ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 09-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2023 |
09-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
105-178 |
105-200 |
0-022 |
0.1% |
104-230 |
| High |
105-210 |
105-220 |
0-010 |
0.0% |
106-000 |
| Low |
105-118 |
105-010 |
-0-108 |
-0.3% |
104-110 |
| Close |
105-185 |
105-038 |
-0-148 |
-0.4% |
105-252 |
| Range |
0-092 |
0-210 |
0-118 |
127.0% |
1-210 |
| ATR |
0-161 |
0-165 |
0-003 |
2.1% |
0-000 |
| Volume |
1,308,850 |
1,506,719 |
197,869 |
15.1% |
8,621,481 |
|
| Daily Pivots for day following 09-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-079 |
106-268 |
105-153 |
|
| R3 |
106-189 |
106-058 |
105-095 |
|
| R2 |
105-299 |
105-299 |
105-076 |
|
| R1 |
105-168 |
105-168 |
105-057 |
105-129 |
| PP |
105-089 |
105-089 |
105-089 |
105-069 |
| S1 |
104-278 |
104-278 |
105-018 |
104-239 |
| S2 |
104-199 |
104-199 |
104-319 |
|
| S3 |
103-309 |
104-068 |
104-300 |
|
| S4 |
103-099 |
103-178 |
104-242 |
|
|
| 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 |
105-010 |
0-310 |
0.9% |
0-174 |
0.5% |
9% |
False |
True |
1,537,469 |
| 10 |
106-000 |
104-110 |
1-210 |
1.6% |
0-161 |
0.5% |
47% |
False |
False |
1,532,962 |
| 20 |
106-000 |
103-235 |
2-085 |
2.2% |
0-161 |
0.5% |
61% |
False |
False |
1,443,516 |
| 40 |
106-065 |
103-235 |
2-150 |
2.3% |
0-152 |
0.5% |
56% |
False |
False |
1,343,668 |
| 60 |
107-092 |
103-235 |
3-178 |
3.4% |
0-144 |
0.4% |
39% |
False |
False |
1,288,840 |
| 80 |
108-055 |
103-235 |
4-140 |
4.2% |
0-146 |
0.4% |
31% |
False |
False |
971,129 |
| 100 |
108-222 |
103-235 |
4-308 |
4.7% |
0-127 |
0.4% |
28% |
False |
False |
776,923 |
| 120 |
109-308 |
103-235 |
6-072 |
5.9% |
0-106 |
0.3% |
22% |
False |
False |
647,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-152 |
|
2.618 |
107-130 |
|
1.618 |
106-240 |
|
1.000 |
106-110 |
|
0.618 |
106-030 |
|
HIGH |
105-220 |
|
0.618 |
105-140 |
|
0.500 |
105-115 |
|
0.382 |
105-090 |
|
LOW |
105-010 |
|
0.618 |
104-200 |
|
1.000 |
104-120 |
|
1.618 |
103-310 |
|
2.618 |
103-100 |
|
4.250 |
102-078 |
|
|
| Fisher Pivots for day following 09-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-115 |
105-115 |
| PP |
105-089 |
105-089 |
| S1 |
105-063 |
105-063 |
|