ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 21-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2023 |
21-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
106-090 |
106-115 |
0-025 |
0.1% |
105-118 |
| High |
106-125 |
106-180 |
0-055 |
0.2% |
106-222 |
| Low |
106-042 |
106-088 |
0-045 |
0.1% |
105-050 |
| Close |
106-108 |
106-140 |
0-032 |
0.1% |
106-092 |
| Range |
0-082 |
0-092 |
0-010 |
12.1% |
1-172 |
| ATR |
0-160 |
0-156 |
-0-005 |
-3.0% |
0-000 |
| Volume |
423,266 |
1,590,172 |
1,166,906 |
275.7% |
340,116 |
|
| Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-093 |
107-049 |
106-191 |
|
| R3 |
107-001 |
106-277 |
106-165 |
|
| R2 |
106-228 |
106-228 |
106-157 |
|
| R1 |
106-184 |
106-184 |
106-148 |
106-206 |
| PP |
106-136 |
106-136 |
106-136 |
106-147 |
| S1 |
106-092 |
106-092 |
106-132 |
106-114 |
| S2 |
106-043 |
106-043 |
106-123 |
|
| S3 |
105-271 |
105-319 |
106-115 |
|
| S4 |
105-178 |
105-227 |
106-089 |
|
|
| 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 |
105-290 |
0-252 |
0.7% |
0-136 |
0.4% |
67% |
False |
False |
447,991 |
| 10 |
106-222 |
105-050 |
1-172 |
1.4% |
0-162 |
0.5% |
83% |
False |
False |
242,519 |
| 20 |
106-222 |
104-105 |
2-118 |
2.2% |
0-164 |
0.5% |
89% |
False |
False |
124,239 |
| 40 |
106-222 |
104-040 |
2-182 |
2.4% |
0-119 |
0.3% |
90% |
False |
False |
62,403 |
| 60 |
107-215 |
104-040 |
3-175 |
3.3% |
0-079 |
0.2% |
65% |
False |
False |
41,602 |
| 80 |
108-105 |
104-040 |
4-065 |
3.9% |
0-060 |
0.2% |
55% |
False |
False |
31,201 |
| 100 |
109-080 |
104-040 |
5-040 |
4.8% |
0-048 |
0.1% |
45% |
False |
False |
24,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107-253 |
|
2.618 |
107-102 |
|
1.618 |
107-010 |
|
1.000 |
106-272 |
|
0.618 |
106-237 |
|
HIGH |
106-180 |
|
0.618 |
106-145 |
|
0.500 |
106-134 |
|
0.382 |
106-123 |
|
LOW |
106-088 |
|
0.618 |
106-030 |
|
1.000 |
105-315 |
|
1.618 |
105-258 |
|
2.618 |
105-165 |
|
4.250 |
105-014 |
|
|
| Fisher Pivots for day following 21-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-138 |
106-138 |
| PP |
106-136 |
106-135 |
| S1 |
106-134 |
106-132 |
|