ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 06-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2023 |
06-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
105-168 |
106-050 |
0-202 |
0.6% |
104-280 |
| High |
106-132 |
106-050 |
-0-082 |
-0.2% |
106-132 |
| Low |
105-152 |
105-212 |
0-060 |
0.2% |
104-212 |
| Close |
106-070 |
105-218 |
-0-172 |
-0.5% |
106-070 |
| Range |
0-300 |
0-158 |
-0-142 |
-47.5% |
1-240 |
| ATR |
0-152 |
0-154 |
0-002 |
1.2% |
0-000 |
| Volume |
12,146 |
10,081 |
-2,065 |
-17.0% |
21,267 |
|
| Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-099 |
106-316 |
105-304 |
|
| R3 |
106-262 |
106-158 |
105-261 |
|
| R2 |
106-104 |
106-104 |
105-246 |
|
| R1 |
106-001 |
106-001 |
105-232 |
105-294 |
| PP |
105-267 |
105-267 |
105-267 |
105-253 |
| S1 |
105-163 |
105-163 |
105-203 |
105-136 |
| S2 |
105-109 |
105-109 |
105-189 |
|
| S3 |
104-272 |
105-006 |
105-174 |
|
| S4 |
104-114 |
104-168 |
105-131 |
|
|
| 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 |
1.7% |
0-199 |
0.6% |
58% |
False |
False |
6,248 |
| 10 |
106-132 |
104-105 |
2-028 |
2.0% |
0-167 |
0.5% |
65% |
False |
False |
4,519 |
| 20 |
106-132 |
104-040 |
2-092 |
2.2% |
0-135 |
0.4% |
68% |
False |
False |
2,612 |
| 40 |
106-288 |
104-040 |
2-248 |
2.6% |
0-075 |
0.2% |
56% |
False |
False |
1,312 |
| 60 |
107-215 |
104-040 |
3-175 |
3.4% |
0-050 |
0.1% |
44% |
False |
False |
875 |
| 80 |
109-030 |
104-040 |
4-310 |
4.7% |
0-038 |
0.1% |
31% |
False |
False |
656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-079 |
|
2.618 |
107-142 |
|
1.618 |
106-305 |
|
1.000 |
106-208 |
|
0.618 |
106-147 |
|
HIGH |
106-050 |
|
0.618 |
105-310 |
|
0.500 |
105-291 |
|
0.382 |
105-273 |
|
LOW |
105-212 |
|
0.618 |
105-115 |
|
1.000 |
105-055 |
|
1.618 |
104-278 |
|
2.618 |
104-120 |
|
4.250 |
103-183 |
|
|
| Fisher Pivots for day following 06-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-291 |
105-300 |
| PP |
105-267 |
105-272 |
| S1 |
105-242 |
105-245 |
|