ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 08-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2023 |
08-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
105-245 |
105-308 |
0-062 |
0.2% |
104-280 |
| High |
106-032 |
106-035 |
0-002 |
0.0% |
106-132 |
| Low |
105-230 |
105-255 |
0-025 |
0.1% |
104-212 |
| Close |
105-315 |
106-010 |
0-015 |
0.0% |
106-070 |
| Range |
0-122 |
0-100 |
-0-022 |
-18.4% |
1-240 |
| ATR |
0-153 |
0-149 |
-0-004 |
-2.5% |
0-000 |
| Volume |
18,458 |
20,895 |
2,437 |
13.2% |
21,267 |
|
| Daily Pivots for day following 08-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-293 |
106-252 |
106-065 |
|
| R3 |
106-193 |
106-152 |
106-038 |
|
| R2 |
106-093 |
106-093 |
106-028 |
|
| R1 |
106-052 |
106-052 |
106-019 |
106-072 |
| PP |
105-313 |
105-313 |
105-313 |
106-004 |
| S1 |
105-272 |
105-272 |
106-001 |
105-292 |
| S2 |
105-213 |
105-213 |
105-312 |
|
| S3 |
105-113 |
105-172 |
105-302 |
|
| S4 |
105-013 |
105-072 |
105-275 |
|
|
| 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 |
105-148 |
0-305 |
0.9% |
0-162 |
0.5% |
60% |
False |
False |
12,763 |
| 10 |
106-132 |
104-105 |
2-028 |
2.0% |
0-160 |
0.5% |
82% |
False |
False |
7,197 |
| 20 |
106-132 |
104-040 |
2-092 |
2.2% |
0-136 |
0.4% |
83% |
False |
False |
4,575 |
| 40 |
106-218 |
104-040 |
2-178 |
2.4% |
0-081 |
0.2% |
75% |
False |
False |
2,296 |
| 60 |
107-215 |
104-040 |
3-175 |
3.3% |
0-054 |
0.2% |
54% |
False |
False |
1,530 |
| 80 |
109-030 |
104-040 |
4-310 |
4.7% |
0-040 |
0.1% |
38% |
False |
False |
1,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-140 |
|
2.618 |
106-297 |
|
1.618 |
106-197 |
|
1.000 |
106-135 |
|
0.618 |
106-097 |
|
HIGH |
106-035 |
|
0.618 |
105-317 |
|
0.500 |
105-305 |
|
0.382 |
105-293 |
|
LOW |
105-255 |
|
0.618 |
105-193 |
|
1.000 |
105-155 |
|
1.618 |
105-093 |
|
2.618 |
104-313 |
|
4.250 |
104-150 |
|
|
| Fisher Pivots for day following 08-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-002 |
105-317 |
| PP |
105-313 |
105-304 |
| S1 |
105-305 |
105-291 |
|