ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 01-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2023 |
01-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
104-302 |
104-245 |
-0-058 |
-0.2% |
104-185 |
| High |
105-032 |
105-162 |
0-130 |
0.4% |
105-025 |
| Low |
104-215 |
104-212 |
-0-002 |
0.0% |
104-105 |
| Close |
104-258 |
105-098 |
0-160 |
0.5% |
105-005 |
| Range |
0-138 |
0-270 |
0-132 |
96.4% |
0-240 |
| ATR |
0-127 |
0-138 |
0-010 |
8.0% |
0-000 |
| Volume |
1,892 |
4,883 |
2,991 |
158.1% |
18,367 |
|
| Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-221 |
107-109 |
105-246 |
|
| R3 |
106-271 |
106-159 |
105-172 |
|
| R2 |
106-001 |
106-001 |
105-147 |
|
| R1 |
105-209 |
105-209 |
105-122 |
105-265 |
| PP |
105-051 |
105-051 |
105-051 |
105-079 |
| S1 |
104-259 |
104-259 |
105-073 |
104-315 |
| S2 |
104-101 |
104-101 |
105-048 |
|
| S3 |
103-151 |
103-309 |
105-023 |
|
| S4 |
102-201 |
103-039 |
104-269 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-018 |
106-252 |
105-137 |
|
| R3 |
106-098 |
106-012 |
105-071 |
|
| R2 |
105-178 |
105-178 |
105-049 |
|
| R1 |
105-092 |
105-092 |
105-027 |
105-135 |
| PP |
104-258 |
104-258 |
104-258 |
104-280 |
| S1 |
104-172 |
104-172 |
104-303 |
104-215 |
| S2 |
104-018 |
104-018 |
104-281 |
|
| S3 |
103-098 |
103-252 |
104-259 |
|
| S4 |
102-178 |
103-012 |
104-193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105-162 |
104-105 |
1-058 |
1.1% |
0-157 |
0.5% |
83% |
True |
False |
1,631 |
| 10 |
105-162 |
104-040 |
1-122 |
1.3% |
0-148 |
0.4% |
85% |
True |
False |
2,754 |
| 20 |
105-295 |
104-040 |
1-255 |
1.7% |
0-116 |
0.3% |
66% |
False |
False |
1,395 |
| 40 |
107-020 |
104-040 |
2-300 |
2.8% |
0-061 |
0.2% |
40% |
False |
False |
701 |
| 60 |
108-078 |
104-040 |
4-038 |
3.9% |
0-040 |
0.1% |
29% |
False |
False |
467 |
| 80 |
109-080 |
104-040 |
5-040 |
4.9% |
0-030 |
0.1% |
23% |
False |
False |
350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-030 |
|
2.618 |
107-229 |
|
1.618 |
106-279 |
|
1.000 |
106-112 |
|
0.618 |
106-009 |
|
HIGH |
105-162 |
|
0.618 |
105-059 |
|
0.500 |
105-028 |
|
0.382 |
104-316 |
|
LOW |
104-212 |
|
0.618 |
104-046 |
|
1.000 |
103-262 |
|
1.618 |
103-096 |
|
2.618 |
102-146 |
|
4.250 |
101-025 |
|
|
| Fisher Pivots for day following 01-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-074 |
105-074 |
| PP |
105-051 |
105-051 |
| S1 |
105-028 |
105-028 |
|