ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 02-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2023 |
02-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
104-245 |
105-170 |
0-245 |
0.7% |
104-185 |
| High |
105-162 |
105-278 |
0-115 |
0.3% |
105-025 |
| Low |
104-212 |
105-148 |
0-255 |
0.8% |
104-105 |
| Close |
105-098 |
105-178 |
0-080 |
0.2% |
105-005 |
| Range |
0-270 |
0-130 |
-0-140 |
-51.9% |
0-240 |
| ATR |
0-138 |
0-141 |
0-003 |
2.2% |
0-000 |
| Volume |
4,883 |
2,239 |
-2,644 |
-54.1% |
18,367 |
|
| Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-271 |
106-194 |
105-249 |
|
| R3 |
106-141 |
106-064 |
105-213 |
|
| R2 |
106-011 |
106-011 |
105-201 |
|
| R1 |
105-254 |
105-254 |
105-189 |
105-292 |
| PP |
105-201 |
105-201 |
105-201 |
105-220 |
| S1 |
105-124 |
105-124 |
105-166 |
105-162 |
| S2 |
105-071 |
105-071 |
105-154 |
|
| S3 |
104-261 |
104-314 |
105-142 |
|
| S4 |
104-131 |
104-184 |
105-106 |
|
|
| 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 |
105-278 |
104-212 |
1-065 |
1.1% |
0-145 |
0.4% |
74% |
True |
False |
1,934 |
| 10 |
105-278 |
104-105 |
1-172 |
1.5% |
0-150 |
0.4% |
80% |
True |
False |
2,838 |
| 20 |
105-295 |
104-040 |
1-255 |
1.7% |
0-120 |
0.4% |
80% |
False |
False |
1,502 |
| 40 |
106-312 |
104-040 |
2-272 |
2.7% |
0-064 |
0.2% |
50% |
False |
False |
756 |
| 60 |
107-298 |
104-040 |
3-258 |
3.6% |
0-043 |
0.1% |
38% |
False |
False |
504 |
| 80 |
109-080 |
104-040 |
5-040 |
4.9% |
0-032 |
0.1% |
28% |
False |
False |
378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-190 |
|
2.618 |
106-298 |
|
1.618 |
106-168 |
|
1.000 |
106-088 |
|
0.618 |
106-038 |
|
HIGH |
105-278 |
|
0.618 |
105-228 |
|
0.500 |
105-212 |
|
0.382 |
105-197 |
|
LOW |
105-148 |
|
0.618 |
105-067 |
|
1.000 |
105-018 |
|
1.618 |
104-257 |
|
2.618 |
104-127 |
|
4.250 |
103-235 |
|
|
| Fisher Pivots for day following 02-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-212 |
105-147 |
| PP |
105-201 |
105-116 |
| S1 |
105-189 |
105-085 |
|