ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 27-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2022 |
27-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
106-180 |
106-285 |
0-105 |
0.3% |
106-140 |
| High |
106-318 |
107-175 |
0-178 |
0.5% |
107-000 |
| Low |
106-160 |
106-182 |
0-022 |
0.1% |
105-148 |
| Close |
106-278 |
107-110 |
0-152 |
0.4% |
106-048 |
| Range |
0-158 |
0-312 |
0-155 |
98.4% |
1-172 |
| ATR |
0-226 |
0-232 |
0-006 |
2.8% |
0-000 |
| Volume |
1,190,790 |
1,346,729 |
155,939 |
13.1% |
4,913,505 |
|
| Daily Pivots for day following 27-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-027 |
109-221 |
107-282 |
|
| R3 |
109-034 |
108-228 |
107-196 |
|
| R2 |
108-042 |
108-042 |
107-167 |
|
| R1 |
107-236 |
107-236 |
107-139 |
107-299 |
| PP |
107-049 |
107-049 |
107-049 |
107-081 |
| S1 |
106-243 |
106-243 |
107-081 |
106-306 |
| S2 |
106-057 |
106-057 |
107-053 |
|
| S3 |
105-064 |
105-251 |
107-024 |
|
| S4 |
104-072 |
104-258 |
106-258 |
|
|
| 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 |
107-175 |
105-148 |
2-028 |
1.9% |
0-244 |
0.7% |
90% |
True |
False |
1,270,863 |
| 10 |
107-175 |
105-148 |
2-028 |
1.9% |
0-221 |
0.6% |
90% |
True |
False |
1,098,666 |
| 20 |
108-230 |
105-148 |
3-082 |
3.0% |
0-232 |
0.7% |
58% |
False |
False |
1,068,127 |
| 40 |
110-310 |
105-148 |
5-162 |
5.1% |
0-228 |
0.7% |
34% |
False |
False |
1,089,726 |
| 60 |
113-145 |
105-148 |
7-318 |
7.4% |
0-211 |
0.6% |
24% |
False |
False |
895,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-223 |
|
2.618 |
110-033 |
|
1.618 |
109-041 |
|
1.000 |
108-168 |
|
0.618 |
108-048 |
|
HIGH |
107-175 |
|
0.618 |
107-056 |
|
0.500 |
107-019 |
|
0.382 |
106-302 |
|
LOW |
106-182 |
|
0.618 |
105-309 |
|
1.000 |
105-190 |
|
1.618 |
104-317 |
|
2.618 |
104-004 |
|
4.250 |
102-134 |
|
|
| Fisher Pivots for day following 27-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
107-080 |
107-054 |
| PP |
107-049 |
106-318 |
| S1 |
107-019 |
106-262 |
|