ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 30-Nov-2022
Day Change Summary
Previous Current
29-Nov-2022 30-Nov-2022 Change Change % Previous Week
Open 108-085 108-030 -0-055 -0.2% 107-305
High 108-155 108-315 0-160 0.5% 108-188
Low 108-010 107-245 -0-085 -0.2% 107-240
Close 108-038 108-182 0-145 0.4% 108-078
Range 0-145 1-070 0-245 169.0% 0-268
ATR 0-184 0-199 0-015 8.0% 0-000
Volume 974,114 1,858,616 884,502 90.8% 5,779,785
Daily Pivots for day following 30-Nov-2022
Classic Woodie Camarilla DeMark
R4 112-031 111-177 109-077
R3 110-281 110-107 108-290
R2 109-211 109-211 108-254
R1 109-037 109-037 108-218 109-124
PP 108-141 108-141 108-141 108-184
S1 107-287 107-287 108-147 108-054
S2 107-071 107-071 108-111
S3 106-001 106-217 108-075
S4 104-251 105-147 107-288
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
5 108-315 107-240 1-075 1.1% 0-206 0.6% 66% True False 1,429,048
10 108-315 107-240 1-075 1.1% 0-178 0.5% 66% True False 1,041,705
20 108-315 105-272 3-042 2.9% 0-188 0.5% 87% True False 528,995
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-058
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 114-052
2.618 112-056
1.618 110-306
1.000 110-065
0.618 109-236
HIGH 108-315
0.618 108-166
0.500 108-120
0.382 108-074
LOW 107-245
0.618 107-004
1.000 106-175
1.618 105-254
2.618 104-184
4.250 102-188
Fisher Pivots for day following 30-Nov-2022
Pivot 1 day 3 day
R1 108-162 108-162
PP 108-141 108-141
S1 108-120 108-120

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

View Archives - Comment on this page... - Back to Index of Symbols