ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 08-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2022 |
08-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
106-070 |
105-290 |
-0-100 |
-0.3% |
106-265 |
| High |
106-095 |
106-105 |
0-010 |
0.0% |
107-078 |
| Low |
105-280 |
105-255 |
-0-025 |
-0.1% |
105-182 |
| Close |
105-290 |
106-088 |
0-118 |
0.3% |
106-065 |
| Range |
0-135 |
0-170 |
0-035 |
25.9% |
1-215 |
| ATR |
0-228 |
0-224 |
-0-004 |
-1.8% |
0-000 |
| Volume |
679,954 |
728,628 |
48,674 |
7.2% |
5,869,192 |
|
| Daily Pivots for day following 08-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107-232 |
107-170 |
106-181 |
|
| R3 |
107-062 |
107-000 |
106-134 |
|
| R2 |
106-212 |
106-212 |
106-119 |
|
| R1 |
106-150 |
106-150 |
106-103 |
106-181 |
| PP |
106-042 |
106-042 |
106-042 |
106-058 |
| S1 |
105-300 |
105-300 |
106-072 |
106-011 |
| S2 |
105-192 |
105-192 |
106-056 |
|
| S3 |
105-022 |
105-130 |
106-041 |
|
| S4 |
104-172 |
104-280 |
105-314 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-113 |
110-144 |
107-039 |
|
| R3 |
109-218 |
108-249 |
106-212 |
|
| R2 |
108-003 |
108-003 |
106-163 |
|
| R1 |
107-034 |
107-034 |
106-114 |
106-231 |
| PP |
106-108 |
106-108 |
106-108 |
106-047 |
| S1 |
105-139 |
105-139 |
106-016 |
105-016 |
| S2 |
104-213 |
104-213 |
105-287 |
|
| S3 |
102-318 |
103-244 |
105-238 |
|
| S4 |
101-103 |
102-029 |
105-091 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-010 |
105-182 |
1-148 |
1.4% |
0-202 |
0.6% |
48% |
False |
False |
998,657 |
| 10 |
107-182 |
105-182 |
2-000 |
1.9% |
0-212 |
0.6% |
35% |
False |
False |
1,106,048 |
| 20 |
107-182 |
105-148 |
2-035 |
2.0% |
0-221 |
0.7% |
39% |
False |
False |
1,092,683 |
| 40 |
109-192 |
105-148 |
4-045 |
3.9% |
0-226 |
0.7% |
20% |
False |
False |
1,118,987 |
| 60 |
112-258 |
105-148 |
7-110 |
6.9% |
0-211 |
0.6% |
11% |
False |
False |
1,035,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-188 |
|
2.618 |
107-230 |
|
1.618 |
107-060 |
|
1.000 |
106-275 |
|
0.618 |
106-210 |
|
HIGH |
106-105 |
|
0.618 |
106-040 |
|
0.500 |
106-020 |
|
0.382 |
106-000 |
|
LOW |
105-255 |
|
0.618 |
105-150 |
|
1.000 |
105-085 |
|
1.618 |
104-300 |
|
2.618 |
104-130 |
|
4.250 |
103-172 |
|
|
| Fisher Pivots for day following 08-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
106-065 |
106-054 |
| PP |
106-042 |
106-021 |
| S1 |
106-020 |
105-308 |
|