ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 04-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2022 |
04-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
106-090 |
106-000 |
-0-090 |
-0.3% |
106-265 |
| High |
106-100 |
106-112 |
0-012 |
0.0% |
107-078 |
| Low |
105-222 |
105-182 |
-0-040 |
-0.1% |
105-182 |
| Close |
106-022 |
106-065 |
0-042 |
0.1% |
106-065 |
| Range |
0-198 |
0-250 |
0-052 |
26.6% |
1-215 |
| ATR |
0-234 |
0-235 |
0-001 |
0.5% |
0-000 |
| Volume |
1,114,027 |
1,099,645 |
-14,382 |
-1.3% |
5,869,192 |
|
| Daily Pivots for day following 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-123 |
108-024 |
106-202 |
|
| R3 |
107-193 |
107-094 |
106-134 |
|
| R2 |
106-263 |
106-263 |
106-111 |
|
| R1 |
106-164 |
106-164 |
106-088 |
106-214 |
| PP |
106-013 |
106-013 |
106-013 |
106-038 |
| S1 |
105-234 |
105-234 |
106-042 |
105-284 |
| S2 |
105-083 |
105-083 |
106-019 |
|
| S3 |
104-153 |
104-304 |
105-316 |
|
| S4 |
103-223 |
104-054 |
105-248 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-113 |
110-144 |
107-039 |
|
| R3 |
109-218 |
108-249 |
106-212 |
|
| R2 |
108-003 |
108-003 |
106-163 |
|
| R1 |
107-034 |
107-034 |
106-114 |
106-231 |
| PP |
106-108 |
106-108 |
106-108 |
106-047 |
| S1 |
105-139 |
105-139 |
106-016 |
105-016 |
| S2 |
104-213 |
104-213 |
105-287 |
|
| S3 |
102-318 |
103-244 |
105-238 |
|
| S4 |
101-103 |
102-029 |
105-091 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-078 |
105-182 |
1-215 |
1.6% |
0-218 |
0.6% |
38% |
False |
True |
1,173,838 |
| 10 |
107-182 |
105-182 |
2-000 |
1.9% |
0-228 |
0.7% |
32% |
False |
True |
1,194,522 |
| 20 |
107-182 |
105-148 |
2-035 |
2.0% |
0-224 |
0.7% |
35% |
False |
False |
1,085,278 |
| 40 |
110-152 |
105-148 |
5-005 |
4.7% |
0-231 |
0.7% |
15% |
False |
False |
1,137,258 |
| 60 |
112-270 |
105-148 |
7-122 |
7.0% |
0-211 |
0.6% |
10% |
False |
False |
1,012,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-215 |
|
2.618 |
108-127 |
|
1.618 |
107-197 |
|
1.000 |
107-042 |
|
0.618 |
106-267 |
|
HIGH |
106-112 |
|
0.618 |
106-017 |
|
0.500 |
105-308 |
|
0.382 |
105-278 |
|
LOW |
105-182 |
|
0.618 |
105-028 |
|
1.000 |
104-252 |
|
1.618 |
104-098 |
|
2.618 |
103-168 |
|
4.250 |
102-080 |
|
|
| Fisher Pivots for day following 04-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
106-039 |
106-096 |
| PP |
106-013 |
106-086 |
| S1 |
105-308 |
106-075 |
|