ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 01-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2022 |
01-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
106-265 |
106-222 |
-0-042 |
-0.1% |
106-068 |
| High |
106-275 |
107-078 |
0-122 |
0.4% |
107-182 |
| Low |
106-145 |
106-140 |
-0-005 |
0.0% |
105-308 |
| Close |
106-190 |
106-170 |
-0-020 |
-0.1% |
106-280 |
| Range |
0-130 |
0-258 |
0-128 |
98.1% |
1-195 |
| ATR |
0-226 |
0-228 |
0-002 |
1.0% |
0-000 |
| Volume |
1,117,572 |
1,166,917 |
49,345 |
4.4% |
6,076,030 |
|
| Daily Pivots for day following 01-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-048 |
108-207 |
106-312 |
|
| R3 |
108-111 |
107-269 |
106-241 |
|
| R2 |
107-173 |
107-173 |
106-217 |
|
| R1 |
107-012 |
107-012 |
106-194 |
106-284 |
| PP |
106-236 |
106-236 |
106-236 |
106-212 |
| S1 |
106-074 |
106-074 |
106-146 |
106-026 |
| S2 |
105-298 |
105-298 |
106-123 |
|
| S3 |
105-041 |
105-137 |
106-099 |
|
| S4 |
104-103 |
104-199 |
106-028 |
|
|
| 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 |
106-140 |
1-042 |
1.1% |
0-222 |
0.7% |
8% |
False |
True |
1,213,439 |
| 10 |
107-182 |
105-148 |
2-035 |
2.0% |
0-226 |
0.7% |
51% |
False |
False |
1,173,039 |
| 20 |
108-148 |
105-148 |
3-000 |
2.8% |
0-221 |
0.6% |
36% |
False |
False |
1,052,082 |
| 40 |
110-285 |
105-148 |
5-138 |
5.1% |
0-227 |
0.7% |
20% |
False |
False |
1,104,739 |
| 60 |
113-080 |
105-148 |
7-252 |
7.3% |
0-210 |
0.6% |
14% |
False |
False |
953,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-212 |
|
2.618 |
109-112 |
|
1.618 |
108-174 |
|
1.000 |
108-015 |
|
0.618 |
107-237 |
|
HIGH |
107-078 |
|
0.618 |
106-299 |
|
0.500 |
106-269 |
|
0.382 |
106-238 |
|
LOW |
106-140 |
|
0.618 |
105-301 |
|
1.000 |
105-202 |
|
1.618 |
105-043 |
|
2.618 |
104-106 |
|
4.250 |
103-006 |
|
|
| Fisher Pivots for day following 01-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
106-269 |
107-001 |
| PP |
106-236 |
106-271 |
| S1 |
106-203 |
106-220 |
|