ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 17-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2022 |
17-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
106-228 |
106-140 |
-0-088 |
-0.3% |
107-008 |
| High |
107-038 |
107-000 |
-0-038 |
-0.1% |
107-132 |
| Low |
106-100 |
106-125 |
0-025 |
0.1% |
106-032 |
| Close |
106-130 |
106-180 |
0-050 |
0.1% |
106-130 |
| Range |
0-258 |
0-195 |
-0-062 |
-24.3% |
1-100 |
| ATR |
0-241 |
0-238 |
-0-003 |
-1.4% |
0-000 |
| Volume |
1,242,319 |
738,062 |
-504,257 |
-40.6% |
4,846,834 |
|
| Daily Pivots for day following 17-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-153 |
108-042 |
106-287 |
|
| R3 |
107-278 |
107-167 |
106-234 |
|
| R2 |
107-083 |
107-083 |
106-216 |
|
| R1 |
106-292 |
106-292 |
106-198 |
107-028 |
| PP |
106-208 |
106-208 |
106-208 |
106-236 |
| S1 |
106-097 |
106-097 |
106-162 |
106-152 |
| S2 |
106-013 |
106-013 |
106-144 |
|
| S3 |
105-138 |
105-222 |
106-126 |
|
| S4 |
104-263 |
105-027 |
106-073 |
|
|
| Weekly Pivots for week ending 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-185 |
109-258 |
107-041 |
|
| R3 |
109-085 |
108-158 |
106-246 |
|
| R2 |
107-305 |
107-305 |
106-207 |
|
| R1 |
107-058 |
107-058 |
106-168 |
106-291 |
| PP |
106-205 |
106-205 |
106-205 |
106-162 |
| S1 |
105-278 |
105-278 |
106-092 |
105-191 |
| S2 |
105-105 |
105-105 |
106-053 |
|
| S3 |
104-005 |
104-178 |
106-014 |
|
| S4 |
102-225 |
103-078 |
105-219 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-132 |
106-032 |
1-100 |
1.2% |
0-243 |
0.7% |
35% |
False |
False |
1,052,199 |
| 10 |
108-230 |
106-032 |
2-198 |
2.5% |
0-220 |
0.6% |
18% |
False |
False |
971,415 |
| 20 |
109-022 |
106-032 |
2-310 |
2.8% |
0-255 |
0.7% |
16% |
False |
False |
1,185,954 |
| 40 |
111-295 |
106-032 |
5-262 |
5.5% |
0-214 |
0.6% |
8% |
False |
False |
1,106,428 |
| 60 |
114-105 |
106-032 |
8-072 |
7.7% |
0-209 |
0.6% |
6% |
False |
False |
745,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-189 |
|
2.618 |
108-191 |
|
1.618 |
107-316 |
|
1.000 |
107-195 |
|
0.618 |
107-121 |
|
HIGH |
107-000 |
|
0.618 |
106-246 |
|
0.500 |
106-222 |
|
0.382 |
106-199 |
|
LOW |
106-125 |
|
0.618 |
106-004 |
|
1.000 |
105-250 |
|
1.618 |
105-129 |
|
2.618 |
104-254 |
|
4.250 |
103-256 |
|
|
| Fisher Pivots for day following 17-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
106-222 |
106-242 |
| PP |
106-208 |
106-222 |
| S1 |
106-194 |
106-201 |
|