ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 09-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2023 |
09-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
105-308 |
106-025 |
0-038 |
0.1% |
104-280 |
| High |
106-035 |
106-048 |
0-012 |
0.0% |
106-132 |
| Low |
105-255 |
105-148 |
-0-108 |
-0.3% |
104-212 |
| Close |
106-010 |
105-172 |
-0-158 |
-0.5% |
106-070 |
| Range |
0-100 |
0-220 |
0-120 |
120.0% |
1-240 |
| ATR |
0-149 |
0-154 |
0-005 |
3.4% |
0-000 |
| Volume |
20,895 |
31,294 |
10,399 |
49.8% |
21,267 |
|
| Daily Pivots for day following 09-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-249 |
107-111 |
105-294 |
|
| R3 |
107-029 |
106-211 |
105-233 |
|
| R2 |
106-129 |
106-129 |
105-213 |
|
| R1 |
105-311 |
105-311 |
105-193 |
105-270 |
| PP |
105-229 |
105-229 |
105-229 |
105-209 |
| S1 |
105-091 |
105-091 |
105-152 |
105-050 |
| S2 |
105-009 |
105-009 |
105-132 |
|
| S3 |
104-109 |
104-191 |
105-112 |
|
| S4 |
103-209 |
103-291 |
105-052 |
|
|
| 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% |
0-180 |
0.5% |
8% |
False |
True |
18,574 |
| 10 |
106-132 |
104-212 |
1-240 |
1.7% |
0-162 |
0.5% |
50% |
False |
False |
10,254 |
| 20 |
106-132 |
104-040 |
2-092 |
2.2% |
0-137 |
0.4% |
62% |
False |
False |
6,139 |
| 40 |
106-170 |
104-040 |
2-130 |
2.3% |
0-086 |
0.3% |
59% |
False |
False |
3,078 |
| 60 |
107-215 |
104-040 |
3-175 |
3.4% |
0-058 |
0.2% |
40% |
False |
False |
2,052 |
| 80 |
108-170 |
104-040 |
4-130 |
4.2% |
0-043 |
0.1% |
32% |
False |
False |
1,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-022 |
|
2.618 |
107-303 |
|
1.618 |
107-083 |
|
1.000 |
106-268 |
|
0.618 |
106-183 |
|
HIGH |
106-048 |
|
0.618 |
105-283 |
|
0.500 |
105-258 |
|
0.382 |
105-232 |
|
LOW |
105-148 |
|
0.618 |
105-012 |
|
1.000 |
104-248 |
|
1.618 |
104-112 |
|
2.618 |
103-212 |
|
4.250 |
102-172 |
|
|
| Fisher Pivots for day following 09-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-258 |
105-258 |
| PP |
105-229 |
105-229 |
| S1 |
105-201 |
105-201 |
|