ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 15-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2023 |
15-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
105-122 |
106-122 |
1-000 |
0.9% |
106-050 |
| High |
106-165 |
106-162 |
-0-002 |
0.0% |
106-050 |
| Low |
105-112 |
105-290 |
0-178 |
0.5% |
105-098 |
| Close |
106-152 |
106-000 |
-0-152 |
-0.4% |
105-128 |
| Range |
1-052 |
0-192 |
-0-180 |
-48.3% |
0-272 |
| ATR |
0-166 |
0-168 |
0-002 |
1.2% |
0-000 |
| Volume |
73,327 |
50,889 |
-22,438 |
-30.6% |
100,179 |
|
| Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-302 |
107-183 |
106-106 |
|
| R3 |
107-109 |
106-311 |
106-053 |
|
| R2 |
106-237 |
106-237 |
106-035 |
|
| R1 |
106-118 |
106-118 |
106-018 |
106-081 |
| PP |
106-044 |
106-044 |
106-044 |
106-026 |
| S1 |
105-246 |
105-246 |
105-302 |
105-209 |
| S2 |
105-172 |
105-172 |
105-285 |
|
| S3 |
104-299 |
105-053 |
105-267 |
|
| S4 |
104-107 |
104-181 |
105-214 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-056 |
107-204 |
105-277 |
|
| R3 |
107-103 |
106-252 |
105-202 |
|
| R2 |
106-151 |
106-151 |
105-177 |
|
| R1 |
105-299 |
105-299 |
105-152 |
105-249 |
| PP |
105-198 |
105-198 |
105-198 |
105-173 |
| S1 |
105-027 |
105-027 |
105-103 |
104-296 |
| S2 |
104-246 |
104-246 |
105-078 |
|
| S3 |
103-293 |
104-074 |
105-053 |
|
| S4 |
103-021 |
103-122 |
104-298 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-165 |
105-050 |
1-115 |
1.3% |
0-207 |
0.6% |
62% |
False |
False |
43,045 |
| 10 |
106-165 |
105-050 |
1-115 |
1.3% |
0-184 |
0.5% |
62% |
False |
False |
27,904 |
| 20 |
106-165 |
104-040 |
2-125 |
2.3% |
0-166 |
0.5% |
78% |
False |
False |
15,329 |
| 40 |
106-165 |
104-040 |
2-125 |
2.3% |
0-107 |
0.3% |
78% |
False |
False |
7,676 |
| 60 |
107-215 |
104-040 |
3-175 |
3.3% |
0-071 |
0.2% |
53% |
False |
False |
5,118 |
| 80 |
108-155 |
104-040 |
4-115 |
4.1% |
0-053 |
0.2% |
43% |
False |
False |
3,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-021 |
|
2.618 |
108-026 |
|
1.618 |
107-154 |
|
1.000 |
107-035 |
|
0.618 |
106-281 |
|
HIGH |
106-162 |
|
0.618 |
106-089 |
|
0.500 |
106-066 |
|
0.382 |
106-044 |
|
LOW |
105-290 |
|
0.618 |
105-171 |
|
1.000 |
105-098 |
|
1.618 |
104-299 |
|
2.618 |
104-106 |
|
4.250 |
103-112 |
|
|
| Fisher Pivots for day following 15-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-066 |
105-302 |
| PP |
106-044 |
105-285 |
| S1 |
106-022 |
105-268 |
|