ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 13-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2023 |
13-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
105-045 |
104-298 |
-0-068 |
-0.2% |
105-232 |
| High |
105-112 |
105-018 |
-0-095 |
-0.3% |
105-235 |
| Low |
104-285 |
104-240 |
-0-045 |
-0.1% |
104-285 |
| Close |
104-315 |
105-000 |
0-005 |
0.0% |
104-315 |
| Range |
0-148 |
0-098 |
-0-050 |
-33.9% |
0-270 |
| ATR |
0-164 |
0-159 |
-0-005 |
-2.9% |
0-000 |
| Volume |
1,176,126 |
931,827 |
-244,299 |
-20.8% |
6,726,211 |
|
| Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105-272 |
105-233 |
105-054 |
|
| R3 |
105-174 |
105-136 |
105-027 |
|
| R2 |
105-077 |
105-077 |
105-018 |
|
| R1 |
105-038 |
105-038 |
105-009 |
105-058 |
| PP |
104-299 |
104-299 |
104-299 |
104-309 |
| S1 |
104-261 |
104-261 |
104-311 |
104-280 |
| S2 |
104-202 |
104-202 |
104-302 |
|
| S3 |
104-104 |
104-163 |
104-293 |
|
| S4 |
104-007 |
104-066 |
104-266 |
|
|
| 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 |
105-220 |
104-240 |
0-300 |
0.9% |
0-133 |
0.4% |
27% |
False |
True |
1,271,540 |
| 10 |
106-000 |
104-110 |
1-210 |
1.6% |
0-165 |
0.5% |
40% |
False |
False |
1,521,502 |
| 20 |
106-000 |
103-235 |
2-085 |
2.2% |
0-162 |
0.5% |
56% |
False |
False |
1,452,097 |
| 40 |
106-000 |
103-235 |
2-085 |
2.2% |
0-154 |
0.5% |
56% |
False |
False |
1,356,655 |
| 60 |
107-092 |
103-235 |
3-178 |
3.4% |
0-145 |
0.4% |
36% |
False |
False |
1,320,954 |
| 80 |
108-020 |
103-235 |
4-105 |
4.1% |
0-147 |
0.4% |
29% |
False |
False |
997,443 |
| 100 |
108-222 |
103-235 |
4-308 |
4.7% |
0-129 |
0.4% |
26% |
False |
False |
798,003 |
| 120 |
109-308 |
103-235 |
6-072 |
5.9% |
0-108 |
0.3% |
20% |
False |
False |
665,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-112 |
|
2.618 |
105-273 |
|
1.618 |
105-175 |
|
1.000 |
105-115 |
|
0.618 |
105-078 |
|
HIGH |
105-018 |
|
0.618 |
104-300 |
|
0.500 |
104-289 |
|
0.382 |
104-277 |
|
LOW |
104-240 |
|
0.618 |
104-180 |
|
1.000 |
104-142 |
|
1.618 |
104-082 |
|
2.618 |
103-305 |
|
4.250 |
103-146 |
|
|
| Fisher Pivots for day following 13-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
104-310 |
105-070 |
| PP |
104-299 |
105-047 |
| S1 |
104-289 |
105-023 |
|