ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 19-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2022 |
19-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
106-185 |
106-205 |
0-020 |
0.1% |
107-008 |
| High |
106-278 |
106-222 |
-0-055 |
-0.2% |
107-132 |
| Low |
106-142 |
106-008 |
-0-135 |
-0.4% |
106-032 |
| Close |
106-215 |
106-025 |
-0-190 |
-0.6% |
106-130 |
| Range |
0-135 |
0-215 |
0-080 |
59.3% |
1-100 |
| ATR |
0-230 |
0-229 |
-0-001 |
-0.5% |
0-000 |
| Volume |
805,565 |
842,753 |
37,188 |
4.6% |
4,846,834 |
|
| Daily Pivots for day following 19-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-090 |
107-272 |
106-143 |
|
| R3 |
107-195 |
107-058 |
106-084 |
|
| R2 |
106-300 |
106-300 |
106-064 |
|
| R1 |
106-162 |
106-162 |
106-045 |
106-124 |
| PP |
106-085 |
106-085 |
106-085 |
106-066 |
| S1 |
105-268 |
105-268 |
106-005 |
105-229 |
| S2 |
105-190 |
105-190 |
105-306 |
|
| S3 |
104-295 |
105-052 |
105-286 |
|
| S4 |
104-080 |
104-158 |
105-227 |
|
|
| 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 |
106-008 |
1-125 |
1.3% |
0-244 |
0.7% |
4% |
False |
True |
1,024,231 |
| 10 |
107-298 |
106-008 |
1-290 |
1.8% |
0-210 |
0.6% |
3% |
False |
True |
906,136 |
| 20 |
108-230 |
106-008 |
2-222 |
2.5% |
0-252 |
0.7% |
2% |
False |
True |
1,162,252 |
| 40 |
111-205 |
106-008 |
5-198 |
5.3% |
0-215 |
0.6% |
1% |
False |
True |
1,120,944 |
| 60 |
114-105 |
106-008 |
8-098 |
7.8% |
0-211 |
0.6% |
1% |
False |
True |
772,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-176 |
|
2.618 |
108-145 |
|
1.618 |
107-250 |
|
1.000 |
107-118 |
|
0.618 |
107-035 |
|
HIGH |
106-222 |
|
0.618 |
106-140 |
|
0.500 |
106-115 |
|
0.382 |
106-090 |
|
LOW |
106-008 |
|
0.618 |
105-195 |
|
1.000 |
105-112 |
|
1.618 |
104-300 |
|
2.618 |
104-085 |
|
4.250 |
103-054 |
|
|
| Fisher Pivots for day following 19-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
106-115 |
106-164 |
| PP |
106-085 |
106-118 |
| S1 |
106-055 |
106-071 |
|