ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 03-Nov-2022
Day Change Summary
Previous Current
02-Nov-2022 03-Nov-2022 Change Change % Previous Week
Open 106-270 106-100 -0-170 -0.5% 106-080
High 107-082 106-108 -0-295 -0.9% 107-245
Low 106-152 105-300 -0-172 -0.5% 106-048
Close 106-255 106-102 -0-152 -0.4% 107-030
Range 0-250 0-128 -0-122 -49.0% 1-198
ATR 0-220 0-224 0-004 1.8% 0-000
Volume 772 1,828 1,056 136.8% 6,140
Daily Pivots for day following 03-Nov-2022
Classic Woodie Camarilla DeMark
R4 107-126 107-082 106-173
R3 106-318 106-274 106-138
R2 106-191 106-191 106-126
R1 106-147 106-147 106-114 106-169
PP 106-063 106-063 106-063 106-074
S1 106-019 106-019 106-091 106-041
S2 105-256 105-256 106-079
S3 105-128 105-212 106-067
S4 105-001 105-084 106-032
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
5 107-245 105-300 1-265 1.7% 0-193 0.6% 21% False True 2,000
10 107-245 105-215 2-030 2.0% 0-214 0.6% 31% False False 1,328
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 0-057
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 108-009
2.618 107-121
1.618 106-314
1.000 106-235
0.618 106-186
HIGH 106-108
0.618 106-059
0.500 106-044
0.382 106-029
LOW 105-300
0.618 105-221
1.000 105-172
1.618 105-094
2.618 104-286
4.250 104-078
Fisher Pivots for day following 03-Nov-2022
Pivot 1 day 3 day
R1 106-083 106-228
PP 106-063 106-186
S1 106-044 106-144

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

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