ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 25-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2022 |
25-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
106-068 |
106-030 |
-0-038 |
-0.1% |
106-140 |
| High |
106-205 |
106-280 |
0-075 |
0.2% |
107-000 |
| Low |
105-308 |
106-030 |
0-042 |
0.1% |
105-148 |
| Close |
106-052 |
106-185 |
0-132 |
0.4% |
106-048 |
| Range |
0-218 |
0-250 |
0-032 |
14.9% |
1-172 |
| ATR |
0-229 |
0-231 |
0-001 |
0.6% |
0-000 |
| Volume |
1,090,252 |
1,203,072 |
112,820 |
10.3% |
4,913,505 |
|
| Daily Pivots for day following 25-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-275 |
108-160 |
107-002 |
|
| R3 |
108-025 |
107-230 |
106-254 |
|
| R2 |
107-095 |
107-095 |
106-231 |
|
| R1 |
106-300 |
106-300 |
106-208 |
107-038 |
| PP |
106-165 |
106-165 |
106-165 |
106-194 |
| S1 |
106-050 |
106-050 |
106-162 |
106-108 |
| S2 |
105-235 |
105-235 |
106-139 |
|
| S3 |
104-305 |
105-120 |
106-116 |
|
| S4 |
104-055 |
104-190 |
106-048 |
|
|
| 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 |
106-280 |
105-148 |
1-132 |
1.3% |
0-230 |
0.7% |
79% |
True |
False |
1,132,640 |
| 10 |
107-132 |
105-148 |
1-305 |
1.8% |
0-230 |
0.7% |
57% |
False |
False |
1,079,319 |
| 20 |
108-230 |
105-148 |
3-082 |
3.1% |
0-244 |
0.7% |
34% |
False |
False |
1,108,238 |
| 40 |
111-055 |
105-148 |
5-228 |
5.4% |
0-224 |
0.7% |
20% |
False |
False |
1,079,207 |
| 60 |
114-105 |
105-148 |
8-278 |
8.3% |
0-215 |
0.6% |
13% |
False |
False |
853,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-062 |
|
2.618 |
108-294 |
|
1.618 |
108-044 |
|
1.000 |
107-210 |
|
0.618 |
107-114 |
|
HIGH |
106-280 |
|
0.618 |
106-184 |
|
0.500 |
106-155 |
|
0.382 |
106-126 |
|
LOW |
106-030 |
|
0.618 |
105-196 |
|
1.000 |
105-100 |
|
1.618 |
104-266 |
|
2.618 |
104-016 |
|
4.250 |
102-248 |
|
|
| Fisher Pivots for day following 25-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
106-175 |
106-141 |
| PP |
106-165 |
106-098 |
| S1 |
106-155 |
106-054 |
|