ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 02-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2022 |
02-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
108-190 |
108-315 |
0-125 |
0.4% |
107-295 |
| High |
108-310 |
109-025 |
0-035 |
0.1% |
109-025 |
| Low |
108-122 |
108-070 |
-0-052 |
-0.2% |
107-140 |
| Close |
108-282 |
108-305 |
0-022 |
0.1% |
108-305 |
| Range |
0-188 |
0-275 |
0-088 |
46.7% |
1-205 |
| ATR |
0-201 |
0-206 |
0-005 |
2.6% |
0-000 |
| Volume |
29,857 |
15,927 |
-13,930 |
-46.7% |
2,092,538 |
|
| Daily Pivots for day following 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-105 |
111-000 |
109-136 |
|
| R3 |
110-150 |
110-045 |
109-061 |
|
| R2 |
109-195 |
109-195 |
109-035 |
|
| R1 |
109-090 |
109-090 |
109-010 |
109-005 |
| PP |
108-240 |
108-240 |
108-240 |
108-198 |
| S1 |
108-135 |
108-135 |
108-280 |
108-050 |
| S2 |
107-285 |
107-285 |
108-255 |
|
| S3 |
107-010 |
107-180 |
108-229 |
|
| S4 |
106-055 |
106-225 |
108-154 |
|
|
| Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-132 |
112-263 |
109-274 |
|
| R3 |
111-247 |
111-058 |
109-129 |
|
| R2 |
110-042 |
110-042 |
109-081 |
|
| R1 |
109-173 |
109-173 |
109-033 |
109-268 |
| PP |
108-157 |
108-157 |
108-157 |
108-204 |
| S1 |
107-288 |
107-288 |
108-257 |
108-062 |
| S2 |
106-272 |
106-272 |
108-209 |
|
| S3 |
105-067 |
106-083 |
108-161 |
|
| S4 |
103-182 |
104-198 |
108-016 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-025 |
107-140 |
1-205 |
1.5% |
0-217 |
0.6% |
92% |
True |
False |
418,507 |
| 10 |
109-025 |
107-128 |
1-218 |
1.5% |
0-179 |
0.5% |
93% |
True |
False |
1,085,722 |
| 20 |
109-025 |
105-182 |
3-162 |
3.2% |
0-190 |
0.5% |
96% |
True |
False |
1,033,132 |
| 40 |
109-025 |
105-148 |
3-198 |
3.3% |
0-205 |
0.6% |
97% |
True |
False |
1,054,813 |
| 60 |
110-198 |
105-148 |
5-050 |
4.7% |
0-216 |
0.6% |
68% |
False |
False |
1,095,313 |
| 80 |
113-000 |
105-148 |
7-172 |
6.9% |
0-205 |
0.6% |
46% |
False |
False |
1,004,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-234 |
|
2.618 |
111-105 |
|
1.618 |
110-150 |
|
1.000 |
109-300 |
|
0.618 |
109-195 |
|
HIGH |
109-025 |
|
0.618 |
108-240 |
|
0.500 |
108-208 |
|
0.382 |
108-175 |
|
LOW |
108-070 |
|
0.618 |
107-220 |
|
1.000 |
107-115 |
|
1.618 |
106-265 |
|
2.618 |
105-310 |
|
4.250 |
104-181 |
|
|
| Fisher Pivots for day following 02-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
108-272 |
108-231 |
| PP |
108-240 |
108-157 |
| S1 |
108-208 |
108-082 |
|