ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 18-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2022 |
18-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
108-085 |
107-278 |
-0-128 |
-0.4% |
107-242 |
| High |
108-115 |
107-312 |
-0-122 |
-0.4% |
108-125 |
| Low |
107-240 |
107-178 |
-0-062 |
-0.2% |
107-160 |
| Close |
107-282 |
107-202 |
-0-080 |
-0.2% |
107-202 |
| Range |
0-195 |
0-135 |
-0-060 |
-30.8% |
0-285 |
| ATR |
0-216 |
0-211 |
-0-006 |
-2.7% |
0-000 |
| Volume |
1,015,956 |
785,008 |
-230,948 |
-22.7% |
5,009,508 |
|
| Daily Pivots for day following 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-316 |
108-234 |
107-277 |
|
| R3 |
108-181 |
108-099 |
107-240 |
|
| R2 |
108-046 |
108-046 |
107-227 |
|
| R1 |
107-284 |
107-284 |
107-215 |
107-258 |
| PP |
107-231 |
107-231 |
107-231 |
107-218 |
| S1 |
107-149 |
107-149 |
107-190 |
107-122 |
| S2 |
107-096 |
107-096 |
107-178 |
|
| S3 |
106-281 |
107-014 |
107-165 |
|
| S4 |
106-146 |
106-199 |
107-128 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-164 |
109-308 |
108-039 |
|
| R3 |
109-199 |
109-023 |
107-281 |
|
| R2 |
108-234 |
108-234 |
107-255 |
|
| R1 |
108-058 |
108-058 |
107-229 |
108-004 |
| PP |
107-269 |
107-269 |
107-269 |
107-242 |
| S1 |
107-093 |
107-093 |
107-176 |
107-039 |
| S2 |
106-304 |
106-304 |
107-150 |
|
| S3 |
106-019 |
106-128 |
107-124 |
|
| S4 |
105-054 |
105-163 |
107-046 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-125 |
107-160 |
0-285 |
0.8% |
0-162 |
0.5% |
15% |
False |
False |
1,001,901 |
| 10 |
108-125 |
105-255 |
2-190 |
2.4% |
0-190 |
0.6% |
71% |
False |
False |
949,079 |
| 20 |
108-125 |
105-182 |
2-262 |
2.6% |
0-209 |
0.6% |
73% |
False |
False |
1,071,800 |
| 40 |
108-230 |
105-148 |
3-082 |
3.0% |
0-229 |
0.7% |
67% |
False |
False |
1,109,453 |
| 60 |
111-165 |
105-148 |
6-018 |
5.6% |
0-216 |
0.6% |
36% |
False |
False |
1,084,545 |
| 80 |
114-105 |
105-148 |
8-278 |
8.2% |
0-211 |
0.6% |
24% |
False |
False |
879,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-246 |
|
2.618 |
109-026 |
|
1.618 |
108-211 |
|
1.000 |
108-128 |
|
0.618 |
108-076 |
|
HIGH |
107-312 |
|
0.618 |
107-261 |
|
0.500 |
107-245 |
|
0.382 |
107-229 |
|
LOW |
107-178 |
|
0.618 |
107-094 |
|
1.000 |
107-042 |
|
1.618 |
106-279 |
|
2.618 |
106-144 |
|
4.250 |
105-244 |
|
|
| Fisher Pivots for day following 18-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
107-245 |
107-311 |
| PP |
107-231 |
107-275 |
| S1 |
107-217 |
107-239 |
|