ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 30-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2022 |
30-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
107-275 |
107-240 |
-0-035 |
-0.1% |
107-188 |
| High |
108-032 |
108-190 |
0-158 |
0.5% |
108-062 |
| Low |
107-220 |
107-140 |
-0-080 |
-0.2% |
107-128 |
| Close |
107-248 |
108-072 |
0-145 |
0.4% |
107-278 |
| Range |
0-132 |
1-050 |
0-238 |
179.2% |
0-255 |
| ATR |
0-185 |
0-198 |
0-013 |
7.2% |
0-000 |
| Volume |
412,606 |
109,120 |
-303,486 |
-73.6% |
7,979,683 |
|
| Daily Pivots for day following 30-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-178 |
111-015 |
108-276 |
|
| R3 |
110-128 |
109-285 |
108-174 |
|
| R2 |
109-078 |
109-078 |
108-140 |
|
| R1 |
108-235 |
108-235 |
108-106 |
108-316 |
| PP |
108-028 |
108-028 |
108-028 |
108-068 |
| S1 |
107-185 |
107-185 |
108-039 |
107-266 |
| S2 |
106-298 |
106-298 |
108-005 |
|
| S3 |
105-248 |
106-135 |
107-291 |
|
| S4 |
104-198 |
105-085 |
107-189 |
|
|
| 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 |
108-190 |
107-128 |
1-062 |
1.1% |
0-196 |
0.6% |
69% |
True |
False |
1,102,308 |
| 10 |
108-190 |
107-128 |
1-062 |
1.1% |
0-171 |
0.5% |
69% |
True |
False |
1,283,609 |
| 20 |
108-190 |
105-182 |
3-008 |
2.8% |
0-190 |
0.5% |
88% |
True |
False |
1,155,096 |
| 40 |
108-190 |
105-148 |
3-042 |
2.9% |
0-205 |
0.6% |
88% |
True |
False |
1,103,589 |
| 60 |
110-285 |
105-148 |
5-138 |
5.0% |
0-215 |
0.6% |
51% |
False |
False |
1,121,525 |
| 80 |
113-080 |
105-148 |
7-252 |
7.2% |
0-205 |
0.6% |
36% |
False |
False |
1,004,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-162 |
|
2.618 |
111-199 |
|
1.618 |
110-149 |
|
1.000 |
109-240 |
|
0.618 |
109-099 |
|
HIGH |
108-190 |
|
0.618 |
108-049 |
|
0.500 |
108-005 |
|
0.382 |
107-281 |
|
LOW |
107-140 |
|
0.618 |
106-231 |
|
1.000 |
106-090 |
|
1.618 |
105-181 |
|
2.618 |
104-131 |
|
4.250 |
102-168 |
|
|
| Fisher Pivots for day following 30-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
108-050 |
108-050 |
| PP |
108-028 |
108-028 |
| S1 |
108-005 |
108-005 |
|