ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 13-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2023 |
13-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
105-142 |
105-118 |
-0-025 |
-0.1% |
106-050 |
| High |
105-250 |
105-148 |
-0-102 |
-0.3% |
106-050 |
| Low |
105-098 |
105-050 |
-0-048 |
-0.1% |
105-098 |
| Close |
105-128 |
105-132 |
0-005 |
0.0% |
105-128 |
| Range |
0-152 |
0-098 |
-0-055 |
-36.1% |
0-272 |
| ATR |
0-154 |
0-150 |
-0-004 |
-2.6% |
0-000 |
| Volume |
19,451 |
40,268 |
20,817 |
107.0% |
100,179 |
|
| Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106-082 |
106-045 |
105-186 |
|
| R3 |
105-305 |
105-268 |
105-159 |
|
| R2 |
105-208 |
105-208 |
105-150 |
|
| R1 |
105-170 |
105-170 |
105-141 |
105-189 |
| PP |
105-110 |
105-110 |
105-110 |
105-119 |
| S1 |
105-072 |
105-072 |
105-124 |
105-091 |
| S2 |
105-012 |
105-012 |
105-115 |
|
| S3 |
104-235 |
104-295 |
105-106 |
|
| S4 |
104-138 |
104-198 |
105-079 |
|
|
| 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 |
106-048 |
105-050 |
0-318 |
0.9% |
0-138 |
0.4% |
26% |
False |
True |
26,073 |
| 10 |
106-132 |
104-212 |
1-240 |
1.7% |
0-169 |
0.5% |
43% |
False |
False |
16,160 |
| 20 |
106-132 |
104-040 |
2-092 |
2.2% |
0-146 |
0.4% |
56% |
False |
False |
9,125 |
| 40 |
106-132 |
104-040 |
2-092 |
2.2% |
0-093 |
0.3% |
56% |
False |
False |
4,571 |
| 60 |
107-215 |
104-040 |
3-175 |
3.4% |
0-062 |
0.2% |
36% |
False |
False |
3,047 |
| 80 |
108-155 |
104-040 |
4-115 |
4.1% |
0-046 |
0.1% |
30% |
False |
False |
2,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106-242 |
|
2.618 |
106-083 |
|
1.618 |
105-305 |
|
1.000 |
105-245 |
|
0.618 |
105-208 |
|
HIGH |
105-148 |
|
0.618 |
105-110 |
|
0.500 |
105-099 |
|
0.382 |
105-087 |
|
LOW |
105-050 |
|
0.618 |
104-310 |
|
1.000 |
104-272 |
|
1.618 |
104-212 |
|
2.618 |
104-115 |
|
4.250 |
103-276 |
|
|
| Fisher Pivots for day following 13-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
105-121 |
105-209 |
| PP |
105-110 |
105-183 |
| S1 |
105-099 |
105-158 |
|