ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 07-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2022 |
07-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
106-000 |
106-070 |
0-070 |
0.2% |
106-265 |
| High |
106-112 |
106-095 |
-0-018 |
-0.1% |
107-078 |
| Low |
105-182 |
105-280 |
0-098 |
0.3% |
105-182 |
| Close |
106-065 |
105-290 |
-0-095 |
-0.3% |
106-065 |
| Range |
0-250 |
0-135 |
-0-115 |
-46.0% |
1-215 |
| ATR |
0-235 |
0-228 |
-0-007 |
-3.0% |
0-000 |
| Volume |
1,099,645 |
679,954 |
-419,691 |
-38.2% |
5,869,192 |
|
| Daily Pivots for day following 07-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-093 |
107-007 |
106-044 |
|
| R3 |
106-278 |
106-192 |
106-007 |
|
| R2 |
106-143 |
106-143 |
105-315 |
|
| R1 |
106-057 |
106-057 |
105-302 |
106-032 |
| PP |
106-008 |
106-008 |
106-008 |
105-316 |
| S1 |
105-242 |
105-242 |
105-278 |
105-218 |
| S2 |
105-193 |
105-193 |
105-265 |
|
| S3 |
105-058 |
105-107 |
105-253 |
|
| S4 |
104-243 |
104-292 |
105-216 |
|
|
| 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% |
0-220 |
0.6% |
20% |
False |
False |
1,086,314 |
| 10 |
107-182 |
105-182 |
2-000 |
1.9% |
0-220 |
0.6% |
17% |
False |
False |
1,153,492 |
| 20 |
107-182 |
105-148 |
2-035 |
2.0% |
0-223 |
0.7% |
21% |
False |
False |
1,103,080 |
| 40 |
110-152 |
105-148 |
5-005 |
4.7% |
0-231 |
0.7% |
9% |
False |
False |
1,137,519 |
| 60 |
112-270 |
105-148 |
7-122 |
7.0% |
0-211 |
0.6% |
6% |
False |
False |
1,023,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-029 |
|
2.618 |
107-128 |
|
1.618 |
106-313 |
|
1.000 |
106-230 |
|
0.618 |
106-178 |
|
HIGH |
106-095 |
|
0.618 |
106-043 |
|
0.500 |
106-028 |
|
0.382 |
106-012 |
|
LOW |
105-280 |
|
0.618 |
105-197 |
|
1.000 |
105-145 |
|
1.618 |
105-062 |
|
2.618 |
104-247 |
|
4.250 |
104-026 |
|
|
| Fisher Pivots for day following 07-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
106-028 |
105-308 |
| PP |
106-008 |
105-302 |
| S1 |
105-309 |
105-296 |
|