ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 28-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2022 |
28-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
106-285 |
107-160 |
0-195 |
0.6% |
106-068 |
| High |
107-175 |
107-182 |
0-008 |
0.0% |
107-182 |
| Low |
106-182 |
106-250 |
0-068 |
0.2% |
105-308 |
| Close |
107-110 |
106-280 |
-0-150 |
-0.4% |
106-280 |
| Range |
0-312 |
0-252 |
-0-060 |
-19.2% |
1-195 |
| ATR |
0-232 |
0-233 |
0-001 |
0.6% |
0-000 |
| Volume |
1,346,729 |
1,245,187 |
-101,542 |
-7.5% |
6,076,030 |
|
| Daily Pivots for day following 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-142 |
108-303 |
107-099 |
|
| R3 |
108-209 |
108-051 |
107-029 |
|
| R2 |
107-277 |
107-277 |
107-006 |
|
| R1 |
107-118 |
107-118 |
106-303 |
107-071 |
| PP |
107-024 |
107-024 |
107-024 |
107-001 |
| S1 |
106-186 |
106-186 |
106-257 |
106-139 |
| S2 |
106-092 |
106-092 |
106-234 |
|
| S3 |
105-159 |
105-253 |
106-211 |
|
| S4 |
104-227 |
105-001 |
106-141 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-202 |
110-276 |
107-243 |
|
| R3 |
110-007 |
109-081 |
107-102 |
|
| R2 |
108-132 |
108-132 |
107-054 |
|
| R1 |
107-206 |
107-206 |
107-007 |
108-009 |
| PP |
106-257 |
106-257 |
106-257 |
106-318 |
| S1 |
106-011 |
106-011 |
106-233 |
106-134 |
| S2 |
105-062 |
105-062 |
106-186 |
|
| S3 |
103-187 |
104-136 |
106-138 |
|
| S4 |
101-312 |
102-261 |
105-317 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-182 |
105-308 |
1-195 |
1.5% |
0-238 |
0.7% |
57% |
True |
False |
1,215,206 |
| 10 |
107-182 |
105-148 |
2-035 |
2.0% |
0-220 |
0.6% |
67% |
True |
False |
1,098,953 |
| 20 |
108-230 |
105-148 |
3-082 |
3.0% |
0-232 |
0.7% |
43% |
False |
False |
1,061,109 |
| 40 |
110-310 |
105-148 |
5-162 |
5.2% |
0-230 |
0.7% |
26% |
False |
False |
1,095,771 |
| 60 |
113-120 |
105-148 |
7-292 |
7.4% |
0-212 |
0.6% |
18% |
False |
False |
915,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-296 |
|
2.618 |
109-204 |
|
1.618 |
108-271 |
|
1.000 |
108-115 |
|
0.618 |
108-019 |
|
HIGH |
107-182 |
|
0.618 |
107-086 |
|
0.500 |
107-056 |
|
0.382 |
107-026 |
|
LOW |
106-250 |
|
0.618 |
106-094 |
|
1.000 |
105-318 |
|
1.618 |
105-161 |
|
2.618 |
104-229 |
|
4.250 |
103-137 |
|
|
| Fisher Pivots for day following 28-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
107-056 |
107-011 |
| PP |
107-024 |
106-314 |
| S1 |
106-312 |
106-297 |
|