ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 25-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2022 |
25-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
107-212 |
107-282 |
0-070 |
0.2% |
107-188 |
| High |
107-298 |
108-062 |
0-085 |
0.2% |
108-062 |
| Low |
107-128 |
107-198 |
0-070 |
0.2% |
107-128 |
| Close |
107-275 |
107-278 |
0-002 |
0.0% |
107-278 |
| Range |
0-170 |
0-185 |
0-015 |
8.8% |
0-255 |
| ATR |
0-195 |
0-194 |
-0-001 |
-0.4% |
0-000 |
| Volume |
2,462,418 |
1,002,368 |
-1,460,050 |
-59.3% |
7,979,683 |
|
| Daily Pivots for day following 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-201 |
109-104 |
108-059 |
|
| R3 |
109-016 |
108-239 |
108-008 |
|
| R2 |
108-151 |
108-151 |
107-311 |
|
| R1 |
108-054 |
108-054 |
107-294 |
108-010 |
| PP |
107-286 |
107-286 |
107-286 |
107-264 |
| S1 |
107-189 |
107-189 |
107-261 |
107-145 |
| S2 |
107-101 |
107-101 |
107-244 |
|
| S3 |
106-236 |
107-004 |
107-227 |
|
| S4 |
106-051 |
106-139 |
107-176 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-068 |
109-268 |
108-098 |
|
| R3 |
109-132 |
109-012 |
108-028 |
|
| R2 |
108-198 |
108-198 |
108-004 |
|
| R1 |
108-078 |
108-078 |
107-301 |
108-138 |
| PP |
107-262 |
107-262 |
107-262 |
107-292 |
| S1 |
107-142 |
107-142 |
107-254 |
107-202 |
| S2 |
107-008 |
107-008 |
107-231 |
|
| S3 |
106-072 |
106-208 |
107-207 |
|
| S4 |
105-138 |
105-272 |
107-137 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-062 |
107-128 |
0-255 |
0.7% |
0-142 |
0.4% |
59% |
True |
False |
1,752,938 |
| 10 |
108-125 |
107-128 |
0-318 |
0.9% |
0-150 |
0.4% |
47% |
False |
False |
1,344,542 |
| 20 |
108-125 |
105-182 |
2-262 |
2.6% |
0-191 |
0.6% |
81% |
False |
False |
1,229,242 |
| 40 |
108-230 |
105-148 |
3-082 |
3.0% |
0-212 |
0.6% |
74% |
False |
False |
1,148,685 |
| 60 |
110-310 |
105-148 |
5-162 |
5.1% |
0-216 |
0.6% |
44% |
False |
False |
1,136,231 |
| 80 |
113-145 |
105-148 |
7-318 |
7.4% |
0-206 |
0.6% |
30% |
False |
False |
978,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-209 |
|
2.618 |
109-227 |
|
1.618 |
109-042 |
|
1.000 |
108-248 |
|
0.618 |
108-177 |
|
HIGH |
108-062 |
|
0.618 |
107-312 |
|
0.500 |
107-290 |
|
0.382 |
107-268 |
|
LOW |
107-198 |
|
0.618 |
107-083 |
|
1.000 |
107-012 |
|
1.618 |
106-218 |
|
2.618 |
106-033 |
|
4.250 |
105-051 |
|
|
| Fisher Pivots for day following 25-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
107-290 |
107-270 |
| PP |
107-286 |
107-262 |
| S1 |
107-282 |
107-255 |
|