ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 15-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2023 |
15-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
104-315 |
105-290 |
0-295 |
0.9% |
105-232 |
| High |
106-018 |
106-015 |
-0-002 |
0.0% |
105-235 |
| Low |
104-280 |
105-150 |
0-190 |
0.6% |
104-285 |
| Close |
106-005 |
105-182 |
-0-142 |
-0.4% |
104-315 |
| Range |
1-058 |
0-185 |
-0-192 |
-51.0% |
0-270 |
| ATR |
0-175 |
0-175 |
0-001 |
0.4% |
0-000 |
| Volume |
1,826,707 |
1,763,120 |
-63,587 |
-3.5% |
6,726,211 |
|
| Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-138 |
107-025 |
105-284 |
|
| R3 |
106-272 |
106-160 |
105-233 |
|
| R2 |
106-088 |
106-088 |
105-216 |
|
| R1 |
105-295 |
105-295 |
105-199 |
105-259 |
| PP |
105-222 |
105-222 |
105-222 |
105-204 |
| S1 |
105-110 |
105-110 |
105-166 |
105-074 |
| S2 |
105-038 |
105-038 |
105-149 |
|
| S3 |
104-172 |
104-245 |
105-132 |
|
| S4 |
103-308 |
104-060 |
105-081 |
|
|
| 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 |
106-018 |
104-240 |
1-098 |
1.2% |
0-204 |
0.6% |
63% |
False |
False |
1,440,899 |
| 10 |
106-018 |
104-240 |
1-098 |
1.2% |
0-181 |
0.5% |
63% |
False |
False |
1,531,369 |
| 20 |
106-018 |
103-235 |
2-102 |
2.2% |
0-170 |
0.5% |
79% |
False |
False |
1,484,126 |
| 40 |
106-018 |
103-235 |
2-102 |
2.2% |
0-161 |
0.5% |
79% |
False |
False |
1,389,018 |
| 60 |
107-092 |
103-235 |
3-178 |
3.4% |
0-151 |
0.4% |
52% |
False |
False |
1,373,214 |
| 80 |
107-300 |
103-235 |
4-065 |
4.0% |
0-151 |
0.4% |
44% |
False |
False |
1,042,296 |
| 100 |
108-222 |
103-235 |
4-308 |
4.7% |
0-135 |
0.4% |
37% |
False |
False |
833,901 |
| 120 |
109-308 |
103-235 |
6-072 |
5.9% |
0-113 |
0.3% |
29% |
False |
False |
694,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-161 |
|
2.618 |
107-179 |
|
1.618 |
106-314 |
|
1.000 |
106-200 |
|
0.618 |
106-129 |
|
HIGH |
106-015 |
|
0.618 |
105-264 |
|
0.500 |
105-242 |
|
0.382 |
105-221 |
|
LOW |
105-150 |
|
0.618 |
105-036 |
|
1.000 |
104-285 |
|
1.618 |
104-171 |
|
2.618 |
103-306 |
|
4.250 |
103-004 |
|
|
| Fisher Pivots for day following 15-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-242 |
105-165 |
| PP |
105-222 |
105-147 |
| S1 |
105-202 |
105-129 |
|