ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 22-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2023 |
22-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
105-275 |
106-002 |
0-048 |
0.1% |
104-298 |
| High |
106-020 |
106-048 |
0-028 |
0.1% |
106-070 |
| Low |
105-252 |
105-225 |
-0-028 |
-0.1% |
104-240 |
| Close |
105-302 |
105-268 |
-0-035 |
-0.1% |
105-260 |
| Range |
0-088 |
0-142 |
0-055 |
62.9% |
1-150 |
| ATR |
0-160 |
0-159 |
-0-001 |
-0.8% |
0-000 |
| Volume |
2,704,734 |
3,555,818 |
851,084 |
31.5% |
7,115,811 |
|
| Daily Pivots for day following 22-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-074 |
106-313 |
106-026 |
|
| R3 |
106-252 |
106-171 |
105-307 |
|
| R2 |
106-109 |
106-109 |
105-294 |
|
| R1 |
106-028 |
106-028 |
105-281 |
105-318 |
| PP |
105-287 |
105-287 |
105-287 |
105-271 |
| S1 |
105-206 |
105-206 |
105-254 |
105-175 |
| S2 |
105-144 |
105-144 |
105-241 |
|
| S3 |
105-002 |
105-063 |
105-228 |
|
| S4 |
104-179 |
104-241 |
105-189 |
|
|
| 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 |
105-185 |
0-205 |
0.6% |
0-122 |
0.4% |
40% |
False |
False |
2,042,064 |
| 10 |
106-070 |
104-240 |
1-150 |
1.4% |
0-163 |
0.5% |
74% |
False |
False |
1,741,482 |
| 20 |
106-070 |
104-002 |
2-068 |
2.1% |
0-161 |
0.5% |
83% |
False |
False |
1,638,551 |
| 40 |
106-070 |
103-235 |
2-155 |
2.3% |
0-161 |
0.5% |
85% |
False |
False |
1,499,047 |
| 60 |
107-092 |
103-235 |
3-178 |
3.4% |
0-148 |
0.4% |
59% |
False |
False |
1,357,149 |
| 80 |
107-300 |
103-235 |
4-065 |
4.0% |
0-148 |
0.4% |
50% |
False |
False |
1,169,775 |
| 100 |
108-222 |
103-235 |
4-308 |
4.7% |
0-140 |
0.4% |
42% |
False |
False |
936,004 |
| 120 |
109-110 |
103-235 |
5-195 |
5.3% |
0-118 |
0.3% |
37% |
False |
False |
780,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-013 |
|
2.618 |
107-101 |
|
1.618 |
106-278 |
|
1.000 |
106-190 |
|
0.618 |
106-136 |
|
HIGH |
106-048 |
|
0.618 |
105-313 |
|
0.500 |
105-296 |
|
0.382 |
105-279 |
|
LOW |
105-225 |
|
0.618 |
105-137 |
|
1.000 |
105-082 |
|
1.618 |
104-314 |
|
2.618 |
104-172 |
|
4.250 |
103-259 |
|
|
| Fisher Pivots for day following 22-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-296 |
105-290 |
| PP |
105-287 |
105-282 |
| S1 |
105-277 |
105-275 |
|