ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 17-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2023 |
17-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
105-195 |
105-318 |
0-122 |
0.4% |
104-298 |
| High |
106-012 |
106-070 |
0-058 |
0.2% |
106-070 |
| Low |
105-185 |
105-235 |
0-050 |
0.1% |
104-240 |
| Close |
105-310 |
105-260 |
-0-050 |
-0.1% |
105-260 |
| Range |
0-148 |
0-155 |
0-008 |
5.1% |
1-150 |
| ATR |
0-174 |
0-172 |
-0-001 |
-0.8% |
0-000 |
| Volume |
1,289,098 |
1,305,059 |
15,961 |
1.2% |
7,115,811 |
|
| Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-120 |
107-025 |
106-025 |
|
| R3 |
106-285 |
106-190 |
105-303 |
|
| R2 |
106-130 |
106-130 |
105-288 |
|
| R1 |
106-035 |
106-035 |
105-274 |
106-005 |
| PP |
105-295 |
105-295 |
105-295 |
105-280 |
| S1 |
105-200 |
105-200 |
105-246 |
105-170 |
| S2 |
105-140 |
105-140 |
105-232 |
|
| S3 |
104-305 |
105-045 |
105-217 |
|
| S4 |
104-150 |
104-210 |
105-175 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-000 |
109-120 |
106-198 |
|
| R3 |
108-170 |
107-290 |
106-069 |
|
| R2 |
107-020 |
107-020 |
106-026 |
|
| R1 |
106-140 |
106-140 |
105-303 |
106-240 |
| PP |
105-190 |
105-190 |
105-190 |
105-240 |
| S1 |
104-310 |
104-310 |
105-217 |
105-090 |
| S2 |
104-040 |
104-040 |
105-174 |
|
| S3 |
102-210 |
103-160 |
105-131 |
|
| S4 |
101-060 |
102-010 |
105-002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-070 |
104-240 |
1-150 |
1.4% |
0-192 |
0.6% |
72% |
True |
False |
1,423,162 |
| 10 |
106-070 |
104-240 |
1-150 |
1.4% |
0-168 |
0.5% |
72% |
True |
False |
1,384,202 |
| 20 |
106-070 |
104-002 |
2-068 |
2.1% |
0-170 |
0.5% |
82% |
True |
False |
1,457,476 |
| 40 |
106-070 |
103-235 |
2-155 |
2.3% |
0-163 |
0.5% |
84% |
True |
False |
1,394,651 |
| 60 |
107-092 |
103-235 |
3-178 |
3.4% |
0-151 |
0.4% |
58% |
False |
False |
1,359,754 |
| 80 |
107-300 |
103-235 |
4-065 |
4.0% |
0-149 |
0.4% |
49% |
False |
False |
1,074,687 |
| 100 |
108-222 |
103-235 |
4-308 |
4.7% |
0-138 |
0.4% |
42% |
False |
False |
859,843 |
| 120 |
109-308 |
103-235 |
6-072 |
5.9% |
0-115 |
0.3% |
33% |
False |
False |
716,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-089 |
|
2.618 |
107-156 |
|
1.618 |
107-001 |
|
1.000 |
106-225 |
|
0.618 |
106-166 |
|
HIGH |
106-070 |
|
0.618 |
106-011 |
|
0.500 |
105-312 |
|
0.382 |
105-294 |
|
LOW |
105-235 |
|
0.618 |
105-139 |
|
1.000 |
105-080 |
|
1.618 |
104-304 |
|
2.618 |
104-149 |
|
4.250 |
103-216 |
|
|
| Fisher Pivots for day following 17-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-312 |
105-270 |
| PP |
105-295 |
105-267 |
| S1 |
105-278 |
105-263 |
|