ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 01-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2022 |
01-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
107-240 |
108-190 |
0-270 |
0.8% |
107-188 |
| High |
108-190 |
108-310 |
0-120 |
0.3% |
108-062 |
| Low |
107-140 |
108-122 |
0-302 |
0.9% |
107-128 |
| Close |
108-072 |
108-282 |
0-210 |
0.6% |
107-278 |
| Range |
1-050 |
0-188 |
-0-182 |
-49.3% |
0-255 |
| ATR |
0-198 |
0-201 |
0-003 |
1.4% |
0-000 |
| Volume |
109,120 |
29,857 |
-79,263 |
-72.6% |
7,979,683 |
|
| Daily Pivots for day following 01-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-161 |
110-089 |
109-066 |
|
| R3 |
109-293 |
109-222 |
109-014 |
|
| R2 |
109-106 |
109-106 |
108-317 |
|
| R1 |
109-034 |
109-034 |
108-300 |
109-070 |
| PP |
108-238 |
108-238 |
108-238 |
108-256 |
| S1 |
108-167 |
108-167 |
108-265 |
108-202 |
| S2 |
108-051 |
108-051 |
108-248 |
|
| S3 |
107-183 |
107-299 |
108-231 |
|
| S4 |
106-316 |
107-112 |
108-179 |
|
|
| 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 |
108-310 |
107-140 |
1-170 |
1.4% |
0-199 |
0.6% |
94% |
True |
False |
615,795 |
| 10 |
108-310 |
107-128 |
1-182 |
1.4% |
0-171 |
0.5% |
95% |
True |
False |
1,185,725 |
| 20 |
108-310 |
105-182 |
3-128 |
3.1% |
0-186 |
0.5% |
97% |
True |
False |
1,088,037 |
| 40 |
108-310 |
105-148 |
3-162 |
3.2% |
0-204 |
0.6% |
98% |
True |
False |
1,077,019 |
| 60 |
110-285 |
105-148 |
5-138 |
5.0% |
0-215 |
0.6% |
63% |
False |
False |
1,109,204 |
| 80 |
113-080 |
105-148 |
7-252 |
7.2% |
0-206 |
0.6% |
44% |
False |
False |
1,004,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-147 |
|
2.618 |
110-161 |
|
1.618 |
109-293 |
|
1.000 |
109-178 |
|
0.618 |
109-106 |
|
HIGH |
108-310 |
|
0.618 |
108-238 |
|
0.500 |
108-216 |
|
0.382 |
108-194 |
|
LOW |
108-122 |
|
0.618 |
108-007 |
|
1.000 |
107-255 |
|
1.618 |
107-139 |
|
2.618 |
106-272 |
|
4.250 |
105-286 |
|
|
| Fisher Pivots for day following 01-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
108-260 |
108-210 |
| PP |
108-238 |
108-138 |
| S1 |
108-216 |
108-065 |
|