ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 02-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2023 |
02-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
104-112 |
105-048 |
0-255 |
0.8% |
104-072 |
| High |
105-050 |
105-155 |
0-105 |
0.3% |
104-245 |
| Low |
104-110 |
105-020 |
0-230 |
0.7% |
104-002 |
| Close |
104-305 |
105-058 |
0-072 |
0.2% |
104-220 |
| Range |
0-260 |
0-135 |
-0-125 |
-48.1% |
0-242 |
| ATR |
0-159 |
0-160 |
0-001 |
0.5% |
0-000 |
| Volume |
1,921,609 |
1,928,564 |
6,955 |
0.4% |
6,686,030 |
|
| Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-162 |
106-085 |
105-132 |
|
| R3 |
106-028 |
105-270 |
105-095 |
|
| R2 |
105-212 |
105-212 |
105-082 |
|
| R1 |
105-135 |
105-135 |
105-070 |
105-174 |
| PP |
105-078 |
105-078 |
105-078 |
105-097 |
| S1 |
105-000 |
105-000 |
105-045 |
105-039 |
| S2 |
104-262 |
104-262 |
105-033 |
|
| S3 |
104-128 |
104-185 |
105-020 |
|
| S4 |
103-312 |
104-050 |
104-303 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-243 |
106-154 |
105-033 |
|
| R3 |
106-001 |
105-232 |
104-287 |
|
| R2 |
105-078 |
105-078 |
104-264 |
|
| R1 |
104-309 |
104-309 |
104-242 |
105-034 |
| PP |
104-156 |
104-156 |
104-156 |
104-178 |
| S1 |
104-067 |
104-067 |
104-198 |
104-111 |
| S2 |
103-233 |
103-233 |
104-176 |
|
| S3 |
102-311 |
103-144 |
104-153 |
|
| S4 |
102-068 |
102-222 |
104-087 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105-155 |
104-110 |
1-045 |
1.1% |
0-148 |
0.4% |
73% |
True |
False |
1,528,454 |
| 10 |
105-155 |
103-295 |
1-180 |
1.5% |
0-160 |
0.5% |
81% |
True |
False |
1,454,572 |
| 20 |
105-205 |
103-235 |
1-290 |
1.8% |
0-163 |
0.5% |
76% |
False |
False |
1,386,372 |
| 40 |
106-165 |
103-235 |
2-250 |
2.6% |
0-145 |
0.4% |
52% |
False |
False |
1,263,319 |
| 60 |
107-300 |
103-235 |
4-065 |
4.0% |
0-145 |
0.4% |
34% |
False |
False |
1,165,271 |
| 80 |
108-222 |
103-235 |
4-308 |
4.7% |
0-143 |
0.4% |
29% |
False |
False |
875,062 |
| 100 |
108-255 |
103-235 |
5-020 |
4.8% |
0-118 |
0.4% |
29% |
False |
False |
700,050 |
| 120 |
111-042 |
103-235 |
7-128 |
7.0% |
0-099 |
0.3% |
20% |
False |
False |
583,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-089 |
|
2.618 |
106-188 |
|
1.618 |
106-053 |
|
1.000 |
105-290 |
|
0.618 |
105-238 |
|
HIGH |
105-155 |
|
0.618 |
105-103 |
|
0.500 |
105-088 |
|
0.382 |
105-072 |
|
LOW |
105-020 |
|
0.618 |
104-257 |
|
1.000 |
104-205 |
|
1.618 |
104-122 |
|
2.618 |
103-307 |
|
4.250 |
103-086 |
|
|
| Fisher Pivots for day following 02-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-088 |
105-029 |
| PP |
105-078 |
105-001 |
| S1 |
105-068 |
104-292 |
|