ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 21-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2022 |
21-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
106-018 |
105-220 |
-0-118 |
-0.3% |
106-140 |
| High |
106-060 |
106-110 |
0-050 |
0.1% |
107-000 |
| Low |
105-192 |
105-148 |
-0-045 |
-0.1% |
105-148 |
| Close |
105-212 |
106-048 |
0-155 |
0.5% |
106-048 |
| Range |
0-188 |
0-282 |
0-095 |
50.7% |
1-172 |
| ATR |
0-226 |
0-230 |
0-004 |
1.8% |
0-000 |
| Volume |
1,003,650 |
1,523,475 |
519,825 |
51.8% |
4,913,505 |
|
| Daily Pivots for day following 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-202 |
108-088 |
106-203 |
|
| R3 |
107-240 |
107-125 |
106-125 |
|
| R2 |
106-278 |
106-278 |
106-099 |
|
| R1 |
106-162 |
106-162 |
106-073 |
106-220 |
| PP |
105-315 |
105-315 |
105-315 |
106-024 |
| S1 |
105-200 |
105-200 |
106-022 |
105-258 |
| S2 |
105-032 |
105-032 |
105-316 |
|
| S3 |
104-070 |
104-238 |
105-290 |
|
| S4 |
103-108 |
103-275 |
105-212 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-262 |
110-008 |
106-318 |
|
| R3 |
109-090 |
108-155 |
106-183 |
|
| R2 |
107-238 |
107-238 |
106-138 |
|
| R1 |
106-302 |
106-302 |
106-093 |
106-184 |
| PP |
106-065 |
106-065 |
106-065 |
106-006 |
| S1 |
105-130 |
105-130 |
106-002 |
105-011 |
| S2 |
104-212 |
104-212 |
105-277 |
|
| S3 |
103-040 |
103-278 |
105-232 |
|
| S4 |
101-188 |
102-105 |
105-097 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-000 |
105-148 |
1-172 |
1.4% |
0-203 |
0.6% |
45% |
False |
True |
982,701 |
| 10 |
107-132 |
105-148 |
1-305 |
1.8% |
0-221 |
0.6% |
35% |
False |
True |
976,033 |
| 20 |
108-230 |
105-148 |
3-082 |
3.1% |
0-250 |
0.7% |
21% |
False |
True |
1,147,107 |
| 40 |
111-165 |
105-148 |
6-018 |
5.7% |
0-219 |
0.6% |
11% |
False |
True |
1,090,917 |
| 60 |
114-105 |
105-148 |
8-278 |
8.4% |
0-211 |
0.6% |
8% |
False |
True |
815,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-031 |
|
2.618 |
108-210 |
|
1.618 |
107-247 |
|
1.000 |
107-072 |
|
0.618 |
106-285 |
|
HIGH |
106-110 |
|
0.618 |
106-002 |
|
0.500 |
105-289 |
|
0.382 |
105-255 |
|
LOW |
105-148 |
|
0.618 |
104-293 |
|
1.000 |
104-185 |
|
1.618 |
104-010 |
|
2.618 |
103-048 |
|
4.250 |
101-227 |
|
|
| Fisher Pivots for day following 21-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
106-021 |
106-040 |
| PP |
105-315 |
106-032 |
| S1 |
105-289 |
106-025 |
|