ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 13-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2022 |
13-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
106-302 |
107-050 |
0-068 |
0.2% |
107-082 |
| High |
107-085 |
107-132 |
0-048 |
0.1% |
108-230 |
| Low |
106-260 |
106-032 |
-0-228 |
-0.7% |
106-270 |
| Close |
107-055 |
106-222 |
-0-152 |
-0.4% |
107-020 |
| Range |
0-145 |
1-100 |
0-275 |
189.7% |
1-280 |
| ATR |
0-226 |
0-240 |
0-014 |
6.2% |
0-000 |
| Volume |
851,592 |
1,492,459 |
640,867 |
75.3% |
5,385,830 |
|
| Daily Pivots for day following 13-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-216 |
109-319 |
107-134 |
|
| R3 |
109-116 |
108-219 |
107-018 |
|
| R2 |
108-016 |
108-016 |
106-300 |
|
| R1 |
107-119 |
107-119 |
106-261 |
107-018 |
| PP |
106-236 |
106-236 |
106-236 |
106-185 |
| S1 |
106-019 |
106-019 |
106-184 |
105-238 |
| S2 |
105-136 |
105-136 |
106-146 |
|
| S3 |
104-036 |
104-239 |
106-107 |
|
| S4 |
102-256 |
103-139 |
105-312 |
|
|
| Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-053 |
111-317 |
108-030 |
|
| R3 |
111-093 |
110-037 |
107-185 |
|
| R2 |
109-133 |
109-133 |
107-130 |
|
| R1 |
108-077 |
108-077 |
107-075 |
107-285 |
| PP |
107-173 |
107-173 |
107-173 |
107-118 |
| S1 |
106-117 |
106-117 |
106-285 |
106-005 |
| S2 |
105-213 |
105-213 |
106-230 |
|
| S3 |
103-253 |
104-157 |
106-175 |
|
| S4 |
101-293 |
102-197 |
106-010 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-132 |
106-032 |
1-100 |
1.2% |
0-221 |
0.6% |
45% |
True |
True |
905,697 |
| 10 |
108-230 |
106-032 |
2-198 |
2.5% |
0-244 |
0.7% |
23% |
False |
True |
1,037,589 |
| 20 |
109-118 |
106-032 |
3-085 |
3.1% |
0-246 |
0.7% |
18% |
False |
True |
1,165,361 |
| 40 |
112-120 |
106-032 |
6-088 |
5.9% |
0-211 |
0.6% |
9% |
False |
True |
1,062,209 |
| 60 |
114-105 |
106-032 |
8-072 |
7.7% |
0-211 |
0.6% |
7% |
False |
True |
712,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-318 |
|
2.618 |
110-272 |
|
1.618 |
109-172 |
|
1.000 |
108-232 |
|
0.618 |
108-072 |
|
HIGH |
107-132 |
|
0.618 |
106-292 |
|
0.500 |
106-242 |
|
0.382 |
106-193 |
|
LOW |
106-032 |
|
0.618 |
105-093 |
|
1.000 |
104-252 |
|
1.618 |
103-313 |
|
2.618 |
102-213 |
|
4.250 |
100-168 |
|
|
| Fisher Pivots for day following 13-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
106-242 |
106-242 |
| PP |
106-236 |
106-236 |
| S1 |
106-229 |
106-229 |
|