ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 16-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2022 |
16-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
107-222 |
108-032 |
0-130 |
0.4% |
106-070 |
| High |
108-088 |
108-125 |
0-038 |
0.1% |
107-318 |
| Low |
107-202 |
107-258 |
0-055 |
0.2% |
105-255 |
| Close |
108-005 |
108-092 |
0-088 |
0.3% |
107-260 |
| Range |
0-205 |
0-188 |
-0-018 |
-8.5% |
2-062 |
| ATR |
0-220 |
0-218 |
-0-002 |
-1.1% |
0-000 |
| Volume |
1,261,337 |
1,008,691 |
-252,646 |
-20.0% |
4,481,283 |
|
| Daily Pivots for day following 16-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-294 |
109-221 |
108-196 |
|
| R3 |
109-107 |
109-033 |
108-144 |
|
| R2 |
108-239 |
108-239 |
108-127 |
|
| R1 |
108-166 |
108-166 |
108-110 |
108-202 |
| PP |
108-052 |
108-052 |
108-052 |
108-070 |
| S1 |
107-298 |
107-298 |
108-075 |
108-015 |
| S2 |
107-184 |
107-184 |
108-058 |
|
| S3 |
106-317 |
107-111 |
108-041 |
|
| S4 |
106-129 |
106-243 |
107-309 |
|
|
| 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 |
108-125 |
106-130 |
1-315 |
1.8% |
0-220 |
0.6% |
95% |
True |
False |
1,088,131 |
| 10 |
108-125 |
105-182 |
2-262 |
2.6% |
0-202 |
0.6% |
96% |
True |
False |
990,349 |
| 20 |
108-125 |
105-148 |
2-298 |
2.7% |
0-216 |
0.6% |
97% |
True |
False |
1,108,108 |
| 40 |
108-230 |
105-148 |
3-082 |
3.0% |
0-234 |
0.7% |
87% |
False |
False |
1,135,180 |
| 60 |
111-205 |
105-148 |
6-058 |
5.7% |
0-215 |
0.6% |
46% |
False |
False |
1,116,665 |
| 80 |
114-105 |
105-148 |
8-278 |
8.2% |
0-213 |
0.6% |
32% |
False |
False |
856,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-282 |
|
2.618 |
109-296 |
|
1.618 |
109-108 |
|
1.000 |
108-312 |
|
0.618 |
108-241 |
|
HIGH |
108-125 |
|
0.618 |
108-053 |
|
0.500 |
108-031 |
|
0.382 |
108-009 |
|
LOW |
107-258 |
|
0.618 |
107-142 |
|
1.000 |
107-070 |
|
1.618 |
106-274 |
|
2.618 |
106-087 |
|
4.250 |
105-101 |
|
|
| Fisher Pivots for day following 16-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
108-072 |
108-056 |
| PP |
108-052 |
108-019 |
| S1 |
108-031 |
107-302 |
|