ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 11-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2022 |
11-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
106-195 |
107-292 |
1-098 |
1.2% |
106-070 |
| High |
107-318 |
107-310 |
-0-008 |
0.0% |
107-318 |
| Low |
106-130 |
107-198 |
1-068 |
1.1% |
105-255 |
| Close |
107-292 |
107-260 |
-0-032 |
-0.1% |
107-260 |
| Range |
1-188 |
0-112 |
-1-075 |
-77.8% |
2-062 |
| ATR |
0-240 |
0-231 |
-0-009 |
-3.8% |
0-000 |
| Volume |
1,775,880 |
456,231 |
-1,319,649 |
-74.3% |
4,481,283 |
|
| Daily Pivots for day following 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-273 |
108-219 |
108-002 |
|
| R3 |
108-161 |
108-107 |
107-291 |
|
| R2 |
108-048 |
108-048 |
107-281 |
|
| R1 |
107-314 |
107-314 |
107-270 |
107-285 |
| PP |
107-256 |
107-256 |
107-256 |
107-241 |
| S1 |
107-202 |
107-202 |
107-250 |
107-172 |
| S2 |
107-143 |
107-143 |
107-239 |
|
| S3 |
107-031 |
107-089 |
107-229 |
|
| S4 |
106-238 |
106-297 |
107-198 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-252 |
112-318 |
109-006 |
|
| R3 |
111-189 |
110-256 |
108-133 |
|
| R2 |
109-127 |
109-127 |
108-069 |
|
| R1 |
108-193 |
108-193 |
108-004 |
109-000 |
| PP |
107-064 |
107-064 |
107-064 |
107-128 |
| S1 |
106-131 |
106-131 |
107-196 |
106-258 |
| S2 |
105-002 |
105-002 |
107-131 |
|
| S3 |
102-259 |
104-068 |
107-067 |
|
| S4 |
100-197 |
102-006 |
106-194 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107-318 |
105-255 |
2-062 |
2.0% |
0-218 |
0.6% |
92% |
False |
False |
896,256 |
| 10 |
107-318 |
105-182 |
2-135 |
2.2% |
0-218 |
0.6% |
93% |
False |
False |
1,035,047 |
| 20 |
107-318 |
105-148 |
2-170 |
2.3% |
0-219 |
0.6% |
93% |
False |
False |
1,067,000 |
| 40 |
109-102 |
105-148 |
3-275 |
3.6% |
0-236 |
0.7% |
61% |
False |
False |
1,124,992 |
| 60 |
112-052 |
105-148 |
6-225 |
6.2% |
0-215 |
0.6% |
35% |
False |
False |
1,082,814 |
| 80 |
114-105 |
105-148 |
8-278 |
8.2% |
0-212 |
0.6% |
27% |
False |
False |
816,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-148 |
|
2.618 |
108-285 |
|
1.618 |
108-172 |
|
1.000 |
108-102 |
|
0.618 |
108-060 |
|
HIGH |
107-310 |
|
0.618 |
107-267 |
|
0.500 |
107-254 |
|
0.382 |
107-240 |
|
LOW |
107-198 |
|
0.618 |
107-128 |
|
1.000 |
107-085 |
|
1.618 |
107-015 |
|
2.618 |
106-223 |
|
4.250 |
106-039 |
|
|
| Fisher Pivots for day following 11-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
107-258 |
107-180 |
| PP |
107-256 |
107-101 |
| S1 |
107-254 |
107-021 |
|