ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 11-Nov-2022
Day Change Summary
Previous Current
10-Nov-2022 11-Nov-2022 Change Change % Previous Week
Open 106-272 108-042 1-090 1.2% 106-160
High 108-090 108-080 -0-010 0.0% 108-090
Low 106-210 107-295 1-085 1.2% 106-012
Close 108-065 108-030 -0-035 -0.1% 108-030
Range 1-200 0-105 -1-095 -79.8% 2-078
ATR 0-232 0-223 -0-009 -3.9% 0-000
Volume 30,958 3,036 -27,922 -90.2% 68,864
Daily Pivots for day following 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 109-023 108-292 108-088
R3 108-238 108-187 108-059
R2 108-133 108-133 108-049
R1 108-082 108-082 108-040 108-055
PP 108-028 108-028 108-028 108-015
S1 107-297 107-297 108-020 107-270
S2 107-243 107-243 108-011
S3 107-138 107-192 108-001
S4 107-033 107-087 107-292
Weekly Pivots for week ending 11-Nov-2022
Classic Woodie Camarilla DeMark
R4 114-063 113-124 109-105
R3 111-306 111-047 108-227
R2 109-228 109-228 108-162
R1 108-289 108-289 108-096 109-099
PP 107-151 107-151 107-151 107-216
S1 106-212 106-212 107-284 107-021
S2 105-073 105-073 107-218
S3 102-316 104-134 107-153
S4 100-238 102-057 106-275
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108-090 106-012 2-078 2.1% 0-216 0.6% 92% False False 13,772
10 108-090 105-272 2-138 2.2% 0-204 0.6% 92% False False 7,765
20 108-090 105-215 2-195 2.4% 0-196 0.6% 93% False False 4,328
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-052
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 109-206
2.618 109-035
1.618 108-250
1.000 108-185
0.618 108-145
HIGH 108-080
0.618 108-040
0.500 108-028
0.382 108-015
LOW 107-295
0.618 107-230
1.000 107-190
1.618 107-125
2.618 107-020
4.250 106-169
Fisher Pivots for day following 11-Nov-2022
Pivot 1 day 3 day
R1 108-029 107-269
PP 108-028 107-188
S1 108-028 107-108

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

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