ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 28-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2022 |
28-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
107-282 |
107-295 |
0-012 |
0.0% |
107-188 |
| High |
108-062 |
108-058 |
-0-005 |
0.0% |
108-062 |
| Low |
107-198 |
107-258 |
0-060 |
0.2% |
107-128 |
| Close |
107-278 |
107-265 |
-0-012 |
0.0% |
107-278 |
| Range |
0-185 |
0-120 |
-0-065 |
-35.1% |
0-255 |
| ATR |
0-194 |
0-189 |
-0-005 |
-2.7% |
0-000 |
| Volume |
1,002,368 |
1,525,028 |
522,660 |
52.1% |
7,979,683 |
|
| Daily Pivots for day following 28-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-020 |
108-262 |
108-011 |
|
| R3 |
108-220 |
108-142 |
107-298 |
|
| R2 |
108-100 |
108-100 |
107-287 |
|
| R1 |
108-022 |
108-022 |
107-276 |
108-001 |
| PP |
107-300 |
107-300 |
107-300 |
107-289 |
| S1 |
107-222 |
107-222 |
107-254 |
107-201 |
| S2 |
107-180 |
107-180 |
107-243 |
|
| S3 |
107-060 |
107-102 |
107-232 |
|
| S4 |
106-260 |
106-302 |
107-199 |
|
|
| 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% |
0-138 |
0.4% |
54% |
False |
False |
1,900,942 |
| 10 |
108-125 |
107-128 |
0-318 |
0.9% |
0-150 |
0.4% |
43% |
False |
False |
1,451,421 |
| 20 |
108-125 |
105-182 |
2-262 |
2.6% |
0-184 |
0.5% |
80% |
False |
False |
1,243,234 |
| 40 |
108-230 |
105-148 |
3-082 |
3.0% |
0-208 |
0.6% |
73% |
False |
False |
1,152,172 |
| 60 |
110-310 |
105-148 |
5-162 |
5.1% |
0-215 |
0.6% |
43% |
False |
False |
1,144,926 |
| 80 |
113-120 |
105-148 |
7-292 |
7.3% |
0-205 |
0.6% |
30% |
False |
False |
997,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-248 |
|
2.618 |
109-052 |
|
1.618 |
108-252 |
|
1.000 |
108-178 |
|
0.618 |
108-132 |
|
HIGH |
108-058 |
|
0.618 |
108-012 |
|
0.500 |
107-318 |
|
0.382 |
107-303 |
|
LOW |
107-258 |
|
0.618 |
107-183 |
|
1.000 |
107-138 |
|
1.618 |
107-063 |
|
2.618 |
106-263 |
|
4.250 |
106-068 |
|
|
| Fisher Pivots for day following 28-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
107-318 |
107-262 |
| PP |
107-300 |
107-258 |
| S1 |
107-282 |
107-255 |
|