ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 26-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2022 |
26-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
106-030 |
106-180 |
0-150 |
0.4% |
106-140 |
| High |
106-280 |
106-318 |
0-038 |
0.1% |
107-000 |
| Low |
106-030 |
106-160 |
0-130 |
0.4% |
105-148 |
| Close |
106-185 |
106-278 |
0-092 |
0.3% |
106-048 |
| Range |
0-250 |
0-158 |
-0-092 |
-37.0% |
1-172 |
| ATR |
0-231 |
0-226 |
-0-005 |
-2.3% |
0-000 |
| Volume |
1,203,072 |
1,190,790 |
-12,282 |
-1.0% |
4,913,505 |
|
| Daily Pivots for day following 26-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-084 |
108-018 |
107-044 |
|
| R3 |
107-247 |
107-181 |
107-001 |
|
| R2 |
107-089 |
107-089 |
106-306 |
|
| R1 |
107-023 |
107-023 |
106-292 |
107-056 |
| PP |
106-252 |
106-252 |
106-252 |
106-268 |
| S1 |
106-186 |
106-186 |
106-263 |
106-219 |
| S2 |
106-094 |
106-094 |
106-249 |
|
| S3 |
105-257 |
106-028 |
106-234 |
|
| S4 |
105-099 |
105-191 |
106-191 |
|
|
| 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 |
106-318 |
105-148 |
1-170 |
1.4% |
0-219 |
0.6% |
92% |
True |
False |
1,202,247 |
| 10 |
107-132 |
105-148 |
1-305 |
1.8% |
0-232 |
0.7% |
72% |
False |
False |
1,113,239 |
| 20 |
108-230 |
105-148 |
3-082 |
3.0% |
0-227 |
0.7% |
43% |
False |
False |
1,066,620 |
| 40 |
110-310 |
105-148 |
5-162 |
5.2% |
0-224 |
0.7% |
26% |
False |
False |
1,083,396 |
| 60 |
113-145 |
105-148 |
7-318 |
7.5% |
0-210 |
0.6% |
18% |
False |
False |
872,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-027 |
|
2.618 |
108-090 |
|
1.618 |
107-252 |
|
1.000 |
107-155 |
|
0.618 |
107-095 |
|
HIGH |
106-318 |
|
0.618 |
106-257 |
|
0.500 |
106-239 |
|
0.382 |
106-220 |
|
LOW |
106-160 |
|
0.618 |
106-063 |
|
1.000 |
106-002 |
|
1.618 |
105-225 |
|
2.618 |
105-068 |
|
4.250 |
104-131 |
|
|
| Fisher Pivots for day following 26-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
106-265 |
106-236 |
| PP |
106-252 |
106-194 |
| S1 |
106-239 |
106-152 |
|