |
0-135 |
0.4% |
70% |
True |
False |
2,268 |
20 |
105-295 |
104-040 |
1-255 |
1.7% |
0-103 |
0.3% |
38% |
False |
False |
1,156 |
40 |
107-020 |
104-040 |
2-300 |
2.8% |
0-054 |
0.2% |
23% |
False |
False |
578 |
60 |
108-105 |
104-040 |
4-065 |
4.0% |
0-036 |
0.1% |
16% |
False |
False |
385 |
80 |
109-080 |
104-040 |
5-040 |
4.9% |
0-027 |
0.1% |
13% |
False |
False |
289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106-297 |
2.618 |
106-072 |
1.618 |
105-255 |
1.000 |
105-170 |
0.618 |
105-117 |
HIGH |
105-032 |
0.618 |
104-300 |
0.500 |
104-284 |
0.382 |
104-268 |
LOW |
104-215 |
0.618 |
104-130 |
1.000 |
104-078 |
1.618 |
103-313 |
2.618 |
103-175 |
4.250 |
102-271 |
|
|
Fisher Pivots for day following 31-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
104-284 |
104-284 |
PP |
104-275 |
104-275 |
S1 |
104-266 |
104-266 |
|