ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 28-Oct-2022
Day Change Summary
Previous Current
27-Oct-2022 28-Oct-2022 Change Change % Previous Week
Open 106-282 107-080 0-118 0.3% 106-080
High 107-245 107-245 0-000 0.0% 107-245
Low 106-260 107-005 0-065 0.2% 106-048
Close 107-185 107-030 -0-155 -0.5% 107-030
Range 0-305 0-240 -0-065 -21.3% 1-198
ATR
Volume 1,865 3,204 1,339 71.8% 6,140
Daily Pivots for day following 28-Oct-2022
Classic Woodie Camarilla DeMark
R4 109-173 109-022 107-162
R3 108-253 108-102 107-096
R2 108-013 108-013 107-074
R1 107-182 107-182 107-052 107-138
PP 107-093 107-093 107-093 107-071
S1 106-262 106-262 107-008 106-218
S2 106-173 106-173 106-306
S3 105-253 106-022 106-284
S4 105-013 105-102 106-218
Weekly Pivots for week ending 28-Oct-2022
Classic Woodie Camarilla DeMark
R4 111-273 111-029 107-315
R3 110-076 109-152 107-172
R2 108-198 108-198 107-125
R1 107-274 107-274 107-077 108-076
PP 107-001 107-001 107-001 107-062
S1 106-077 106-077 106-303 106-199
S2 105-123 105-123 106-255
S3 103-246 104-199 106-208
S4 102-048 103-002 106-065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107-245 106-048 1-198 1.5% 0-230 0.7% 58% True False 1,228
10 107-245 105-215 2-030 2.0% 0-188 0.5% 68% True False 891
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-054
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110-305
2.618 109-233
1.618 108-313
1.000 108-165
0.618 108-073
HIGH 107-245
0.618 107-153
0.500 107-125
0.382 107-097
LOW 107-005
0.618 106-177
1.000 106-085
1.618 105-257
2.618 105-017
4.250 103-265
Fisher Pivots for day following 28-Oct-2022
Pivot 1 day 3 day
R1 107-125 107-079
PP 107-093 107-062
S1 107-062 107-046

These figures are updated between 7pm and 10pm EST after a trading day.

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