ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 02-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2022 |
02-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
106-222 |
106-150 |
-0-072 |
-0.2% |
106-068 |
| High |
107-078 |
107-010 |
-0-068 |
-0.2% |
107-182 |
| Low |
106-140 |
106-072 |
-0-068 |
-0.2% |
105-308 |
| Close |
106-170 |
106-178 |
0-008 |
0.0% |
106-280 |
| Range |
0-258 |
0-258 |
0-000 |
0.0% |
1-195 |
| ATR |
0-228 |
0-231 |
0-002 |
0.9% |
0-000 |
| Volume |
1,166,917 |
1,371,031 |
204,114 |
17.5% |
6,076,030 |
|
| Daily Pivots for day following 02-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-006 |
108-189 |
106-319 |
|
| R3 |
108-068 |
107-252 |
106-248 |
|
| R2 |
107-131 |
107-131 |
106-225 |
|
| R1 |
106-314 |
106-314 |
106-201 |
107-062 |
| PP |
106-193 |
106-193 |
106-193 |
106-228 |
| S1 |
106-057 |
106-057 |
106-154 |
106-125 |
| S2 |
105-256 |
105-256 |
106-130 |
|
| S3 |
104-318 |
105-119 |
106-107 |
|
| S4 |
104-061 |
104-182 |
106-036 |
|
|
| 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 |
106-072 |
1-110 |
1.3% |
0-242 |
0.7% |
24% |
False |
True |
1,249,487 |
| 10 |
107-182 |
105-148 |
2-035 |
2.0% |
0-230 |
0.7% |
52% |
False |
False |
1,225,867 |
| 20 |
107-298 |
105-148 |
2-150 |
2.3% |
0-220 |
0.6% |
44% |
False |
False |
1,066,001 |
| 40 |
110-285 |
105-148 |
5-138 |
5.1% |
0-229 |
0.7% |
20% |
False |
False |
1,119,787 |
| 60 |
113-080 |
105-148 |
7-252 |
7.3% |
0-212 |
0.6% |
14% |
False |
False |
976,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-144 |
|
2.618 |
109-044 |
|
1.618 |
108-107 |
|
1.000 |
107-268 |
|
0.618 |
107-169 |
|
HIGH |
107-010 |
|
0.618 |
106-232 |
|
0.500 |
106-201 |
|
0.382 |
106-171 |
|
LOW |
106-072 |
|
0.618 |
105-233 |
|
1.000 |
105-135 |
|
1.618 |
104-296 |
|
2.618 |
104-038 |
|
4.250 |
102-258 |
|
|
| Fisher Pivots for day following 02-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
106-201 |
106-235 |
| PP |
106-193 |
106-216 |
| S1 |
106-185 |
106-197 |
|