ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 20-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2023 |
20-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
105-318 |
105-260 |
-0-058 |
-0.2% |
104-298 |
| High |
106-070 |
105-292 |
-0-098 |
-0.3% |
106-070 |
| Low |
105-235 |
105-212 |
-0-022 |
-0.1% |
104-240 |
| Close |
105-260 |
105-275 |
0-015 |
0.0% |
105-260 |
| Range |
0-155 |
0-080 |
-0-075 |
-48.4% |
1-150 |
| ATR |
0-172 |
0-166 |
-0-007 |
-3.8% |
0-000 |
| Volume |
1,305,059 |
1,355,613 |
50,554 |
3.9% |
7,115,811 |
|
| Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-180 |
106-148 |
105-319 |
|
| R3 |
106-100 |
106-068 |
105-297 |
|
| R2 |
106-020 |
106-020 |
105-290 |
|
| R1 |
105-308 |
105-308 |
105-282 |
106-004 |
| PP |
105-260 |
105-260 |
105-260 |
105-268 |
| S1 |
105-228 |
105-228 |
105-268 |
105-244 |
| S2 |
105-180 |
105-180 |
105-260 |
|
| S3 |
105-100 |
105-148 |
105-253 |
|
| S4 |
105-020 |
105-068 |
105-231 |
|
|
| 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 |
104-280 |
1-110 |
1.3% |
0-189 |
0.6% |
73% |
False |
False |
1,507,919 |
| 10 |
106-070 |
104-240 |
1-150 |
1.4% |
0-161 |
0.5% |
76% |
False |
False |
1,389,729 |
| 20 |
106-070 |
104-002 |
2-068 |
2.1% |
0-164 |
0.5% |
84% |
False |
False |
1,457,831 |
| 40 |
106-070 |
103-235 |
2-155 |
2.3% |
0-163 |
0.5% |
86% |
False |
False |
1,405,413 |
| 60 |
107-092 |
103-235 |
3-178 |
3.4% |
0-150 |
0.4% |
60% |
False |
False |
1,337,699 |
| 80 |
107-300 |
103-235 |
4-065 |
4.0% |
0-148 |
0.4% |
51% |
False |
False |
1,091,618 |
| 100 |
108-222 |
103-235 |
4-308 |
4.7% |
0-138 |
0.4% |
43% |
False |
False |
873,399 |
| 120 |
109-308 |
103-235 |
6-072 |
5.9% |
0-116 |
0.3% |
34% |
False |
False |
727,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-312 |
|
2.618 |
106-182 |
|
1.618 |
106-102 |
|
1.000 |
106-052 |
|
0.618 |
106-022 |
|
HIGH |
105-292 |
|
0.618 |
105-262 |
|
0.500 |
105-252 |
|
0.382 |
105-243 |
|
LOW |
105-212 |
|
0.618 |
105-163 |
|
1.000 |
105-132 |
|
1.618 |
105-083 |
|
2.618 |
105-003 |
|
4.250 |
104-192 |
|
|
| Fisher Pivots for day following 20-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-268 |
105-288 |
| PP |
105-260 |
105-283 |
| S1 |
105-252 |
105-279 |
|