ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 06-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2023 |
06-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
105-052 |
105-232 |
0-180 |
0.5% |
104-230 |
| High |
106-000 |
105-235 |
-0-085 |
-0.3% |
106-000 |
| Low |
105-022 |
105-082 |
0-060 |
0.2% |
104-110 |
| Close |
105-252 |
105-088 |
-0-165 |
-0.5% |
105-252 |
| Range |
0-298 |
0-152 |
-0-145 |
-48.7% |
1-210 |
| ATR |
0-170 |
0-170 |
0-000 |
0.0% |
0-000 |
| Volume |
2,137,262 |
1,300,338 |
-836,924 |
-39.2% |
8,621,481 |
|
| Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-272 |
106-172 |
105-171 |
|
| R3 |
106-120 |
106-020 |
105-129 |
|
| R2 |
105-288 |
105-288 |
105-115 |
|
| R1 |
105-188 |
105-188 |
105-101 |
105-161 |
| PP |
105-135 |
105-135 |
105-135 |
105-122 |
| S1 |
105-035 |
105-035 |
105-074 |
105-009 |
| S2 |
104-302 |
104-302 |
105-060 |
|
| S3 |
104-150 |
104-202 |
105-046 |
|
| S4 |
103-318 |
104-050 |
105-004 |
|
|
| 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% |
0-196 |
0.6% |
56% |
False |
False |
1,771,465 |
| 10 |
106-000 |
104-002 |
1-318 |
1.9% |
0-168 |
0.5% |
64% |
False |
False |
1,525,932 |
| 20 |
106-000 |
103-235 |
2-085 |
2.2% |
0-165 |
0.5% |
68% |
False |
False |
1,452,123 |
| 40 |
106-132 |
103-235 |
2-218 |
2.5% |
0-152 |
0.5% |
57% |
False |
False |
1,314,978 |
| 60 |
107-092 |
103-235 |
3-178 |
3.4% |
0-145 |
0.4% |
43% |
False |
False |
1,221,500 |
| 80 |
108-222 |
103-235 |
4-308 |
4.7% |
0-145 |
0.4% |
31% |
False |
False |
918,030 |
| 100 |
108-255 |
103-235 |
5-020 |
4.8% |
0-123 |
0.4% |
30% |
False |
False |
734,426 |
| 120 |
110-178 |
103-235 |
6-262 |
6.5% |
0-102 |
0.3% |
23% |
False |
False |
612,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-243 |
|
2.618 |
106-314 |
|
1.618 |
106-162 |
|
1.000 |
106-068 |
|
0.618 |
106-009 |
|
HIGH |
105-235 |
|
0.618 |
105-177 |
|
0.500 |
105-159 |
|
0.382 |
105-141 |
|
LOW |
105-082 |
|
0.618 |
104-308 |
|
1.000 |
104-250 |
|
1.618 |
104-156 |
|
2.618 |
104-003 |
|
4.250 |
103-074 |
|
|
| Fisher Pivots for day following 06-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-159 |
105-170 |
| PP |
105-135 |
105-142 |
| S1 |
105-111 |
105-115 |
|