ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 28-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2023 |
28-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
106-028 |
106-135 |
0-108 |
0.3% |
106-090 |
| High |
106-150 |
106-305 |
0-155 |
0.5% |
106-208 |
| Low |
105-298 |
106-095 |
0-118 |
0.3% |
106-002 |
| Close |
106-140 |
106-298 |
0-158 |
0.5% |
106-020 |
| Range |
0-172 |
0-210 |
0-038 |
21.7% |
0-205 |
| ATR |
0-154 |
0-158 |
0-004 |
2.6% |
0-000 |
| Volume |
5,638,757 |
2,606,389 |
-3,032,368 |
-53.8% |
6,008,611 |
|
| Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-222 |
108-150 |
107-093 |
|
| R3 |
108-012 |
107-260 |
107-035 |
|
| R2 |
107-122 |
107-122 |
107-016 |
|
| R1 |
107-050 |
107-050 |
106-317 |
107-086 |
| PP |
106-232 |
106-232 |
106-232 |
106-251 |
| S1 |
106-160 |
106-160 |
106-278 |
106-196 |
| S2 |
106-022 |
106-022 |
106-259 |
|
| S3 |
105-132 |
105-270 |
106-240 |
|
| S4 |
104-242 |
105-060 |
106-182 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-052 |
107-241 |
106-133 |
|
| R3 |
107-167 |
107-036 |
106-076 |
|
| R2 |
106-282 |
106-282 |
106-058 |
|
| R1 |
106-151 |
106-151 |
106-039 |
106-114 |
| PP |
106-077 |
106-077 |
106-077 |
106-058 |
| S1 |
105-266 |
105-266 |
106-001 |
105-229 |
| S2 |
105-192 |
105-192 |
105-302 |
|
| S3 |
104-307 |
105-061 |
105-284 |
|
| S4 |
104-102 |
104-176 |
105-227 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-305 |
105-298 |
1-008 |
1.0% |
0-150 |
0.4% |
98% |
True |
False |
2,766,098 |
| 10 |
106-305 |
105-112 |
1-192 |
1.5% |
0-170 |
0.5% |
99% |
True |
False |
1,455,360 |
| 20 |
106-305 |
104-212 |
2-092 |
2.1% |
0-170 |
0.5% |
99% |
True |
False |
735,760 |
| 40 |
106-305 |
104-040 |
2-265 |
2.6% |
0-133 |
0.4% |
99% |
True |
False |
368,411 |
| 60 |
107-022 |
104-040 |
2-302 |
2.8% |
0-090 |
0.3% |
95% |
False |
False |
245,607 |
| 80 |
108-105 |
104-040 |
4-065 |
3.9% |
0-068 |
0.2% |
67% |
False |
False |
184,205 |
| 100 |
109-080 |
104-040 |
5-040 |
4.8% |
0-054 |
0.2% |
55% |
False |
False |
147,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-238 |
|
2.618 |
108-215 |
|
1.618 |
108-005 |
|
1.000 |
107-195 |
|
0.618 |
107-115 |
|
HIGH |
106-305 |
|
0.618 |
106-225 |
|
0.500 |
106-200 |
|
0.382 |
106-175 |
|
LOW |
106-095 |
|
0.618 |
105-285 |
|
1.000 |
105-205 |
|
1.618 |
105-075 |
|
2.618 |
104-185 |
|
4.250 |
103-162 |
|
|
| Fisher Pivots for day following 28-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-265 |
106-245 |
| PP |
106-232 |
106-193 |
| S1 |
106-200 |
106-141 |
|