ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 20-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2022 |
20-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
106-205 |
106-018 |
-0-188 |
-0.5% |
107-008 |
| High |
106-222 |
106-060 |
-0-162 |
-0.5% |
107-132 |
| Low |
106-008 |
105-192 |
-0-135 |
-0.4% |
106-032 |
| Close |
106-025 |
105-212 |
-0-132 |
-0.4% |
106-130 |
| Range |
0-215 |
0-188 |
-0-028 |
-12.8% |
1-100 |
| ATR |
0-229 |
0-226 |
-0-003 |
-1.3% |
0-000 |
| Volume |
842,753 |
1,003,650 |
160,897 |
19.1% |
4,846,834 |
|
| Daily Pivots for day following 20-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-184 |
107-066 |
105-316 |
|
| R3 |
106-317 |
106-198 |
105-264 |
|
| R2 |
106-129 |
106-129 |
105-247 |
|
| R1 |
106-011 |
106-011 |
105-230 |
105-296 |
| PP |
105-262 |
105-262 |
105-262 |
105-244 |
| S1 |
105-143 |
105-143 |
105-195 |
105-109 |
| S2 |
105-074 |
105-074 |
105-178 |
|
| S3 |
104-207 |
104-276 |
105-161 |
|
| S4 |
104-019 |
104-088 |
105-109 |
|
|
| 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 |
107-038 |
105-192 |
1-165 |
1.4% |
0-198 |
0.6% |
4% |
False |
True |
926,469 |
| 10 |
107-132 |
105-192 |
1-260 |
1.7% |
0-210 |
0.6% |
3% |
False |
True |
916,083 |
| 20 |
108-230 |
105-192 |
3-038 |
3.0% |
0-249 |
0.7% |
2% |
False |
True |
1,138,343 |
| 40 |
111-165 |
105-192 |
5-292 |
5.6% |
0-215 |
0.6% |
1% |
False |
True |
1,103,497 |
| 60 |
114-105 |
105-192 |
8-232 |
8.3% |
0-212 |
0.6% |
1% |
False |
True |
789,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-217 |
|
2.618 |
107-231 |
|
1.618 |
107-043 |
|
1.000 |
106-248 |
|
0.618 |
106-176 |
|
HIGH |
106-060 |
|
0.618 |
105-308 |
|
0.500 |
105-286 |
|
0.382 |
105-264 |
|
LOW |
105-192 |
|
0.618 |
105-077 |
|
1.000 |
105-005 |
|
1.618 |
104-209 |
|
2.618 |
104-022 |
|
4.250 |
103-036 |
|
|
| Fisher Pivots for day following 20-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
105-286 |
106-075 |
| PP |
105-262 |
106-014 |
| S1 |
105-237 |
105-273 |
|