ECBOT 5 Year T-Note Future December 2023
| Trading Metrics calculated at close of trading on 30-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2023 |
30-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
106-142 |
106-220 |
0-078 |
0.2% |
105-260 |
| High |
106-262 |
106-262 |
0-000 |
0.0% |
106-048 |
| Low |
106-132 |
106-098 |
-0-035 |
-0.1% |
105-178 |
| Close |
106-215 |
106-118 |
-0-098 |
-0.3% |
105-190 |
| Range |
0-130 |
0-165 |
0-035 |
26.9% |
0-190 |
| ATR |
0-158 |
0-158 |
0-001 |
0.3% |
0-000 |
| Volume |
531,542 |
49,293 |
-482,249 |
-90.7% |
9,640,159 |
|
| Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-014 |
107-231 |
106-208 |
|
| R3 |
107-169 |
107-066 |
106-163 |
|
| R2 |
107-004 |
107-004 |
106-148 |
|
| R1 |
106-221 |
106-221 |
106-133 |
106-190 |
| PP |
106-159 |
106-159 |
106-159 |
106-144 |
| S1 |
106-056 |
106-056 |
106-102 |
106-025 |
| S2 |
105-314 |
105-314 |
106-087 |
|
| S3 |
105-149 |
105-211 |
106-072 |
|
| S4 |
104-304 |
105-046 |
106-027 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-175 |
107-052 |
105-294 |
|
| R3 |
106-305 |
106-182 |
105-242 |
|
| R2 |
106-115 |
106-115 |
105-225 |
|
| R1 |
105-312 |
105-312 |
105-207 |
105-279 |
| PP |
105-245 |
105-245 |
105-245 |
105-228 |
| S1 |
105-122 |
105-122 |
105-173 |
105-089 |
| S2 |
105-055 |
105-055 |
105-155 |
|
| S3 |
104-185 |
104-252 |
105-138 |
|
| S4 |
103-315 |
104-062 |
105-086 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-262 |
105-150 |
1-112 |
1.3% |
0-156 |
0.5% |
66% |
True |
False |
2,268,496 |
| 10 |
106-262 |
105-150 |
1-112 |
1.3% |
0-140 |
0.4% |
66% |
True |
False |
2,155,280 |
| 20 |
106-262 |
104-240 |
2-022 |
1.9% |
0-160 |
0.5% |
78% |
True |
False |
1,843,324 |
| 40 |
106-262 |
103-235 |
3-028 |
2.9% |
0-161 |
0.5% |
85% |
True |
False |
1,596,320 |
| 60 |
106-262 |
103-235 |
3-028 |
2.9% |
0-150 |
0.4% |
85% |
True |
False |
1,440,290 |
| 80 |
107-300 |
103-235 |
4-065 |
4.0% |
0-148 |
0.4% |
63% |
False |
False |
1,311,040 |
| 100 |
108-222 |
103-235 |
4-308 |
4.7% |
0-146 |
0.4% |
53% |
False |
False |
1,049,429 |
| 120 |
108-292 |
103-235 |
5-058 |
4.9% |
0-124 |
0.4% |
51% |
False |
False |
874,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-004 |
|
2.618 |
108-054 |
|
1.618 |
107-209 |
|
1.000 |
107-108 |
|
0.618 |
107-044 |
|
HIGH |
106-262 |
|
0.618 |
106-199 |
|
0.500 |
106-180 |
|
0.382 |
106-161 |
|
LOW |
106-098 |
|
0.618 |
105-316 |
|
1.000 |
105-252 |
|
1.618 |
105-151 |
|
2.618 |
104-306 |
|
4.250 |
104-036 |
|
|
| Fisher Pivots for day following 30-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-180 |
106-113 |
| PP |
106-159 |
106-109 |
| S1 |
106-138 |
106-105 |
|