ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 14-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2022 |
14-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
107-050 |
106-228 |
-0-142 |
-0.4% |
107-008 |
| High |
107-132 |
107-038 |
-0-095 |
-0.3% |
107-132 |
| Low |
106-032 |
106-100 |
0-068 |
0.2% |
106-032 |
| Close |
106-222 |
106-130 |
-0-092 |
-0.3% |
106-130 |
| Range |
1-100 |
0-258 |
-0-162 |
-38.7% |
1-100 |
| ATR |
0-240 |
0-241 |
0-001 |
0.5% |
0-000 |
| Volume |
1,492,459 |
1,242,319 |
-250,140 |
-16.8% |
4,846,834 |
|
| Daily Pivots for day following 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-008 |
108-167 |
106-272 |
|
| R3 |
108-071 |
107-229 |
106-201 |
|
| R2 |
107-133 |
107-133 |
106-177 |
|
| R1 |
106-292 |
106-292 |
106-154 |
106-244 |
| PP |
106-196 |
106-196 |
106-196 |
106-172 |
| S1 |
106-034 |
106-034 |
106-106 |
105-306 |
| S2 |
105-258 |
105-258 |
106-083 |
|
| S3 |
105-001 |
105-097 |
106-059 |
|
| S4 |
104-063 |
104-159 |
105-308 |
|
|
| Weekly Pivots for week ending 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-185 |
109-258 |
107-041 |
|
| R3 |
109-085 |
108-158 |
106-246 |
|
| R2 |
107-305 |
107-305 |
106-207 |
|
| R1 |
107-058 |
107-058 |
106-168 |
106-291 |
| PP |
106-205 |
106-205 |
106-205 |
106-162 |
| S1 |
105-278 |
105-278 |
106-092 |
105-191 |
| S2 |
105-105 |
105-105 |
106-053 |
|
| S3 |
104-005 |
104-178 |
106-014 |
|
| S4 |
102-225 |
103-078 |
105-219 |
|
|
| 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% |
0-238 |
0.7% |
23% |
False |
False |
969,366 |
| 10 |
108-230 |
106-032 |
2-198 |
2.5% |
0-244 |
0.7% |
12% |
False |
False |
1,023,266 |
| 20 |
109-102 |
106-032 |
3-070 |
3.0% |
0-252 |
0.7% |
9% |
False |
False |
1,182,983 |
| 40 |
112-052 |
106-032 |
6-020 |
5.7% |
0-214 |
0.6% |
5% |
False |
False |
1,090,721 |
| 60 |
114-105 |
106-032 |
8-072 |
7.7% |
0-210 |
0.6% |
4% |
False |
False |
733,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-172 |
|
2.618 |
109-072 |
|
1.618 |
108-134 |
|
1.000 |
107-295 |
|
0.618 |
107-197 |
|
HIGH |
107-038 |
|
0.618 |
106-259 |
|
0.500 |
106-229 |
|
0.382 |
106-198 |
|
LOW |
106-100 |
|
0.618 |
105-261 |
|
1.000 |
105-162 |
|
1.618 |
105-003 |
|
2.618 |
104-066 |
|
4.250 |
102-286 |
|
|
| Fisher Pivots for day following 14-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
106-229 |
106-242 |
| PP |
106-196 |
106-205 |
| S1 |
106-163 |
106-168 |
|