ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 03-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2023 |
03-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
105-048 |
105-052 |
0-005 |
0.0% |
104-230 |
| High |
105-155 |
106-000 |
0-165 |
0.5% |
106-000 |
| Low |
105-020 |
105-022 |
0-002 |
0.0% |
104-110 |
| Close |
105-058 |
105-252 |
0-195 |
0.6% |
105-252 |
| Range |
0-135 |
0-298 |
0-162 |
120.4% |
1-210 |
| ATR |
0-160 |
0-170 |
0-010 |
6.1% |
0-000 |
| Volume |
1,928,564 |
2,137,262 |
208,698 |
10.8% |
8,621,481 |
|
| Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-131 |
108-009 |
106-096 |
|
| R3 |
107-153 |
107-032 |
106-014 |
|
| R2 |
106-176 |
106-176 |
105-307 |
|
| R1 |
106-054 |
106-054 |
105-280 |
106-115 |
| PP |
105-198 |
105-198 |
105-198 |
105-229 |
| S1 |
105-077 |
105-077 |
105-225 |
105-138 |
| S2 |
104-221 |
104-221 |
105-198 |
|
| S3 |
103-243 |
104-099 |
105-171 |
|
| S4 |
102-266 |
103-122 |
105-089 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-111 |
109-232 |
106-224 |
|
| R3 |
108-221 |
108-022 |
106-078 |
|
| R2 |
107-011 |
107-011 |
106-030 |
|
| R1 |
106-132 |
106-132 |
105-301 |
106-231 |
| PP |
105-121 |
105-121 |
105-121 |
105-171 |
| S1 |
104-242 |
104-242 |
105-204 |
105-021 |
| S2 |
103-231 |
103-231 |
105-155 |
|
| S3 |
102-021 |
103-032 |
105-107 |
|
| S4 |
100-131 |
101-142 |
104-281 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-000 |
104-110 |
1-210 |
1.6% |
0-187 |
0.6% |
87% |
True |
False |
1,724,296 |
| 10 |
106-000 |
104-002 |
1-318 |
1.9% |
0-172 |
0.5% |
89% |
True |
False |
1,530,751 |
| 20 |
106-000 |
103-235 |
2-085 |
2.1% |
0-167 |
0.5% |
91% |
True |
False |
1,415,855 |
| 40 |
106-132 |
103-235 |
2-218 |
2.5% |
0-149 |
0.4% |
77% |
False |
False |
1,298,861 |
| 60 |
107-105 |
103-235 |
3-190 |
3.4% |
0-146 |
0.4% |
57% |
False |
False |
1,200,132 |
| 80 |
108-222 |
103-235 |
4-308 |
4.7% |
0-145 |
0.4% |
41% |
False |
False |
901,777 |
| 100 |
108-255 |
103-235 |
5-020 |
4.8% |
0-121 |
0.4% |
41% |
False |
False |
721,422 |
| 120 |
110-282 |
103-235 |
7-048 |
6.8% |
0-101 |
0.3% |
29% |
False |
False |
601,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-304 |
|
2.618 |
108-139 |
|
1.618 |
107-161 |
|
1.000 |
106-298 |
|
0.618 |
106-184 |
|
HIGH |
106-000 |
|
0.618 |
105-206 |
|
0.500 |
105-171 |
|
0.382 |
105-136 |
|
LOW |
105-022 |
|
0.618 |
104-159 |
|
1.000 |
104-045 |
|
1.618 |
103-181 |
|
2.618 |
102-204 |
|
4.250 |
101-038 |
|
|
| Fisher Pivots for day following 03-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-225 |
105-187 |
| PP |
105-198 |
105-121 |
| S1 |
105-171 |
105-055 |
|