ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 28-Nov-2022
Day Change Summary
Previous Current
25-Nov-2022 28-Nov-2022 Change Change % Previous Week
Open 108-078 108-088 0-010 0.0% 107-305
High 108-188 108-178 -0-010 0.0% 108-188
Low 107-310 108-060 0-070 0.2% 107-240
Close 108-078 108-070 -0-008 0.0% 108-078
Range 0-198 0-118 -0-080 -40.5% 0-268
ATR 0-192 0-187 -0-005 -2.8% 0-000
Volume 870,607 1,538,901 668,294 76.8% 5,779,785
Daily Pivots for day following 28-Nov-2022
Classic Woodie Camarilla DeMark
R4 109-135 109-060 108-135
R3 109-018 108-262 108-102
R2 108-220 108-220 108-092
R1 108-145 108-145 108-081 108-124
PP 108-102 108-102 108-102 108-092
S1 108-028 108-028 108-059 108-006
S2 107-305 107-305 108-048
S3 107-188 107-230 108-038
S4 107-070 107-112 108-005
Weekly Pivots for week ending 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 110-224 110-098 108-225
R3 109-277 109-151 108-151
R2 109-009 109-009 108-127
R1 108-203 108-203 108-102 108-266
PP 108-062 108-062 108-062 108-093
S1 107-256 107-256 108-053 107-319
S2 107-114 107-114 108-028
S3 106-167 106-308 108-004
S4 105-219 106-041 107-250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108-188 107-240 0-268 0.8% 0-143 0.4% 56% False False 1,463,737
10 108-235 107-240 0-315 0.9% 0-154 0.4% 48% False False 767,372
20 108-235 105-272 2-282 2.7% 0-179 0.5% 82% False False 387,568
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-041
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 110-037
2.618 109-165
1.618 109-048
1.000 108-295
0.618 108-250
HIGH 108-178
0.618 108-133
0.500 108-119
0.382 108-105
LOW 108-060
0.618 107-307
1.000 107-262
1.618 107-190
2.618 107-072
4.250 106-201
Fisher Pivots for day following 28-Nov-2022
Pivot 1 day 3 day
R1 108-119 108-065
PP 108-102 108-059
S1 108-086 108-054

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

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