ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 07-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2023 |
07-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
106-050 |
105-245 |
-0-125 |
-0.4% |
104-280 |
| High |
106-050 |
106-032 |
-0-018 |
-0.1% |
106-132 |
| Low |
105-212 |
105-230 |
0-018 |
0.1% |
104-212 |
| Close |
105-218 |
105-315 |
0-098 |
0.3% |
106-070 |
| Range |
0-158 |
0-122 |
-0-035 |
-22.2% |
1-240 |
| ATR |
0-154 |
0-153 |
-0-001 |
-0.9% |
0-000 |
| Volume |
10,081 |
18,458 |
8,377 |
83.1% |
21,267 |
|
| Daily Pivots for day following 07-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-027 |
106-293 |
106-062 |
|
| R3 |
106-224 |
106-171 |
106-029 |
|
| R2 |
106-102 |
106-102 |
106-017 |
|
| R1 |
106-048 |
106-048 |
106-006 |
106-075 |
| PP |
105-299 |
105-299 |
105-299 |
105-312 |
| S1 |
105-246 |
105-246 |
105-304 |
105-272 |
| S2 |
105-177 |
105-177 |
105-293 |
|
| S3 |
105-054 |
105-123 |
105-281 |
|
| S4 |
104-252 |
105-001 |
105-248 |
|
|
| 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% |
0-196 |
0.6% |
75% |
False |
False |
9,561 |
| 10 |
106-132 |
104-105 |
2-028 |
2.0% |
0-167 |
0.5% |
79% |
False |
False |
5,958 |
| 20 |
106-132 |
104-040 |
2-092 |
2.2% |
0-136 |
0.4% |
81% |
False |
False |
3,535 |
| 40 |
106-258 |
104-040 |
2-218 |
2.5% |
0-078 |
0.2% |
69% |
False |
False |
1,774 |
| 60 |
107-215 |
104-040 |
3-175 |
3.3% |
0-052 |
0.2% |
52% |
False |
False |
1,182 |
| 80 |
109-030 |
104-040 |
4-310 |
4.7% |
0-039 |
0.1% |
37% |
False |
False |
887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-233 |
|
2.618 |
107-033 |
|
1.618 |
106-231 |
|
1.000 |
106-155 |
|
0.618 |
106-108 |
|
HIGH |
106-032 |
|
0.618 |
105-306 |
|
0.500 |
105-291 |
|
0.382 |
105-277 |
|
LOW |
105-230 |
|
0.618 |
105-154 |
|
1.000 |
105-108 |
|
1.618 |
105-032 |
|
2.618 |
104-229 |
|
4.250 |
104-029 |
|
|
| Fisher Pivots for day following 07-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-307 |
105-311 |
| PP |
105-299 |
105-307 |
| S1 |
105-291 |
105-302 |
|