ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 20-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2023 |
20-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
106-150 |
106-090 |
-0-060 |
-0.2% |
105-118 |
| High |
106-222 |
106-125 |
-0-098 |
-0.3% |
106-222 |
| Low |
106-065 |
106-042 |
-0-022 |
-0.1% |
105-050 |
| Close |
106-092 |
106-108 |
0-015 |
0.0% |
106-092 |
| Range |
0-158 |
0-082 |
-0-075 |
-47.6% |
1-172 |
| ATR |
0-166 |
0-160 |
-0-006 |
-3.6% |
0-000 |
| Volume |
114,609 |
423,266 |
308,657 |
269.3% |
340,116 |
|
| Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-019 |
106-306 |
106-153 |
|
| R3 |
106-257 |
106-223 |
106-130 |
|
| R2 |
106-174 |
106-174 |
106-123 |
|
| R1 |
106-141 |
106-141 |
106-115 |
106-158 |
| PP |
106-092 |
106-092 |
106-092 |
106-100 |
| S1 |
106-058 |
106-058 |
106-100 |
106-075 |
| S2 |
106-009 |
106-009 |
106-092 |
|
| S3 |
105-247 |
105-296 |
106-085 |
|
| S4 |
105-164 |
105-213 |
106-062 |
|
|
| 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 |
105-112 |
1-110 |
1.3% |
0-192 |
0.6% |
73% |
False |
False |
144,622 |
| 10 |
106-222 |
105-050 |
1-172 |
1.4% |
0-165 |
0.5% |
77% |
False |
False |
85,348 |
| 20 |
106-222 |
104-105 |
2-118 |
2.2% |
0-166 |
0.5% |
85% |
False |
False |
44,933 |
| 40 |
106-222 |
104-040 |
2-182 |
2.4% |
0-117 |
0.3% |
86% |
False |
False |
22,648 |
| 60 |
107-215 |
104-040 |
3-175 |
3.3% |
0-078 |
0.2% |
62% |
False |
False |
15,099 |
| 80 |
108-105 |
104-040 |
4-065 |
4.0% |
0-058 |
0.2% |
53% |
False |
False |
11,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-156 |
|
2.618 |
107-021 |
|
1.618 |
106-258 |
|
1.000 |
106-208 |
|
0.618 |
106-176 |
|
HIGH |
106-125 |
|
0.618 |
106-093 |
|
0.500 |
106-084 |
|
0.382 |
106-074 |
|
LOW |
106-042 |
|
0.618 |
105-312 |
|
1.000 |
105-280 |
|
1.618 |
105-229 |
|
2.618 |
105-147 |
|
4.250 |
105-012 |
|
|
| Fisher Pivots for day following 20-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-100 |
106-115 |
| PP |
106-092 |
106-112 |
| S1 |
106-084 |
106-110 |
|