ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 21-Nov-2022
Day Change Summary
Previous Current
18-Nov-2022 21-Nov-2022 Change Change % Previous Week
Open 108-065 107-305 -0-080 -0.2% 108-022
High 108-098 108-060 -0-038 -0.1% 108-235
Low 107-280 107-252 -0-028 -0.1% 107-258
Close 107-305 107-288 -0-018 -0.1% 107-305
Range 0-138 0-128 -0-010 -7.3% 0-298
ATR 0-206 0-200 -0-006 -2.7% 0-000
Volume 166,612 850,416 683,804 410.4% 355,034
Daily Pivots for day following 21-Nov-2022
Classic Woodie Camarilla DeMark
R4 109-049 108-296 108-038
R3 108-242 108-168 108-003
R2 108-114 108-114 107-311
R1 108-041 108-041 107-299 108-014
PP 107-307 107-307 107-307 107-293
S1 107-233 107-233 107-276 107-206
S2 107-179 107-179 107-264
S3 107-052 107-106 107-252
S4 106-244 106-298 107-217
Weekly Pivots for week ending 18-Nov-2022
Classic Woodie Camarilla DeMark
R4 110-305 110-122 108-149
R3 110-008 109-145 108-067
R2 109-030 109-030 108-040
R1 108-168 108-168 108-012 108-110
PP 108-052 108-052 108-052 108-024
S1 107-190 107-190 107-278 107-132
S2 107-075 107-075 107-250
S3 106-098 106-212 107-223
S4 105-120 105-235 107-141
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108-235 107-252 0-302 0.9% 0-174 0.5% 12% False True 236,507
10 108-235 106-012 2-222 2.5% 0-191 0.6% 69% False False 126,714
20 108-235 105-272 2-282 2.7% 0-196 0.6% 71% False False 64,452
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 109-282
2.618 109-074
1.618 108-266
1.000 108-188
0.618 108-139
HIGH 108-060
0.618 108-011
0.500 107-316
0.382 107-301
LOW 107-252
0.618 107-174
1.000 107-125
1.618 107-046
2.618 106-239
4.250 106-031
Fisher Pivots for day following 21-Nov-2022
Pivot 1 day 3 day
R1 107-316 108-079
PP 107-307 108-042
S1 107-297 108-005

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

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