ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 17-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2022 |
17-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
108-032 |
108-085 |
0-052 |
0.2% |
106-070 |
| High |
108-125 |
108-115 |
-0-010 |
0.0% |
107-318 |
| Low |
107-258 |
107-240 |
-0-018 |
-0.1% |
105-255 |
| Close |
108-092 |
107-282 |
-0-130 |
-0.4% |
107-260 |
| Range |
0-188 |
0-195 |
0-008 |
4.0% |
2-062 |
| ATR |
0-218 |
0-216 |
-0-002 |
-0.8% |
0-000 |
| Volume |
1,008,691 |
1,015,956 |
7,265 |
0.7% |
4,481,283 |
|
| Daily Pivots for day following 17-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-264 |
109-148 |
108-070 |
|
| R3 |
109-069 |
108-273 |
108-016 |
|
| R2 |
108-194 |
108-194 |
107-318 |
|
| R1 |
108-078 |
108-078 |
107-300 |
108-039 |
| PP |
107-319 |
107-319 |
107-319 |
107-299 |
| S1 |
107-203 |
107-203 |
107-265 |
107-164 |
| S2 |
107-124 |
107-124 |
107-247 |
|
| S3 |
106-249 |
107-008 |
107-229 |
|
| S4 |
106-054 |
106-133 |
107-175 |
|
|
| 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 |
107-160 |
0-285 |
0.8% |
0-158 |
0.5% |
43% |
False |
False |
936,146 |
| 10 |
108-125 |
105-182 |
2-262 |
2.6% |
0-202 |
0.6% |
82% |
False |
False |
980,542 |
| 20 |
108-125 |
105-148 |
2-298 |
2.7% |
0-216 |
0.6% |
83% |
False |
False |
1,108,724 |
| 40 |
108-230 |
105-148 |
3-082 |
3.0% |
0-233 |
0.7% |
74% |
False |
False |
1,123,533 |
| 60 |
111-165 |
105-148 |
6-018 |
5.6% |
0-215 |
0.6% |
40% |
False |
False |
1,105,239 |
| 80 |
114-105 |
105-148 |
8-278 |
8.2% |
0-213 |
0.6% |
27% |
False |
False |
869,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-304 |
|
2.618 |
109-306 |
|
1.618 |
109-111 |
|
1.000 |
108-310 |
|
0.618 |
108-236 |
|
HIGH |
108-115 |
|
0.618 |
108-041 |
|
0.500 |
108-018 |
|
0.382 |
107-314 |
|
LOW |
107-240 |
|
0.618 |
107-119 |
|
1.000 |
107-045 |
|
1.618 |
106-244 |
|
2.618 |
106-049 |
|
4.250 |
105-051 |
|
|
| Fisher Pivots for day following 17-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
108-018 |
108-004 |
| PP |
107-319 |
107-310 |
| S1 |
107-301 |
107-296 |
|