ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 03-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2022 |
03-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
106-150 |
106-090 |
-0-060 |
-0.2% |
106-068 |
| High |
107-010 |
106-100 |
-0-230 |
-0.7% |
107-182 |
| Low |
106-072 |
105-222 |
-0-170 |
-0.5% |
105-308 |
| Close |
106-178 |
106-022 |
-0-155 |
-0.5% |
106-280 |
| Range |
0-258 |
0-198 |
-0-060 |
-23.3% |
1-195 |
| ATR |
0-231 |
0-234 |
0-003 |
1.4% |
0-000 |
| Volume |
1,371,031 |
1,114,027 |
-257,004 |
-18.7% |
6,076,030 |
|
| Daily Pivots for day following 03-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-281 |
107-189 |
106-131 |
|
| R3 |
107-083 |
106-312 |
106-077 |
|
| R2 |
106-206 |
106-206 |
106-059 |
|
| R1 |
106-114 |
106-114 |
106-041 |
106-061 |
| PP |
106-008 |
106-008 |
106-008 |
105-302 |
| S1 |
105-237 |
105-237 |
106-004 |
105-184 |
| S2 |
105-131 |
105-131 |
105-306 |
|
| S3 |
104-253 |
105-039 |
105-288 |
|
| S4 |
104-056 |
104-162 |
105-234 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-202 |
110-276 |
107-243 |
|
| R3 |
110-007 |
109-081 |
107-102 |
|
| R2 |
108-132 |
108-132 |
107-054 |
|
| R1 |
107-206 |
107-206 |
107-007 |
108-009 |
| PP |
106-257 |
106-257 |
106-257 |
106-318 |
| S1 |
106-011 |
106-011 |
106-233 |
106-134 |
| S2 |
105-062 |
105-062 |
106-186 |
|
| S3 |
103-187 |
104-136 |
106-138 |
|
| S4 |
101-312 |
102-261 |
105-317 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-182 |
105-222 |
1-280 |
1.8% |
0-219 |
0.6% |
20% |
False |
True |
1,202,946 |
| 10 |
107-182 |
105-148 |
2-035 |
2.0% |
0-232 |
0.7% |
29% |
False |
False |
1,236,905 |
| 20 |
107-182 |
105-148 |
2-035 |
2.0% |
0-220 |
0.6% |
29% |
False |
False |
1,076,494 |
| 40 |
110-198 |
105-148 |
5-050 |
4.9% |
0-229 |
0.7% |
12% |
False |
False |
1,126,403 |
| 60 |
113-000 |
105-148 |
7-172 |
7.1% |
0-210 |
0.6% |
8% |
False |
False |
994,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-299 |
|
2.618 |
107-297 |
|
1.618 |
107-100 |
|
1.000 |
106-298 |
|
0.618 |
106-222 |
|
HIGH |
106-100 |
|
0.618 |
106-025 |
|
0.500 |
106-001 |
|
0.382 |
105-298 |
|
LOW |
105-222 |
|
0.618 |
105-100 |
|
1.000 |
105-025 |
|
1.618 |
104-223 |
|
2.618 |
104-025 |
|
4.250 |
103-023 |
|
|
| Fisher Pivots for day following 03-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
106-015 |
106-150 |
| PP |
106-008 |
106-108 |
| S1 |
106-001 |
106-065 |
|