ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 14-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2023 |
14-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
105-118 |
105-122 |
0-005 |
0.0% |
106-050 |
| High |
105-148 |
106-165 |
1-018 |
1.0% |
106-050 |
| Low |
105-050 |
105-112 |
0-062 |
0.2% |
105-098 |
| Close |
105-132 |
106-152 |
1-020 |
1.0% |
105-128 |
| Range |
0-098 |
1-052 |
0-275 |
282.1% |
0-272 |
| ATR |
0-150 |
0-166 |
0-016 |
10.6% |
0-000 |
| Volume |
40,268 |
73,327 |
33,059 |
82.1% |
100,179 |
|
| Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-194 |
109-066 |
107-037 |
|
| R3 |
108-142 |
108-013 |
106-255 |
|
| R2 |
107-089 |
107-089 |
106-221 |
|
| R1 |
106-281 |
106-281 |
106-187 |
107-025 |
| PP |
106-037 |
106-037 |
106-037 |
106-069 |
| S1 |
105-228 |
105-228 |
106-118 |
105-292 |
| S2 |
104-304 |
104-304 |
106-084 |
|
| S3 |
103-252 |
104-176 |
106-050 |
|
| S4 |
102-199 |
103-123 |
105-268 |
|
|
| 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 |
106-165 |
105-050 |
1-115 |
1.3% |
0-188 |
0.6% |
97% |
True |
False |
37,047 |
| 10 |
106-165 |
104-212 |
1-272 |
1.7% |
0-192 |
0.6% |
98% |
True |
False |
23,304 |
| 20 |
106-165 |
104-040 |
2-125 |
2.2% |
0-164 |
0.5% |
98% |
True |
False |
12,786 |
| 40 |
106-165 |
104-040 |
2-125 |
2.2% |
0-102 |
0.3% |
98% |
True |
False |
6,404 |
| 60 |
107-215 |
104-040 |
3-175 |
3.3% |
0-068 |
0.2% |
66% |
False |
False |
4,269 |
| 80 |
108-155 |
104-040 |
4-115 |
4.1% |
0-051 |
0.1% |
54% |
False |
False |
3,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-148 |
|
2.618 |
109-180 |
|
1.618 |
108-128 |
|
1.000 |
107-218 |
|
0.618 |
107-075 |
|
HIGH |
106-165 |
|
0.618 |
106-023 |
|
0.500 |
105-299 |
|
0.382 |
105-255 |
|
LOW |
105-112 |
|
0.618 |
104-202 |
|
1.000 |
104-060 |
|
1.618 |
103-150 |
|
2.618 |
102-097 |
|
4.250 |
100-129 |
|
|
| Fisher Pivots for day following 14-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-095 |
106-084 |
| PP |
106-037 |
106-016 |
| S1 |
105-299 |
105-268 |
|