ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 31-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2022 |
31-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
107-160 |
106-265 |
-0-215 |
-0.6% |
106-068 |
| High |
107-182 |
106-275 |
-0-228 |
-0.7% |
107-182 |
| Low |
106-250 |
106-145 |
-0-105 |
-0.3% |
105-308 |
| Close |
106-280 |
106-190 |
-0-090 |
-0.3% |
106-280 |
| Range |
0-252 |
0-130 |
-0-122 |
-48.5% |
1-195 |
| ATR |
0-233 |
0-226 |
-0-007 |
-3.0% |
0-000 |
| Volume |
1,245,187 |
1,117,572 |
-127,615 |
-10.2% |
6,076,030 |
|
| Daily Pivots for day following 31-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-273 |
107-202 |
106-262 |
|
| R3 |
107-143 |
107-072 |
106-226 |
|
| R2 |
107-013 |
107-013 |
106-214 |
|
| R1 |
106-262 |
106-262 |
106-202 |
106-232 |
| PP |
106-203 |
106-203 |
106-203 |
106-189 |
| S1 |
106-132 |
106-132 |
106-178 |
106-102 |
| S2 |
106-073 |
106-073 |
106-166 |
|
| S3 |
105-263 |
106-002 |
106-154 |
|
| S4 |
105-133 |
105-192 |
106-118 |
|
|
| 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 |
106-030 |
1-152 |
1.4% |
0-220 |
0.6% |
34% |
False |
False |
1,220,670 |
| 10 |
107-182 |
105-148 |
2-035 |
2.0% |
0-214 |
0.6% |
54% |
False |
False |
1,136,904 |
| 20 |
108-230 |
105-148 |
3-082 |
3.1% |
0-217 |
0.6% |
35% |
False |
False |
1,054,160 |
| 40 |
110-310 |
105-148 |
5-162 |
5.2% |
0-228 |
0.7% |
21% |
False |
False |
1,099,462 |
| 60 |
113-080 |
105-148 |
7-252 |
7.3% |
0-208 |
0.6% |
15% |
False |
False |
934,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-188 |
|
2.618 |
107-295 |
|
1.618 |
107-165 |
|
1.000 |
107-085 |
|
0.618 |
107-035 |
|
HIGH |
106-275 |
|
0.618 |
106-225 |
|
0.500 |
106-210 |
|
0.382 |
106-195 |
|
LOW |
106-145 |
|
0.618 |
106-065 |
|
1.000 |
106-015 |
|
1.618 |
105-255 |
|
2.618 |
105-125 |
|
4.250 |
104-232 |
|
|
| Fisher Pivots for day following 31-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
106-210 |
107-004 |
| PP |
106-203 |
106-279 |
| S1 |
106-197 |
106-235 |
|