ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 24-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2022 |
24-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
105-220 |
106-068 |
0-168 |
0.5% |
106-140 |
| High |
106-110 |
106-205 |
0-095 |
0.3% |
107-000 |
| Low |
105-148 |
105-308 |
0-160 |
0.5% |
105-148 |
| Close |
106-048 |
106-052 |
0-005 |
0.0% |
106-048 |
| Range |
0-282 |
0-218 |
-0-065 |
-23.0% |
1-172 |
| ATR |
0-230 |
0-229 |
-0-001 |
-0.4% |
0-000 |
| Volume |
1,523,475 |
1,090,252 |
-433,223 |
-28.4% |
4,913,505 |
|
| Daily Pivots for day following 24-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-094 |
107-291 |
106-172 |
|
| R3 |
107-197 |
107-073 |
106-112 |
|
| R2 |
106-299 |
106-299 |
106-092 |
|
| R1 |
106-176 |
106-176 |
106-072 |
106-129 |
| PP |
106-082 |
106-082 |
106-082 |
106-058 |
| S1 |
105-278 |
105-278 |
106-033 |
105-231 |
| S2 |
105-184 |
105-184 |
106-013 |
|
| S3 |
104-287 |
105-061 |
105-313 |
|
| S4 |
104-069 |
104-163 |
105-253 |
|
|
| 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 |
106-278 |
105-148 |
1-130 |
1.3% |
0-208 |
0.6% |
50% |
False |
False |
1,053,139 |
| 10 |
107-132 |
105-148 |
1-305 |
1.8% |
0-225 |
0.7% |
36% |
False |
False |
1,052,669 |
| 20 |
108-230 |
105-148 |
3-082 |
3.1% |
0-245 |
0.7% |
22% |
False |
False |
1,129,539 |
| 40 |
111-055 |
105-148 |
5-228 |
5.4% |
0-221 |
0.7% |
12% |
False |
False |
1,078,982 |
| 60 |
114-105 |
105-148 |
8-278 |
8.4% |
0-213 |
0.6% |
8% |
False |
False |
833,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-169 |
|
2.618 |
108-134 |
|
1.618 |
107-237 |
|
1.000 |
107-102 |
|
0.618 |
107-019 |
|
HIGH |
106-205 |
|
0.618 |
106-122 |
|
0.500 |
106-096 |
|
0.382 |
106-071 |
|
LOW |
105-308 |
|
0.618 |
105-173 |
|
1.000 |
105-090 |
|
1.618 |
104-276 |
|
2.618 |
104-058 |
|
4.250 |
103-023 |
|
|
| Fisher Pivots for day following 24-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
106-096 |
106-040 |
| PP |
106-082 |
106-028 |
| S1 |
106-067 |
106-016 |
|