ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 17-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2023 |
17-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
106-010 |
106-150 |
0-140 |
0.4% |
105-118 |
| High |
106-160 |
106-222 |
0-062 |
0.2% |
106-222 |
| Low |
106-008 |
106-065 |
0-058 |
0.2% |
105-050 |
| Close |
106-138 |
106-092 |
-0-045 |
-0.1% |
106-092 |
| Range |
0-152 |
0-158 |
0-005 |
3.3% |
1-172 |
| ATR |
0-167 |
0-166 |
-0-001 |
-0.4% |
0-000 |
| Volume |
61,023 |
114,609 |
53,586 |
87.8% |
340,116 |
|
| Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-279 |
107-183 |
106-179 |
|
| R3 |
107-122 |
107-026 |
106-136 |
|
| R2 |
106-284 |
106-284 |
106-121 |
|
| R1 |
106-188 |
106-188 |
106-107 |
106-158 |
| PP |
106-127 |
106-127 |
106-127 |
106-111 |
| S1 |
106-031 |
106-031 |
106-078 |
106-000 |
| S2 |
105-289 |
105-289 |
106-064 |
|
| S3 |
105-132 |
105-193 |
106-049 |
|
| S4 |
104-294 |
105-036 |
106-006 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-212 |
110-005 |
107-043 |
|
| R3 |
109-040 |
108-152 |
106-228 |
|
| R2 |
107-188 |
107-188 |
106-183 |
|
| R1 |
106-300 |
106-300 |
106-138 |
107-084 |
| PP |
106-015 |
106-015 |
106-015 |
106-067 |
| S1 |
105-128 |
105-128 |
106-047 |
105-231 |
| S2 |
104-162 |
104-162 |
106-002 |
|
| S3 |
102-310 |
103-275 |
105-277 |
|
| S4 |
101-138 |
102-102 |
105-142 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-222 |
105-050 |
1-172 |
1.4% |
0-194 |
0.6% |
74% |
True |
False |
68,023 |
| 10 |
106-222 |
105-050 |
1-172 |
1.4% |
0-172 |
0.5% |
74% |
True |
False |
44,029 |
| 20 |
106-222 |
104-105 |
2-118 |
2.2% |
0-171 |
0.5% |
83% |
True |
False |
23,996 |
| 40 |
106-222 |
104-040 |
2-182 |
2.4% |
0-115 |
0.3% |
84% |
True |
False |
12,067 |
| 60 |
107-215 |
104-040 |
3-175 |
3.3% |
0-076 |
0.2% |
61% |
False |
False |
8,045 |
| 80 |
108-105 |
104-040 |
4-065 |
4.0% |
0-057 |
0.2% |
51% |
False |
False |
6,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-252 |
|
2.618 |
107-315 |
|
1.618 |
107-157 |
|
1.000 |
107-060 |
|
0.618 |
107-000 |
|
HIGH |
106-222 |
|
0.618 |
106-162 |
|
0.500 |
106-144 |
|
0.382 |
106-125 |
|
LOW |
106-065 |
|
0.618 |
105-288 |
|
1.000 |
105-228 |
|
1.618 |
105-130 |
|
2.618 |
104-293 |
|
4.250 |
104-036 |
|
|
| Fisher Pivots for day following 17-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-144 |
106-096 |
| PP |
106-127 |
106-095 |
| S1 |
106-110 |
106-094 |
|