ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 14-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2023 |
14-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
104-298 |
104-315 |
0-018 |
0.1% |
105-232 |
| High |
105-018 |
106-018 |
1-000 |
1.0% |
105-235 |
| Low |
104-240 |
104-280 |
0-040 |
0.1% |
104-285 |
| Close |
105-000 |
106-005 |
1-005 |
1.0% |
104-315 |
| Range |
0-098 |
1-058 |
0-280 |
287.2% |
0-270 |
| ATR |
0-159 |
0-175 |
0-016 |
9.8% |
0-000 |
| Volume |
931,827 |
1,826,707 |
894,880 |
96.0% |
6,726,211 |
|
| Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-060 |
108-250 |
106-213 |
|
| R3 |
108-002 |
107-192 |
106-109 |
|
| R2 |
106-265 |
106-265 |
106-074 |
|
| R1 |
106-135 |
106-135 |
106-040 |
106-200 |
| PP |
105-208 |
105-208 |
105-208 |
105-240 |
| S1 |
105-078 |
105-078 |
105-290 |
105-142 |
| S2 |
104-150 |
104-150 |
105-256 |
|
| S3 |
103-092 |
104-020 |
105-221 |
|
| S4 |
102-035 |
102-282 |
105-117 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-235 |
107-065 |
105-144 |
|
| R3 |
106-285 |
106-115 |
105-069 |
|
| R2 |
106-015 |
106-015 |
105-044 |
|
| R1 |
105-165 |
105-165 |
105-020 |
105-115 |
| PP |
105-065 |
105-065 |
105-065 |
105-040 |
| S1 |
104-215 |
104-215 |
104-290 |
104-165 |
| S2 |
104-115 |
104-115 |
104-266 |
|
| S3 |
103-165 |
103-265 |
104-241 |
|
| S4 |
102-215 |
102-315 |
104-166 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-018 |
104-240 |
1-098 |
1.2% |
0-185 |
0.5% |
97% |
True |
False |
1,350,045 |
| 10 |
106-018 |
104-110 |
1-228 |
1.6% |
0-189 |
0.6% |
98% |
True |
False |
1,547,218 |
| 20 |
106-018 |
103-235 |
2-102 |
2.2% |
0-168 |
0.5% |
98% |
True |
False |
1,468,082 |
| 40 |
106-018 |
103-235 |
2-102 |
2.2% |
0-161 |
0.5% |
98% |
True |
False |
1,378,188 |
| 60 |
107-092 |
103-235 |
3-178 |
3.4% |
0-149 |
0.4% |
64% |
False |
False |
1,348,288 |
| 80 |
107-300 |
103-235 |
4-065 |
4.0% |
0-150 |
0.4% |
54% |
False |
False |
1,020,261 |
| 100 |
108-222 |
103-235 |
4-308 |
4.7% |
0-133 |
0.4% |
46% |
False |
False |
816,270 |
| 120 |
109-308 |
103-235 |
6-072 |
5.9% |
0-111 |
0.3% |
37% |
False |
False |
680,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-022 |
|
2.618 |
109-046 |
|
1.618 |
107-308 |
|
1.000 |
107-075 |
|
0.618 |
106-251 |
|
HIGH |
106-018 |
|
0.618 |
105-193 |
|
0.500 |
105-149 |
|
0.382 |
105-104 |
|
LOW |
104-280 |
|
0.618 |
104-047 |
|
1.000 |
103-222 |
|
1.618 |
102-309 |
|
2.618 |
101-252 |
|
4.250 |
99-276 |
|
|
| Fisher Pivots for day following 14-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-266 |
105-260 |
| PP |
105-208 |
105-194 |
| S1 |
105-149 |
105-129 |
|