ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 23-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2022 |
23-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
107-158 |
107-212 |
0-055 |
0.2% |
107-242 |
| High |
107-240 |
107-298 |
0-058 |
0.2% |
108-125 |
| Low |
107-152 |
107-128 |
-0-025 |
-0.1% |
107-160 |
| Close |
107-220 |
107-275 |
0-055 |
0.2% |
107-202 |
| Range |
0-088 |
0-170 |
0-082 |
94.3% |
0-285 |
| ATR |
0-196 |
0-195 |
-0-002 |
-1.0% |
0-000 |
| Volume |
2,832,773 |
2,462,418 |
-370,355 |
-13.1% |
5,009,508 |
|
| Daily Pivots for day following 23-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-103 |
109-039 |
108-048 |
|
| R3 |
108-253 |
108-189 |
108-002 |
|
| R2 |
108-083 |
108-083 |
107-306 |
|
| R1 |
108-019 |
108-019 |
107-291 |
108-051 |
| PP |
107-233 |
107-233 |
107-233 |
107-249 |
| S1 |
107-169 |
107-169 |
107-259 |
107-201 |
| S2 |
107-063 |
107-063 |
107-244 |
|
| S3 |
106-213 |
106-319 |
107-228 |
|
| S4 |
106-043 |
106-149 |
107-182 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-164 |
109-308 |
108-039 |
|
| R3 |
109-199 |
109-023 |
107-281 |
|
| R2 |
108-234 |
108-234 |
107-255 |
|
| R1 |
108-058 |
108-058 |
107-229 |
108-004 |
| PP |
107-269 |
107-269 |
107-269 |
107-242 |
| S1 |
107-093 |
107-093 |
107-176 |
107-039 |
| S2 |
106-304 |
106-304 |
107-150 |
|
| S3 |
106-019 |
106-128 |
107-124 |
|
| S4 |
105-054 |
105-163 |
107-046 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-115 |
107-128 |
0-308 |
0.9% |
0-144 |
0.4% |
48% |
False |
True |
1,755,655 |
| 10 |
108-125 |
106-130 |
1-315 |
1.8% |
0-182 |
0.5% |
73% |
False |
False |
1,421,893 |
| 20 |
108-125 |
105-182 |
2-262 |
2.6% |
0-197 |
0.6% |
81% |
False |
False |
1,246,460 |
| 40 |
108-230 |
105-148 |
3-082 |
3.0% |
0-212 |
0.6% |
74% |
False |
False |
1,156,540 |
| 60 |
110-310 |
105-148 |
5-162 |
5.1% |
0-215 |
0.6% |
44% |
False |
False |
1,137,751 |
| 80 |
113-145 |
105-148 |
7-318 |
7.4% |
0-207 |
0.6% |
30% |
False |
False |
966,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-060 |
|
2.618 |
109-103 |
|
1.618 |
108-253 |
|
1.000 |
108-148 |
|
0.618 |
108-083 |
|
HIGH |
107-298 |
|
0.618 |
107-233 |
|
0.500 |
107-212 |
|
0.382 |
107-192 |
|
LOW |
107-128 |
|
0.618 |
107-022 |
|
1.000 |
106-278 |
|
1.618 |
106-172 |
|
2.618 |
106-002 |
|
4.250 |
105-045 |
|
|
| Fisher Pivots for day following 23-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
107-254 |
107-254 |
| PP |
107-233 |
107-233 |
| S1 |
107-212 |
107-212 |
|