ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 03-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2023 |
03-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
105-170 |
105-168 |
-0-002 |
0.0% |
104-280 |
| High |
105-278 |
106-132 |
0-175 |
0.5% |
106-132 |
| Low |
105-148 |
105-152 |
0-005 |
0.0% |
104-212 |
| Close |
105-178 |
106-070 |
0-212 |
0.6% |
106-070 |
| Range |
0-130 |
0-300 |
0-170 |
130.8% |
1-240 |
| ATR |
0-141 |
0-152 |
0-011 |
8.1% |
0-000 |
| Volume |
2,239 |
12,146 |
9,907 |
442.5% |
21,267 |
|
| Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-272 |
108-151 |
106-235 |
|
| R3 |
107-292 |
107-171 |
106-152 |
|
| R2 |
106-312 |
106-312 |
106-125 |
|
| R1 |
106-191 |
106-191 |
106-098 |
106-251 |
| PP |
106-012 |
106-012 |
106-012 |
106-042 |
| S1 |
105-211 |
105-211 |
106-042 |
105-271 |
| S2 |
105-032 |
105-032 |
106-015 |
|
| S3 |
104-052 |
104-231 |
105-308 |
|
| S4 |
103-072 |
103-251 |
105-225 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-005 |
110-118 |
107-058 |
|
| R3 |
109-085 |
108-198 |
106-224 |
|
| R2 |
107-165 |
107-165 |
106-173 |
|
| R1 |
106-278 |
106-278 |
106-121 |
107-061 |
| PP |
105-245 |
105-245 |
105-245 |
105-297 |
| S1 |
105-038 |
105-038 |
106-019 |
105-141 |
| S2 |
104-005 |
104-005 |
105-287 |
|
| S3 |
102-085 |
103-118 |
105-236 |
|
| S4 |
100-165 |
101-198 |
105-082 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-132 |
104-212 |
1-240 |
1.6% |
0-186 |
0.5% |
89% |
True |
False |
4,253 |
| 10 |
106-132 |
104-105 |
2-028 |
2.0% |
0-170 |
0.5% |
91% |
True |
False |
3,963 |
| 20 |
106-132 |
104-040 |
2-092 |
2.2% |
0-129 |
0.4% |
91% |
True |
False |
2,108 |
| 40 |
106-292 |
104-040 |
2-252 |
2.6% |
0-072 |
0.2% |
75% |
False |
False |
1,060 |
| 60 |
107-215 |
104-040 |
3-175 |
3.3% |
0-048 |
0.1% |
59% |
False |
False |
707 |
| 80 |
109-030 |
104-040 |
4-310 |
4.7% |
0-036 |
0.1% |
42% |
False |
False |
530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-128 |
|
2.618 |
108-278 |
|
1.618 |
107-298 |
|
1.000 |
107-112 |
|
0.618 |
106-318 |
|
HIGH |
106-132 |
|
0.618 |
106-018 |
|
0.500 |
105-302 |
|
0.382 |
105-267 |
|
LOW |
105-152 |
|
0.618 |
104-287 |
|
1.000 |
104-172 |
|
1.618 |
103-307 |
|
2.618 |
103-007 |
|
4.250 |
101-158 |
|
|
| Fisher Pivots for day following 03-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-041 |
105-318 |
| PP |
106-012 |
105-245 |
| S1 |
105-302 |
105-172 |
|