ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 22-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2023 |
22-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
106-115 |
106-155 |
0-040 |
0.1% |
105-118 |
| High |
106-180 |
106-208 |
0-028 |
0.1% |
106-222 |
| Low |
106-088 |
106-062 |
-0-025 |
-0.1% |
105-050 |
| Close |
106-140 |
106-102 |
-0-038 |
-0.1% |
106-092 |
| Range |
0-092 |
0-145 |
0-052 |
56.8% |
1-172 |
| ATR |
0-156 |
0-155 |
-0-001 |
-0.5% |
0-000 |
| Volume |
1,590,172 |
2,515,612 |
925,440 |
58.2% |
340,116 |
|
| Daily Pivots for day following 22-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-239 |
107-156 |
106-182 |
|
| R3 |
107-094 |
107-011 |
106-142 |
|
| R2 |
106-269 |
106-269 |
106-129 |
|
| R1 |
106-186 |
106-186 |
106-116 |
106-155 |
| PP |
106-124 |
106-124 |
106-124 |
106-109 |
| S1 |
106-041 |
106-041 |
106-089 |
106-010 |
| S2 |
105-299 |
105-299 |
106-076 |
|
| S3 |
105-154 |
105-216 |
106-063 |
|
| S4 |
105-009 |
105-071 |
106-023 |
|
|
| 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 |
106-008 |
0-215 |
0.6% |
0-126 |
0.4% |
44% |
False |
False |
940,936 |
| 10 |
106-222 |
105-050 |
1-172 |
1.4% |
0-166 |
0.5% |
76% |
False |
False |
491,991 |
| 20 |
106-222 |
104-105 |
2-118 |
2.2% |
0-163 |
0.5% |
84% |
False |
False |
249,594 |
| 40 |
106-222 |
104-040 |
2-182 |
2.4% |
0-123 |
0.4% |
85% |
False |
False |
125,293 |
| 60 |
107-215 |
104-040 |
3-175 |
3.3% |
0-082 |
0.2% |
62% |
False |
False |
83,529 |
| 80 |
108-105 |
104-040 |
4-065 |
4.0% |
0-061 |
0.2% |
52% |
False |
False |
62,647 |
| 100 |
109-080 |
104-040 |
5-040 |
4.8% |
0-049 |
0.1% |
43% |
False |
False |
50,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-184 |
|
2.618 |
107-267 |
|
1.618 |
107-122 |
|
1.000 |
107-032 |
|
0.618 |
106-297 |
|
HIGH |
106-208 |
|
0.618 |
106-152 |
|
0.500 |
106-135 |
|
0.382 |
106-118 |
|
LOW |
106-062 |
|
0.618 |
105-293 |
|
1.000 |
105-238 |
|
1.618 |
105-148 |
|
2.618 |
105-003 |
|
4.250 |
104-086 |
|
|
| Fisher Pivots for day following 22-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-135 |
106-125 |
| PP |
106-124 |
106-118 |
| S1 |
106-113 |
106-110 |
|