ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 16-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2023 |
16-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
106-122 |
106-010 |
-0-112 |
-0.3% |
106-050 |
| High |
106-162 |
106-160 |
-0-002 |
0.0% |
106-050 |
| Low |
105-290 |
106-008 |
0-038 |
0.1% |
105-098 |
| Close |
106-000 |
106-138 |
0-138 |
0.4% |
105-128 |
| Range |
0-192 |
0-152 |
-0-040 |
-20.8% |
0-272 |
| ATR |
0-168 |
0-167 |
-0-001 |
-0.3% |
0-000 |
| Volume |
50,889 |
61,023 |
10,134 |
19.9% |
100,179 |
|
| Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-239 |
107-181 |
106-221 |
|
| R3 |
107-087 |
107-028 |
106-179 |
|
| R2 |
106-254 |
106-254 |
106-165 |
|
| R1 |
106-196 |
106-196 |
106-151 |
106-225 |
| PP |
106-102 |
106-102 |
106-102 |
106-116 |
| S1 |
106-043 |
106-043 |
106-124 |
106-072 |
| S2 |
105-269 |
105-269 |
106-110 |
|
| S3 |
105-117 |
105-211 |
106-096 |
|
| S4 |
104-284 |
105-058 |
106-054 |
|
|
| 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% |
0-194 |
0.6% |
94% |
False |
False |
48,991 |
| 10 |
106-165 |
105-050 |
1-115 |
1.3% |
0-187 |
0.5% |
94% |
False |
False |
33,783 |
| 20 |
106-165 |
104-105 |
2-060 |
2.1% |
0-168 |
0.5% |
96% |
False |
False |
18,310 |
| 40 |
106-165 |
104-040 |
2-125 |
2.2% |
0-111 |
0.3% |
96% |
False |
False |
9,202 |
| 60 |
107-215 |
104-040 |
3-175 |
3.3% |
0-074 |
0.2% |
65% |
False |
False |
6,135 |
| 80 |
108-105 |
104-040 |
4-065 |
3.9% |
0-055 |
0.2% |
55% |
False |
False |
4,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-168 |
|
2.618 |
107-239 |
|
1.618 |
107-087 |
|
1.000 |
106-312 |
|
0.618 |
106-254 |
|
HIGH |
106-160 |
|
0.618 |
106-102 |
|
0.500 |
106-084 |
|
0.382 |
106-066 |
|
LOW |
106-008 |
|
0.618 |
105-233 |
|
1.000 |
105-175 |
|
1.618 |
105-081 |
|
2.618 |
104-248 |
|
4.250 |
103-319 |
|
|
| Fisher Pivots for day following 16-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-120 |
106-085 |
| PP |
106-102 |
106-032 |
| S1 |
106-084 |
105-299 |
|