ECBOT 5 Year T-Note Future June 2024
Trading Metrics calculated at close of trading on 20-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
104-235 |
105-045 |
0-130 |
0.4% |
105-238 |
High |
104-235 |
105-045 |
0-130 |
0.4% |
105-238 |
Low |
104-235 |
105-045 |
0-130 |
0.4% |
104-235 |
Close |
104-235 |
105-045 |
0-130 |
0.4% |
105-045 |
Range |
|
|
|
|
|
ATR |
0-093 |
0-096 |
0-003 |
2.8% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105-045 |
105-045 |
105-045 |
|
R3 |
105-045 |
105-045 |
105-045 |
|
R2 |
105-045 |
105-045 |
105-045 |
|
R1 |
105-045 |
105-045 |
105-045 |
105-045 |
PP |
105-045 |
105-045 |
105-045 |
105-045 |
S1 |
105-045 |
105-045 |
105-045 |
105-045 |
S2 |
105-045 |
105-045 |
105-045 |
|
S3 |
105-045 |
105-045 |
105-045 |
|
S4 |
105-045 |
105-045 |
105-045 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108-073 |
107-222 |
105-222 |
|
R3 |
107-071 |
106-219 |
105-134 |
|
R2 |
106-068 |
106-068 |
105-104 |
|
R1 |
105-217 |
105-217 |
105-075 |
105-141 |
PP |
105-066 |
105-066 |
105-066 |
105-028 |
S1 |
104-214 |
104-214 |
105-015 |
104-139 |
S2 |
104-063 |
104-063 |
104-306 |
|
S3 |
103-061 |
103-212 |
104-276 |
|
S4 |
102-058 |
102-209 |
104-188 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
105-045 |
2.618 |
105-045 |
1.618 |
105-045 |
1.000 |
105-045 |
0.618 |
105-045 |
HIGH |
105-045 |
0.618 |
105-045 |
0.500 |
105-045 |
0.382 |
105-045 |
LOW |
105-045 |
0.618 |
105-045 |
1.000 |
105-045 |
1.618 |
105-045 |
2.618 |
105-045 |
4.250 |
105-045 |
|
|
Fisher Pivots for day following 20-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
105-045 |
105-023 |
PP |
105-045 |
105-002 |
S1 |
105-045 |
104-300 |
|