ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 10-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2022 |
10-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
106-102 |
106-195 |
0-092 |
0.3% |
106-265 |
| High |
106-210 |
107-318 |
1-108 |
1.3% |
107-078 |
| Low |
106-045 |
106-130 |
0-085 |
0.3% |
105-182 |
| Close |
106-135 |
107-292 |
1-158 |
1.4% |
106-065 |
| Range |
0-165 |
1-188 |
1-022 |
207.6% |
1-215 |
| ATR |
0-219 |
0-240 |
0-021 |
9.4% |
0-000 |
| Volume |
840,590 |
1,775,880 |
935,290 |
111.3% |
5,869,192 |
|
| Daily Pivots for day following 10-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-062 |
111-205 |
108-252 |
|
| R3 |
110-195 |
110-018 |
108-112 |
|
| R2 |
109-008 |
109-008 |
108-066 |
|
| R1 |
108-150 |
108-150 |
108-019 |
108-239 |
| PP |
107-140 |
107-140 |
107-140 |
107-184 |
| S1 |
106-282 |
106-282 |
107-246 |
107-051 |
| S2 |
105-272 |
105-272 |
107-199 |
|
| S3 |
104-085 |
105-095 |
107-153 |
|
| S4 |
102-218 |
103-228 |
107-013 |
|
|
| 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 |
107-318 |
105-182 |
2-135 |
2.2% |
0-246 |
0.7% |
97% |
True |
False |
1,024,939 |
| 10 |
107-318 |
105-182 |
2-135 |
2.2% |
0-232 |
0.7% |
97% |
True |
False |
1,113,943 |
| 20 |
107-318 |
105-148 |
2-170 |
2.3% |
0-227 |
0.7% |
97% |
True |
False |
1,106,304 |
| 40 |
109-118 |
105-148 |
3-290 |
3.6% |
0-236 |
0.7% |
63% |
False |
False |
1,135,833 |
| 60 |
112-120 |
105-148 |
6-292 |
6.4% |
0-216 |
0.6% |
35% |
False |
False |
1,076,908 |
| 80 |
114-105 |
105-148 |
8-278 |
8.2% |
0-215 |
0.6% |
28% |
False |
False |
810,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-234 |
|
2.618 |
112-046 |
|
1.618 |
110-179 |
|
1.000 |
109-185 |
|
0.618 |
108-311 |
|
HIGH |
107-318 |
|
0.618 |
107-124 |
|
0.500 |
107-064 |
|
0.382 |
107-004 |
|
LOW |
106-130 |
|
0.618 |
105-136 |
|
1.000 |
104-262 |
|
1.618 |
103-269 |
|
2.618 |
102-081 |
|
4.250 |
99-213 |
|
|
| Fisher Pivots for day following 10-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
107-216 |
107-184 |
| PP |
107-140 |
107-075 |
| S1 |
107-064 |
106-286 |
|