ECBOT 5 Year T-Note Future March 2024
| Trading Metrics calculated at close of trading on 29-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2023 |
29-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
106-135 |
106-300 |
0-165 |
0.5% |
106-090 |
| High |
106-305 |
107-112 |
0-128 |
0.4% |
106-208 |
| Low |
106-095 |
106-295 |
0-200 |
0.6% |
106-002 |
| Close |
106-298 |
107-065 |
0-088 |
0.3% |
106-020 |
| Range |
0-210 |
0-138 |
-0-072 |
-34.5% |
0-205 |
| ATR |
0-158 |
0-157 |
-0-001 |
-0.9% |
0-000 |
| Volume |
2,606,389 |
2,069,051 |
-537,338 |
-20.6% |
6,008,611 |
|
| Daily Pivots for day following 29-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-143 |
108-082 |
107-141 |
|
| R3 |
108-006 |
107-264 |
107-103 |
|
| R2 |
107-188 |
107-188 |
107-090 |
|
| R1 |
107-127 |
107-127 |
107-078 |
107-158 |
| PP |
107-051 |
107-051 |
107-051 |
107-066 |
| S1 |
106-309 |
106-309 |
107-052 |
107-020 |
| S2 |
106-233 |
106-233 |
107-040 |
|
| S3 |
106-096 |
106-172 |
107-027 |
|
| S4 |
105-278 |
106-034 |
106-309 |
|
|
| 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 |
107-112 |
105-298 |
1-135 |
1.3% |
0-158 |
0.5% |
90% |
True |
False |
2,861,874 |
| 10 |
107-112 |
105-290 |
1-142 |
1.3% |
0-147 |
0.4% |
90% |
True |
False |
1,654,932 |
| 20 |
107-112 |
104-212 |
2-220 |
2.5% |
0-170 |
0.5% |
94% |
True |
False |
839,118 |
| 40 |
107-112 |
104-040 |
3-072 |
3.0% |
0-136 |
0.4% |
95% |
True |
False |
420,137 |
| 60 |
107-112 |
104-040 |
3-072 |
3.0% |
0-093 |
0.3% |
95% |
True |
False |
280,092 |
| 80 |
108-105 |
104-040 |
4-065 |
3.9% |
0-069 |
0.2% |
73% |
False |
False |
210,069 |
| 100 |
109-080 |
104-040 |
5-040 |
4.8% |
0-056 |
0.2% |
60% |
False |
False |
168,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-057 |
|
2.618 |
108-152 |
|
1.618 |
108-015 |
|
1.000 |
107-250 |
|
0.618 |
107-197 |
|
HIGH |
107-112 |
|
0.618 |
107-060 |
|
0.500 |
107-044 |
|
0.382 |
107-028 |
|
LOW |
106-295 |
|
0.618 |
106-210 |
|
1.000 |
106-158 |
|
1.618 |
106-073 |
|
2.618 |
105-255 |
|
4.250 |
105-031 |
|
|
| Fisher Pivots for day following 29-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
107-058 |
107-005 |
| PP |
107-051 |
106-265 |
| S1 |
107-044 |
106-205 |
|