ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 29-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2022 |
29-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
107-295 |
107-275 |
-0-020 |
-0.1% |
107-188 |
| High |
108-058 |
108-032 |
-0-025 |
-0.1% |
108-062 |
| Low |
107-258 |
107-220 |
-0-038 |
-0.1% |
107-128 |
| Close |
107-265 |
107-248 |
-0-018 |
-0.1% |
107-278 |
| Range |
0-120 |
0-132 |
0-012 |
10.4% |
0-255 |
| ATR |
0-189 |
0-185 |
-0-004 |
-2.1% |
0-000 |
| Volume |
1,525,028 |
412,606 |
-1,112,422 |
-72.9% |
7,979,683 |
|
| Daily Pivots for day following 29-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-031 |
108-272 |
108-000 |
|
| R3 |
108-218 |
108-139 |
107-284 |
|
| R2 |
108-086 |
108-086 |
107-272 |
|
| R1 |
108-007 |
108-007 |
107-260 |
107-300 |
| PP |
107-273 |
107-273 |
107-273 |
107-260 |
| S1 |
107-194 |
107-194 |
107-235 |
107-168 |
| S2 |
107-141 |
107-141 |
107-223 |
|
| S3 |
107-008 |
107-062 |
107-211 |
|
| S4 |
106-196 |
106-249 |
107-175 |
|
|
| 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% |
0-139 |
0.4% |
47% |
False |
False |
1,647,038 |
| 10 |
108-125 |
107-128 |
0-318 |
0.9% |
0-155 |
0.4% |
38% |
False |
False |
1,398,830 |
| 20 |
108-125 |
105-182 |
2-262 |
2.6% |
0-184 |
0.5% |
78% |
False |
False |
1,207,986 |
| 40 |
108-230 |
105-148 |
3-082 |
3.0% |
0-201 |
0.6% |
71% |
False |
False |
1,131,073 |
| 60 |
110-310 |
105-148 |
5-162 |
5.1% |
0-213 |
0.6% |
42% |
False |
False |
1,135,636 |
| 80 |
113-080 |
105-148 |
7-252 |
7.2% |
0-202 |
0.6% |
30% |
False |
False |
1,002,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-276 |
|
2.618 |
109-059 |
|
1.618 |
108-247 |
|
1.000 |
108-165 |
|
0.618 |
108-114 |
|
HIGH |
108-032 |
|
0.618 |
107-302 |
|
0.500 |
107-286 |
|
0.382 |
107-271 |
|
LOW |
107-220 |
|
0.618 |
107-138 |
|
1.000 |
107-088 |
|
1.618 |
107-006 |
|
2.618 |
106-193 |
|
4.250 |
105-297 |
|
|
| Fisher Pivots for day following 29-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
107-286 |
107-290 |
| PP |
107-273 |
107-276 |
| S1 |
107-260 |
107-262 |
|