ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 16-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2023 |
16-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
105-290 |
105-195 |
-0-095 |
-0.3% |
105-232 |
| High |
106-015 |
106-012 |
-0-002 |
0.0% |
105-235 |
| Low |
105-150 |
105-185 |
0-035 |
0.1% |
104-285 |
| Close |
105-182 |
105-310 |
0-128 |
0.4% |
104-315 |
| Range |
0-185 |
0-148 |
-0-038 |
-20.3% |
0-270 |
| ATR |
0-175 |
0-174 |
-0-002 |
-1.0% |
0-000 |
| Volume |
1,763,120 |
1,289,098 |
-474,022 |
-26.9% |
6,726,211 |
|
| Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-078 |
107-022 |
106-071 |
|
| R3 |
106-251 |
106-194 |
106-031 |
|
| R2 |
106-103 |
106-103 |
106-017 |
|
| R1 |
106-047 |
106-047 |
106-004 |
106-075 |
| PP |
105-276 |
105-276 |
105-276 |
105-290 |
| S1 |
105-219 |
105-219 |
105-296 |
105-248 |
| S2 |
105-128 |
105-128 |
105-283 |
|
| S3 |
104-301 |
105-072 |
105-269 |
|
| S4 |
104-153 |
104-244 |
105-229 |
|
|
| 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% |
0-191 |
0.6% |
93% |
False |
False |
1,397,375 |
| 10 |
106-018 |
104-240 |
1-098 |
1.2% |
0-182 |
0.5% |
93% |
False |
False |
1,467,422 |
| 20 |
106-018 |
103-295 |
2-042 |
2.0% |
0-171 |
0.5% |
96% |
False |
False |
1,460,997 |
| 40 |
106-018 |
103-235 |
2-102 |
2.2% |
0-162 |
0.5% |
96% |
False |
False |
1,387,155 |
| 60 |
107-092 |
103-235 |
3-178 |
3.4% |
0-150 |
0.4% |
63% |
False |
False |
1,377,331 |
| 80 |
107-300 |
103-235 |
4-065 |
4.0% |
0-151 |
0.4% |
53% |
False |
False |
1,058,396 |
| 100 |
108-222 |
103-235 |
4-308 |
4.7% |
0-136 |
0.4% |
45% |
False |
False |
846,792 |
| 120 |
109-308 |
103-235 |
6-072 |
5.9% |
0-114 |
0.3% |
36% |
False |
False |
705,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-319 |
|
2.618 |
107-079 |
|
1.618 |
106-251 |
|
1.000 |
106-160 |
|
0.618 |
106-104 |
|
HIGH |
106-012 |
|
0.618 |
105-276 |
|
0.500 |
105-259 |
|
0.382 |
105-241 |
|
LOW |
105-185 |
|
0.618 |
105-094 |
|
1.000 |
105-038 |
|
1.618 |
104-266 |
|
2.618 |
104-119 |
|
4.250 |
103-198 |
|
|
| Fisher Pivots for day following 16-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-293 |
105-256 |
| PP |
105-276 |
105-202 |
| S1 |
105-259 |
105-149 |
|