ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 24-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2023 |
24-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
106-155 |
106-115 |
-0-040 |
-0.1% |
106-090 |
| High |
106-208 |
106-130 |
-0-078 |
-0.2% |
106-208 |
| Low |
106-062 |
106-002 |
-0-060 |
-0.2% |
106-002 |
| Close |
106-102 |
106-020 |
-0-082 |
-0.2% |
106-020 |
| Range |
0-145 |
0-128 |
-0-018 |
-12.1% |
0-205 |
| ATR |
0-155 |
0-153 |
-0-002 |
-1.3% |
0-000 |
| Volume |
2,515,612 |
1,479,561 |
-1,036,051 |
-41.2% |
6,008,611 |
|
| Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-113 |
107-034 |
106-090 |
|
| R3 |
106-306 |
106-227 |
106-055 |
|
| R2 |
106-178 |
106-178 |
106-043 |
|
| R1 |
106-099 |
106-099 |
106-032 |
106-075 |
| PP |
106-051 |
106-051 |
106-051 |
106-039 |
| S1 |
105-292 |
105-292 |
106-008 |
105-268 |
| S2 |
105-243 |
105-243 |
105-317 |
|
| S3 |
105-116 |
105-164 |
105-305 |
|
| S4 |
104-308 |
105-037 |
105-270 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-052 |
107-241 |
106-133 |
|
| R3 |
107-167 |
107-036 |
106-076 |
|
| R2 |
106-282 |
106-282 |
106-058 |
|
| R1 |
106-151 |
106-151 |
106-039 |
106-114 |
| PP |
106-077 |
106-077 |
106-077 |
106-058 |
| S1 |
105-266 |
105-266 |
106-001 |
105-229 |
| S2 |
105-192 |
105-192 |
105-302 |
|
| S3 |
104-307 |
105-061 |
105-284 |
|
| S4 |
104-102 |
104-176 |
105-227 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106-222 |
106-002 |
0-220 |
0.6% |
0-121 |
0.4% |
8% |
False |
True |
1,224,644 |
| 10 |
106-222 |
105-050 |
1-172 |
1.5% |
0-157 |
0.5% |
59% |
False |
False |
636,817 |
| 20 |
106-222 |
104-212 |
2-010 |
1.9% |
0-160 |
0.5% |
69% |
False |
False |
323,536 |
| 40 |
106-222 |
104-040 |
2-182 |
2.4% |
0-123 |
0.4% |
75% |
False |
False |
162,282 |
| 60 |
107-215 |
104-040 |
3-175 |
3.3% |
0-084 |
0.2% |
55% |
False |
False |
108,188 |
| 80 |
108-105 |
104-040 |
4-065 |
4.0% |
0-063 |
0.2% |
46% |
False |
False |
81,141 |
| 100 |
109-080 |
104-040 |
5-040 |
4.8% |
0-050 |
0.1% |
38% |
False |
False |
64,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-032 |
|
2.618 |
107-144 |
|
1.618 |
107-016 |
|
1.000 |
106-258 |
|
0.618 |
106-209 |
|
HIGH |
106-130 |
|
0.618 |
106-081 |
|
0.500 |
106-066 |
|
0.382 |
106-051 |
|
LOW |
106-002 |
|
0.618 |
105-244 |
|
1.000 |
105-195 |
|
1.618 |
105-116 |
|
2.618 |
104-309 |
|
4.250 |
104-101 |
|
|
| Fisher Pivots for day following 24-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-066 |
106-105 |
| PP |
106-051 |
106-077 |
| S1 |
106-035 |
106-048 |
|