ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 27-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2023 |
27-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
106-115 |
106-028 |
-0-088 |
-0.3% |
106-090 |
| High |
106-130 |
106-150 |
0-020 |
0.1% |
106-208 |
| Low |
106-002 |
105-298 |
-0-025 |
-0.1% |
106-002 |
| Close |
106-020 |
106-140 |
0-120 |
0.4% |
106-020 |
| Range |
0-128 |
0-172 |
0-045 |
35.3% |
0-205 |
| ATR |
0-153 |
0-154 |
0-001 |
0.9% |
0-000 |
| Volume |
1,479,561 |
5,638,757 |
4,159,196 |
281.1% |
6,008,611 |
|
| Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-287 |
107-226 |
106-235 |
|
| R3 |
107-114 |
107-053 |
106-187 |
|
| R2 |
106-262 |
106-262 |
106-172 |
|
| R1 |
106-201 |
106-201 |
106-156 |
106-231 |
| PP |
106-089 |
106-089 |
106-089 |
106-104 |
| S1 |
106-028 |
106-028 |
106-124 |
106-059 |
| S2 |
105-237 |
105-237 |
106-108 |
|
| S3 |
105-064 |
105-176 |
106-093 |
|
| S4 |
104-212 |
105-003 |
106-045 |
|
|
| 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 |
106-208 |
105-298 |
0-230 |
0.7% |
0-124 |
0.4% |
71% |
False |
True |
2,329,473 |
| 10 |
106-222 |
105-050 |
1-172 |
1.4% |
0-159 |
0.5% |
83% |
False |
False |
1,198,748 |
| 20 |
106-222 |
104-212 |
2-010 |
1.9% |
0-164 |
0.5% |
87% |
False |
False |
605,446 |
| 40 |
106-222 |
104-040 |
2-182 |
2.4% |
0-128 |
0.4% |
90% |
False |
False |
303,251 |
| 60 |
107-152 |
104-040 |
3-112 |
3.1% |
0-087 |
0.3% |
69% |
False |
False |
202,168 |
| 80 |
108-105 |
104-040 |
4-065 |
3.9% |
0-065 |
0.2% |
55% |
False |
False |
151,626 |
| 100 |
109-080 |
104-040 |
5-040 |
4.8% |
0-052 |
0.2% |
45% |
False |
False |
121,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-243 |
|
2.618 |
107-282 |
|
1.618 |
107-109 |
|
1.000 |
107-002 |
|
0.618 |
106-257 |
|
HIGH |
106-150 |
|
0.618 |
106-084 |
|
0.500 |
106-064 |
|
0.382 |
106-043 |
|
LOW |
105-298 |
|
0.618 |
105-191 |
|
1.000 |
105-125 |
|
1.618 |
105-018 |
|
2.618 |
104-166 |
|
4.250 |
103-204 |
|
|
| Fisher Pivots for day following 27-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
106-115 |
106-124 |
| PP |
106-089 |
106-108 |
| S1 |
106-064 |
106-092 |
|