ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 07-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2023 |
07-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
105-232 |
105-115 |
-0-118 |
-0.3% |
104-230 |
| High |
105-235 |
105-215 |
-0-020 |
-0.1% |
106-000 |
| Low |
105-082 |
105-098 |
0-015 |
0.0% |
104-110 |
| Close |
105-088 |
105-178 |
0-090 |
0.3% |
105-252 |
| Range |
0-152 |
0-118 |
-0-035 |
-23.0% |
1-210 |
| ATR |
0-170 |
0-167 |
-0-003 |
-1.8% |
0-000 |
| Volume |
1,300,338 |
1,434,178 |
133,840 |
10.3% |
8,621,481 |
|
| Daily Pivots for day following 07-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-196 |
106-144 |
105-242 |
|
| R3 |
106-078 |
106-027 |
105-210 |
|
| R2 |
105-281 |
105-281 |
105-199 |
|
| R1 |
105-229 |
105-229 |
105-188 |
105-255 |
| PP |
105-163 |
105-163 |
105-163 |
105-176 |
| S1 |
105-112 |
105-112 |
105-167 |
105-138 |
| S2 |
105-046 |
105-046 |
105-156 |
|
| S3 |
104-248 |
104-314 |
105-145 |
|
| S4 |
104-131 |
104-197 |
105-113 |
|
|
| 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% |
0-192 |
0.6% |
73% |
False |
False |
1,744,390 |
| 10 |
106-000 |
104-002 |
1-318 |
1.9% |
0-166 |
0.5% |
78% |
False |
False |
1,533,632 |
| 20 |
106-000 |
103-235 |
2-085 |
2.1% |
0-164 |
0.5% |
80% |
False |
False |
1,449,201 |
| 40 |
106-132 |
103-235 |
2-218 |
2.5% |
0-154 |
0.5% |
68% |
False |
False |
1,336,111 |
| 60 |
107-092 |
103-235 |
3-178 |
3.4% |
0-145 |
0.4% |
51% |
False |
False |
1,244,697 |
| 80 |
108-222 |
103-235 |
4-308 |
4.7% |
0-145 |
0.4% |
37% |
False |
False |
935,957 |
| 100 |
108-222 |
103-235 |
4-308 |
4.7% |
0-124 |
0.4% |
37% |
False |
False |
748,767 |
| 120 |
110-012 |
103-235 |
6-098 |
6.0% |
0-103 |
0.3% |
29% |
False |
False |
623,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-074 |
|
2.618 |
106-203 |
|
1.618 |
106-085 |
|
1.000 |
106-012 |
|
0.618 |
105-288 |
|
HIGH |
105-215 |
|
0.618 |
105-170 |
|
0.500 |
105-156 |
|
0.382 |
105-142 |
|
LOW |
105-098 |
|
0.618 |
105-025 |
|
1.000 |
104-300 |
|
1.618 |
104-227 |
|
2.618 |
104-110 |
|
4.250 |
103-238 |
|
|
| Fisher Pivots for day following 07-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-170 |
105-175 |
| PP |
105-163 |
105-173 |
| S1 |
105-156 |
105-171 |
|