ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 18-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2022 |
18-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
106-140 |
106-185 |
0-045 |
0.1% |
107-008 |
| High |
107-000 |
106-278 |
-0-042 |
-0.1% |
107-132 |
| Low |
106-125 |
106-142 |
0-018 |
0.1% |
106-032 |
| Close |
106-180 |
106-215 |
0-035 |
0.1% |
106-130 |
| Range |
0-195 |
0-135 |
-0-060 |
-30.8% |
1-100 |
| ATR |
0-238 |
0-230 |
-0-007 |
-3.1% |
0-000 |
| Volume |
738,062 |
805,565 |
67,503 |
9.1% |
4,846,834 |
|
| Daily Pivots for day following 18-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-297 |
107-231 |
106-289 |
|
| R3 |
107-162 |
107-096 |
106-252 |
|
| R2 |
107-027 |
107-027 |
106-240 |
|
| R1 |
106-281 |
106-281 |
106-227 |
106-314 |
| PP |
106-212 |
106-212 |
106-212 |
106-228 |
| S1 |
106-146 |
106-146 |
106-203 |
106-179 |
| S2 |
106-077 |
106-077 |
106-190 |
|
| S3 |
105-262 |
106-011 |
106-178 |
|
| S4 |
105-127 |
105-196 |
106-141 |
|
|
| 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% |
0-230 |
0.7% |
43% |
False |
False |
1,025,999 |
| 10 |
108-148 |
106-032 |
2-115 |
2.2% |
0-216 |
0.6% |
24% |
False |
False |
931,124 |
| 20 |
108-315 |
106-032 |
2-282 |
2.7% |
0-254 |
0.7% |
20% |
False |
False |
1,182,744 |
| 40 |
111-260 |
106-032 |
5-228 |
5.4% |
0-213 |
0.6% |
10% |
False |
False |
1,121,033 |
| 60 |
114-105 |
106-032 |
8-072 |
7.7% |
0-210 |
0.6% |
7% |
False |
False |
758,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-211 |
|
2.618 |
107-311 |
|
1.618 |
107-176 |
|
1.000 |
107-092 |
|
0.618 |
107-041 |
|
HIGH |
106-278 |
|
0.618 |
106-226 |
|
0.500 |
106-210 |
|
0.382 |
106-194 |
|
LOW |
106-142 |
|
0.618 |
106-059 |
|
1.000 |
106-008 |
|
1.618 |
105-244 |
|
2.618 |
105-109 |
|
4.250 |
104-209 |
|
|
| Fisher Pivots for day following 18-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
106-213 |
106-229 |
| PP |
106-212 |
106-224 |
| S1 |
106-210 |
106-220 |
|