ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 15-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2022 |
15-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
107-242 |
107-222 |
-0-020 |
-0.1% |
106-070 |
| High |
107-248 |
108-088 |
0-160 |
0.5% |
107-318 |
| Low |
107-160 |
107-202 |
0-042 |
0.1% |
105-255 |
| Close |
107-220 |
108-005 |
0-105 |
0.3% |
107-260 |
| Range |
0-088 |
0-205 |
0-118 |
134.3% |
2-062 |
| ATR |
0-222 |
0-220 |
-0-001 |
-0.5% |
0-000 |
| Volume |
938,516 |
1,261,337 |
322,821 |
34.4% |
4,481,283 |
|
| Daily Pivots for day following 15-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-287 |
109-191 |
108-118 |
|
| R3 |
109-082 |
108-306 |
108-061 |
|
| R2 |
108-197 |
108-197 |
108-043 |
|
| R1 |
108-101 |
108-101 |
108-024 |
108-149 |
| PP |
107-312 |
107-312 |
107-312 |
108-016 |
| S1 |
107-216 |
107-216 |
107-306 |
107-264 |
| S2 |
107-107 |
107-107 |
107-287 |
|
| S3 |
106-222 |
107-011 |
107-269 |
|
| S4 |
106-017 |
106-126 |
107-212 |
|
|
| 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 |
108-088 |
106-045 |
2-042 |
2.0% |
0-216 |
0.6% |
88% |
True |
False |
1,054,510 |
| 10 |
108-088 |
105-182 |
2-225 |
2.5% |
0-209 |
0.6% |
90% |
True |
False |
1,026,583 |
| 20 |
108-088 |
105-148 |
2-260 |
2.6% |
0-218 |
0.6% |
91% |
True |
False |
1,099,811 |
| 40 |
108-315 |
105-148 |
3-168 |
3.3% |
0-236 |
0.7% |
73% |
False |
False |
1,141,278 |
| 60 |
111-260 |
105-148 |
6-112 |
5.9% |
0-215 |
0.6% |
40% |
False |
False |
1,113,959 |
| 80 |
114-105 |
105-148 |
8-278 |
8.2% |
0-212 |
0.6% |
29% |
False |
False |
844,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-319 |
|
2.618 |
109-304 |
|
1.618 |
109-099 |
|
1.000 |
108-292 |
|
0.618 |
108-214 |
|
HIGH |
108-088 |
|
0.618 |
108-009 |
|
0.500 |
107-305 |
|
0.382 |
107-281 |
|
LOW |
107-202 |
|
0.618 |
107-076 |
|
1.000 |
106-318 |
|
1.618 |
106-191 |
|
2.618 |
105-306 |
|
4.250 |
104-291 |
|
|
| Fisher Pivots for day following 15-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
107-318 |
107-311 |
| PP |
107-312 |
107-298 |
| S1 |
107-305 |
107-284 |
|