ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 15-Nov-2022
Day Change Summary
Previous Current
14-Nov-2022 15-Nov-2022 Change Change % Previous Week
Open 108-022 107-310 -0-032 -0.1% 106-160
High 108-022 108-192 0-170 0.5% 108-090
Low 107-258 107-300 0-042 0.1% 106-012
Close 107-318 108-110 0-112 0.3% 108-030
Range 0-085 0-212 0-128 150.0% 2-078
ATR 0-214 0-214 0-000 -0.1% 0-000
Volume 22,911 66,485 43,574 190.2% 68,864
Daily Pivots for day following 15-Nov-2022
Classic Woodie Camarilla DeMark
R4 110-092 109-313 108-227
R3 109-199 109-101 108-168
R2 108-307 108-307 108-149
R1 108-208 108-208 108-129 108-258
PP 108-094 108-094 108-094 108-119
S1 107-316 107-316 108-091 108-045
S2 107-202 107-202 108-071
S3 106-309 107-103 108-052
S4 106-097 106-211 107-313
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
5 108-192 106-125 2-068 2.0% 0-218 0.6% 88% True False 27,532
10 108-192 105-272 2-240 2.5% 0-199 0.6% 91% True False 16,285
20 108-192 105-215 2-298 2.7% 0-197 0.6% 91% True False 8,785
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-044
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111-136
2.618 110-109
1.618 109-216
1.000 109-085
0.618 109-004
HIGH 108-192
0.618 108-111
0.500 108-086
0.382 108-061
LOW 107-300
0.618 107-169
1.000 107-088
1.618 106-276
2.618 106-064
4.250 105-037
Fisher Pivots for day following 15-Nov-2022
Pivot 1 day 3 day
R1 108-102 108-095
PP 108-094 108-080
S1 108-086 108-065

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

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