ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 09-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2022 |
09-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
105-290 |
106-102 |
0-132 |
0.4% |
106-265 |
| High |
106-105 |
106-210 |
0-105 |
0.3% |
107-078 |
| Low |
105-255 |
106-045 |
0-110 |
0.3% |
105-182 |
| Close |
106-088 |
106-135 |
0-048 |
0.1% |
106-065 |
| Range |
0-170 |
0-165 |
-0-005 |
-2.9% |
1-215 |
| ATR |
0-224 |
0-219 |
-0-004 |
-1.9% |
0-000 |
| Volume |
728,628 |
840,590 |
111,962 |
15.4% |
5,869,192 |
|
| Daily Pivots for day following 09-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-305 |
107-225 |
106-226 |
|
| R3 |
107-140 |
107-060 |
106-180 |
|
| R2 |
106-295 |
106-295 |
106-165 |
|
| R1 |
106-215 |
106-215 |
106-150 |
106-255 |
| PP |
106-130 |
106-130 |
106-130 |
106-150 |
| S1 |
106-050 |
106-050 |
106-120 |
106-090 |
| S2 |
105-285 |
105-285 |
106-105 |
|
| S3 |
105-120 |
105-205 |
106-090 |
|
| S4 |
104-275 |
105-040 |
106-044 |
|
|
| 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 |
106-210 |
105-182 |
1-028 |
1.0% |
0-184 |
0.5% |
78% |
True |
False |
892,568 |
| 10 |
107-182 |
105-182 |
2-000 |
1.9% |
0-213 |
0.6% |
43% |
False |
False |
1,071,028 |
| 20 |
107-182 |
105-148 |
2-035 |
2.0% |
0-222 |
0.7% |
46% |
False |
False |
1,092,133 |
| 40 |
109-140 |
105-148 |
3-312 |
3.7% |
0-227 |
0.7% |
24% |
False |
False |
1,113,645 |
| 60 |
112-138 |
105-148 |
6-310 |
6.5% |
0-211 |
0.6% |
14% |
False |
False |
1,048,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-271 |
|
2.618 |
108-002 |
|
1.618 |
107-157 |
|
1.000 |
107-055 |
|
0.618 |
106-312 |
|
HIGH |
106-210 |
|
0.618 |
106-147 |
|
0.500 |
106-128 |
|
0.382 |
106-108 |
|
LOW |
106-045 |
|
0.618 |
105-263 |
|
1.000 |
105-200 |
|
1.618 |
105-098 |
|
2.618 |
104-253 |
|
4.250 |
103-304 |
|
|
| Fisher Pivots for day following 09-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
106-132 |
106-114 |
| PP |
106-130 |
106-093 |
| S1 |
106-128 |
106-072 |
|