ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 10-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2023 |
10-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
105-200 |
105-045 |
-0-155 |
-0.5% |
105-232 |
| High |
105-220 |
105-112 |
-0-108 |
-0.3% |
105-235 |
| Low |
105-010 |
104-285 |
-0-045 |
-0.1% |
104-285 |
| Close |
105-038 |
104-315 |
-0-042 |
-0.1% |
104-315 |
| Range |
0-210 |
0-148 |
-0-062 |
-29.8% |
0-270 |
| ATR |
0-165 |
0-164 |
-0-001 |
-0.8% |
0-000 |
| Volume |
1,506,719 |
1,176,126 |
-330,593 |
-21.9% |
6,726,211 |
|
| Daily Pivots for day following 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-147 |
106-058 |
105-076 |
|
| R3 |
105-319 |
105-231 |
105-036 |
|
| R2 |
105-172 |
105-172 |
105-022 |
|
| R1 |
105-083 |
105-083 |
105-009 |
105-054 |
| PP |
105-024 |
105-024 |
105-024 |
105-009 |
| S1 |
104-256 |
104-256 |
104-301 |
104-226 |
| S2 |
104-197 |
104-197 |
104-288 |
|
| S3 |
104-049 |
104-108 |
104-274 |
|
| S4 |
103-222 |
103-281 |
104-234 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-235 |
107-065 |
105-144 |
|
| R3 |
106-285 |
106-115 |
105-069 |
|
| R2 |
106-015 |
106-015 |
105-044 |
|
| R1 |
105-165 |
105-165 |
105-020 |
105-115 |
| PP |
105-065 |
105-065 |
105-065 |
105-040 |
| S1 |
104-215 |
104-215 |
104-290 |
104-165 |
| S2 |
104-115 |
104-115 |
104-266 |
|
| S3 |
103-165 |
103-265 |
104-241 |
|
| S4 |
102-215 |
102-315 |
104-166 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105-235 |
104-285 |
0-270 |
0.8% |
0-144 |
0.4% |
11% |
False |
True |
1,345,242 |
| 10 |
106-000 |
104-110 |
1-210 |
1.6% |
0-166 |
0.5% |
39% |
False |
False |
1,534,769 |
| 20 |
106-000 |
103-235 |
2-085 |
2.2% |
0-162 |
0.5% |
55% |
False |
False |
1,450,442 |
| 40 |
106-000 |
103-235 |
2-085 |
2.2% |
0-154 |
0.5% |
55% |
False |
False |
1,350,585 |
| 60 |
107-092 |
103-235 |
3-178 |
3.4% |
0-145 |
0.4% |
35% |
False |
False |
1,306,998 |
| 80 |
108-020 |
103-235 |
4-105 |
4.1% |
0-146 |
0.4% |
29% |
False |
False |
985,807 |
| 100 |
108-222 |
103-235 |
4-308 |
4.7% |
0-128 |
0.4% |
25% |
False |
False |
788,684 |
| 120 |
109-308 |
103-235 |
6-072 |
5.9% |
0-107 |
0.3% |
20% |
False |
False |
657,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-099 |
|
2.618 |
106-179 |
|
1.618 |
106-031 |
|
1.000 |
105-260 |
|
0.618 |
105-204 |
|
HIGH |
105-112 |
|
0.618 |
105-056 |
|
0.500 |
105-039 |
|
0.382 |
105-021 |
|
LOW |
104-285 |
|
0.618 |
104-194 |
|
1.000 |
104-138 |
|
1.618 |
104-046 |
|
2.618 |
103-219 |
|
4.250 |
102-298 |
|
|
| Fisher Pivots for day following 10-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-039 |
105-092 |
| PP |
105-024 |
105-060 |
| S1 |
105-010 |
105-028 |
|