ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 14-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2022 |
14-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
107-292 |
107-242 |
-0-050 |
-0.1% |
106-070 |
| High |
107-310 |
107-248 |
-0-062 |
-0.2% |
107-318 |
| Low |
107-198 |
107-160 |
-0-038 |
-0.1% |
105-255 |
| Close |
107-260 |
107-220 |
-0-040 |
-0.1% |
107-260 |
| Range |
0-112 |
0-088 |
-0-025 |
-22.2% |
2-062 |
| ATR |
0-231 |
0-222 |
-0-009 |
-4.0% |
0-000 |
| Volume |
456,231 |
938,516 |
482,285 |
105.7% |
4,481,283 |
|
| Daily Pivots for day following 14-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-152 |
108-113 |
107-268 |
|
| R3 |
108-064 |
108-026 |
107-244 |
|
| R2 |
107-297 |
107-297 |
107-236 |
|
| R1 |
107-258 |
107-258 |
107-228 |
107-234 |
| PP |
107-209 |
107-209 |
107-209 |
107-197 |
| S1 |
107-171 |
107-171 |
107-212 |
107-146 |
| S2 |
107-122 |
107-122 |
107-204 |
|
| S3 |
107-034 |
107-083 |
107-196 |
|
| S4 |
106-267 |
106-316 |
107-172 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-252 |
112-318 |
109-006 |
|
| R3 |
111-189 |
110-256 |
108-133 |
|
| R2 |
109-127 |
109-127 |
108-069 |
|
| R1 |
108-193 |
108-193 |
108-004 |
109-000 |
| PP |
107-064 |
107-064 |
107-064 |
107-128 |
| S1 |
106-131 |
106-131 |
107-196 |
106-258 |
| S2 |
105-002 |
105-002 |
107-131 |
|
| S3 |
102-259 |
104-068 |
107-067 |
|
| S4 |
100-197 |
102-006 |
106-194 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-318 |
105-255 |
2-062 |
2.0% |
0-208 |
0.6% |
86% |
False |
False |
947,969 |
| 10 |
107-318 |
105-182 |
2-135 |
2.2% |
0-214 |
0.6% |
87% |
False |
False |
1,017,141 |
| 20 |
107-318 |
105-148 |
2-170 |
2.4% |
0-214 |
0.6% |
88% |
False |
False |
1,077,023 |
| 40 |
109-022 |
105-148 |
3-195 |
3.4% |
0-234 |
0.7% |
62% |
False |
False |
1,131,488 |
| 60 |
111-295 |
105-148 |
6-148 |
6.0% |
0-214 |
0.6% |
34% |
False |
False |
1,096,626 |
| 80 |
114-105 |
105-148 |
8-278 |
8.2% |
0-211 |
0.6% |
25% |
False |
False |
828,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-299 |
|
2.618 |
108-157 |
|
1.618 |
108-069 |
|
1.000 |
108-015 |
|
0.618 |
107-302 |
|
HIGH |
107-248 |
|
0.618 |
107-214 |
|
0.500 |
107-204 |
|
0.382 |
107-193 |
|
LOW |
107-160 |
|
0.618 |
107-106 |
|
1.000 |
107-072 |
|
1.618 |
107-018 |
|
2.618 |
106-251 |
|
4.250 |
106-108 |
|
|
| Fisher Pivots for day following 14-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
107-215 |
107-168 |
| PP |
107-209 |
107-116 |
| S1 |
107-204 |
107-064 |
|