ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 16-Nov-2022
Day Change Summary
Previous Current
15-Nov-2022 16-Nov-2022 Change Change % Previous Week
Open 107-310 108-152 0-162 0.5% 106-160
High 108-192 108-235 0-042 0.1% 108-090
Low 107-300 108-042 0-062 0.2% 106-012
Close 108-110 108-205 0-095 0.3% 108-030
Range 0-212 0-192 -0-020 -9.4% 2-078
ATR 0-214 0-212 -0-002 -0.7% 0-000
Volume 66,485 38,498 -27,987 -42.1% 68,864
Daily Pivots for day following 16-Nov-2022
Classic Woodie Camarilla DeMark
R4 110-098 110-024 108-311
R3 109-226 109-152 108-258
R2 109-033 109-033 108-240
R1 108-279 108-279 108-223 108-316
PP 108-161 108-161 108-161 108-179
S1 108-087 108-087 108-187 108-124
S2 107-288 107-288 108-170
S3 107-096 107-214 108-152
S4 106-223 107-022 108-099
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
5 108-235 106-210 2-025 1.9% 0-223 0.6% 95% True False 32,377
10 108-235 105-272 2-282 2.7% 0-193 0.6% 97% True False 20,058
20 108-235 105-215 3-020 2.8% 0-206 0.6% 97% True False 10,697
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 0-040
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111-093
2.618 110-099
1.618 109-226
1.000 109-108
0.618 109-034
HIGH 108-235
0.618 108-161
0.500 108-139
0.382 108-116
LOW 108-042
0.618 107-244
1.000 107-170
1.618 107-051
2.618 106-179
4.250 105-184
Fisher Pivots for day following 16-Nov-2022
Pivot 1 day 3 day
R1 108-183 108-165
PP 108-161 108-126
S1 108-139 108-086

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

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