ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 23-Nov-2022
Day Change Summary
Previous Current
22-Nov-2022 23-Nov-2022 Change Change % Previous Week
Open 107-262 108-005 0-062 0.2% 108-022
High 108-035 108-100 0-065 0.2% 108-235
Low 107-262 107-240 -0-022 -0.1% 107-258
Close 108-015 108-075 0-060 0.2% 107-305
Range 0-092 0-180 0-088 94.6% 0-298
ATR 0-193 0-192 -0-001 -0.5% 0-000
Volume 2,155,760 1,903,002 -252,758 -11.7% 355,034
Daily Pivots for day following 23-Nov-2022
Classic Woodie Camarilla DeMark
R4 109-252 109-183 108-174
R3 109-072 109-003 108-124
R2 108-212 108-212 108-108
R1 108-143 108-143 108-092 108-178
PP 108-032 108-032 108-032 108-049
S1 107-283 107-283 108-058 107-318
S2 107-172 107-172 108-042
S3 106-312 107-103 108-026
S4 106-132 106-243 107-296
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
5 108-225 107-240 0-305 0.9% 0-147 0.4% 51% False True 1,027,263
10 108-235 106-210 2-025 1.9% 0-185 0.5% 76% False False 529,820
20 108-235 105-272 2-282 2.7% 0-190 0.6% 83% False False 267,346
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 110-225
2.618 109-251
1.618 109-071
1.000 108-280
0.618 108-211
HIGH 108-100
0.618 108-031
0.500 108-010
0.382 107-309
LOW 107-240
0.618 107-129
1.000 107-060
1.618 106-269
2.618 106-089
4.250 105-115
Fisher Pivots for day following 23-Nov-2022
Pivot 1 day 3 day
R1 108-053 108-053
PP 108-032 108-032
S1 108-010 108-010

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

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