ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 10-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2023 |
10-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
106-025 |
105-142 |
-0-202 |
-0.6% |
106-050 |
| High |
106-048 |
105-250 |
-0-118 |
-0.3% |
106-050 |
| Low |
105-148 |
105-098 |
-0-050 |
-0.1% |
105-098 |
| Close |
105-172 |
105-128 |
-0-045 |
-0.1% |
105-128 |
| Range |
0-220 |
0-152 |
-0-068 |
-30.7% |
0-272 |
| ATR |
0-154 |
0-154 |
0-000 |
-0.1% |
0-000 |
| Volume |
31,294 |
19,451 |
-11,843 |
-37.8% |
100,179 |
|
| Daily Pivots for day following 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-296 |
106-204 |
105-211 |
|
| R3 |
106-143 |
106-052 |
105-169 |
|
| R2 |
105-311 |
105-311 |
105-155 |
|
| R1 |
105-219 |
105-219 |
105-141 |
105-189 |
| PP |
105-158 |
105-158 |
105-158 |
105-143 |
| S1 |
105-067 |
105-067 |
105-114 |
105-036 |
| S2 |
105-006 |
105-006 |
105-100 |
|
| S3 |
104-173 |
104-234 |
105-086 |
|
| S4 |
104-021 |
104-082 |
105-044 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-056 |
107-204 |
105-277 |
|
| R3 |
107-103 |
106-252 |
105-202 |
|
| R2 |
106-151 |
106-151 |
105-177 |
|
| R1 |
105-299 |
105-299 |
105-152 |
105-249 |
| PP |
105-198 |
105-198 |
105-198 |
105-173 |
| S1 |
105-027 |
105-027 |
105-103 |
104-296 |
| S2 |
104-246 |
104-246 |
105-078 |
|
| S3 |
103-293 |
104-074 |
105-053 |
|
| S4 |
103-021 |
103-122 |
104-298 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-050 |
105-098 |
0-272 |
0.8% |
0-150 |
0.4% |
11% |
False |
True |
20,035 |
| 10 |
106-132 |
104-212 |
1-240 |
1.7% |
0-168 |
0.5% |
42% |
False |
False |
12,144 |
| 20 |
106-132 |
104-040 |
2-092 |
2.2% |
0-141 |
0.4% |
56% |
False |
False |
7,111 |
| 40 |
106-148 |
104-040 |
2-108 |
2.2% |
0-090 |
0.3% |
55% |
False |
False |
3,564 |
| 60 |
107-215 |
104-040 |
3-175 |
3.4% |
0-060 |
0.2% |
36% |
False |
False |
2,376 |
| 80 |
108-170 |
104-040 |
4-130 |
4.2% |
0-045 |
0.1% |
29% |
False |
False |
1,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-258 |
|
2.618 |
107-009 |
|
1.618 |
106-177 |
|
1.000 |
106-082 |
|
0.618 |
106-024 |
|
HIGH |
105-250 |
|
0.618 |
105-192 |
|
0.500 |
105-174 |
|
0.382 |
105-156 |
|
LOW |
105-098 |
|
0.618 |
105-003 |
|
1.000 |
104-265 |
|
1.618 |
104-171 |
|
2.618 |
104-018 |
|
4.250 |
103-089 |
|
|
| Fisher Pivots for day following 10-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-174 |
105-232 |
| PP |
105-158 |
105-198 |
| S1 |
105-143 |
105-162 |
|