ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 08-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2023 |
08-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
105-115 |
105-178 |
0-062 |
0.2% |
104-230 |
| High |
105-215 |
105-210 |
-0-005 |
0.0% |
106-000 |
| Low |
105-098 |
105-118 |
0-020 |
0.1% |
104-110 |
| Close |
105-178 |
105-185 |
0-008 |
0.0% |
105-252 |
| Range |
0-118 |
0-092 |
-0-025 |
-21.3% |
1-210 |
| ATR |
0-167 |
0-161 |
-0-005 |
-3.2% |
0-000 |
| Volume |
1,434,178 |
1,308,850 |
-125,328 |
-8.7% |
8,621,481 |
|
| Daily Pivots for day following 08-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-128 |
106-089 |
105-236 |
|
| R3 |
106-036 |
105-317 |
105-210 |
|
| R2 |
105-263 |
105-263 |
105-202 |
|
| R1 |
105-224 |
105-224 |
105-193 |
105-244 |
| PP |
105-171 |
105-171 |
105-171 |
105-181 |
| S1 |
105-132 |
105-132 |
105-177 |
105-151 |
| S2 |
105-078 |
105-078 |
105-168 |
|
| S3 |
104-306 |
105-039 |
105-160 |
|
| S4 |
104-213 |
104-267 |
105-134 |
|
|
| 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 |
105-020 |
0-300 |
0.9% |
0-159 |
0.5% |
55% |
False |
False |
1,621,838 |
| 10 |
106-000 |
104-002 |
1-318 |
1.9% |
0-160 |
0.5% |
79% |
False |
False |
1,535,621 |
| 20 |
106-000 |
103-235 |
2-085 |
2.1% |
0-162 |
0.5% |
81% |
False |
False |
1,444,031 |
| 40 |
106-132 |
103-235 |
2-218 |
2.5% |
0-150 |
0.4% |
69% |
False |
False |
1,338,261 |
| 60 |
107-092 |
103-235 |
3-178 |
3.4% |
0-143 |
0.4% |
52% |
False |
False |
1,265,105 |
| 80 |
108-205 |
103-235 |
4-290 |
4.6% |
0-145 |
0.4% |
38% |
False |
False |
952,314 |
| 100 |
108-222 |
103-235 |
4-308 |
4.7% |
0-125 |
0.4% |
37% |
False |
False |
761,856 |
| 120 |
109-308 |
103-235 |
6-072 |
5.9% |
0-104 |
0.3% |
30% |
False |
False |
634,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-283 |
|
2.618 |
106-132 |
|
1.618 |
106-040 |
|
1.000 |
105-302 |
|
0.618 |
105-267 |
|
HIGH |
105-210 |
|
0.618 |
105-175 |
|
0.500 |
105-164 |
|
0.382 |
105-153 |
|
LOW |
105-118 |
|
0.618 |
105-060 |
|
1.000 |
105-025 |
|
1.618 |
104-288 |
|
2.618 |
104-195 |
|
4.250 |
104-044 |
|
|
| Fisher Pivots for day following 08-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-178 |
105-176 |
| PP |
105-171 |
105-168 |
| S1 |
105-164 |
105-159 |
|