ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 30-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2023 |
30-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
106-300 |
107-072 |
0-092 |
0.3% |
106-090 |
| High |
107-112 |
107-100 |
-0-012 |
0.0% |
106-208 |
| Low |
106-295 |
106-248 |
-0-048 |
-0.1% |
106-002 |
| Close |
107-065 |
106-272 |
-0-112 |
-0.3% |
106-020 |
| Range |
0-138 |
0-172 |
0-035 |
25.5% |
0-205 |
| ATR |
0-157 |
0-158 |
0-001 |
0.7% |
0-000 |
| Volume |
2,069,051 |
1,983,358 |
-85,693 |
-4.1% |
6,008,611 |
|
| Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-191 |
108-084 |
107-047 |
|
| R3 |
108-018 |
107-232 |
107-000 |
|
| R2 |
107-166 |
107-166 |
106-304 |
|
| R1 |
107-059 |
107-059 |
106-288 |
107-026 |
| PP |
106-313 |
106-313 |
106-313 |
106-297 |
| S1 |
106-207 |
106-207 |
106-257 |
106-174 |
| S2 |
106-141 |
106-141 |
106-241 |
|
| S3 |
105-288 |
106-034 |
106-225 |
|
| S4 |
105-116 |
105-182 |
106-178 |
|
|
| 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 |
107-112 |
105-298 |
1-135 |
1.3% |
0-164 |
0.5% |
65% |
False |
False |
2,755,423 |
| 10 |
107-112 |
105-298 |
1-135 |
1.3% |
0-145 |
0.4% |
65% |
False |
False |
1,848,179 |
| 20 |
107-112 |
105-050 |
2-062 |
2.1% |
0-165 |
0.5% |
77% |
False |
False |
938,042 |
| 40 |
107-112 |
104-040 |
3-072 |
3.0% |
0-140 |
0.4% |
85% |
False |
False |
469,718 |
| 60 |
107-112 |
104-040 |
3-072 |
3.0% |
0-095 |
0.3% |
85% |
False |
False |
313,148 |
| 80 |
108-078 |
104-040 |
4-038 |
3.9% |
0-072 |
0.2% |
66% |
False |
False |
234,861 |
| 100 |
109-080 |
104-040 |
5-040 |
4.8% |
0-057 |
0.2% |
53% |
False |
False |
187,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-193 |
|
2.618 |
108-232 |
|
1.618 |
108-059 |
|
1.000 |
107-272 |
|
0.618 |
107-207 |
|
HIGH |
107-100 |
|
0.618 |
107-034 |
|
0.500 |
107-014 |
|
0.382 |
106-313 |
|
LOW |
106-248 |
|
0.618 |
106-141 |
|
1.000 |
106-075 |
|
1.618 |
105-288 |
|
2.618 |
105-116 |
|
4.250 |
104-154 |
|
|
| Fisher Pivots for day following 30-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-014 |
106-270 |
| PP |
106-313 |
106-267 |
| S1 |
106-293 |
106-264 |
|