ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 21-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2022 |
21-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
107-278 |
107-188 |
-0-090 |
-0.3% |
107-242 |
| High |
107-312 |
107-275 |
-0-038 |
-0.1% |
108-125 |
| Low |
107-178 |
107-145 |
-0-032 |
-0.1% |
107-160 |
| Close |
107-202 |
107-180 |
-0-022 |
-0.1% |
107-202 |
| Range |
0-135 |
0-130 |
-0-005 |
-3.7% |
0-285 |
| ATR |
0-211 |
0-205 |
-0-006 |
-2.7% |
0-000 |
| Volume |
785,008 |
1,682,124 |
897,116 |
114.3% |
5,009,508 |
|
| Daily Pivots for day following 21-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-270 |
108-195 |
107-252 |
|
| R3 |
108-140 |
108-065 |
107-216 |
|
| R2 |
108-010 |
108-010 |
107-204 |
|
| R1 |
107-255 |
107-255 |
107-192 |
107-228 |
| PP |
107-200 |
107-200 |
107-200 |
107-186 |
| S1 |
107-125 |
107-125 |
107-168 |
107-098 |
| S2 |
107-070 |
107-070 |
107-156 |
|
| S3 |
106-260 |
106-315 |
107-144 |
|
| S4 |
106-130 |
106-185 |
107-108 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-164 |
109-308 |
108-039 |
|
| R3 |
109-199 |
109-023 |
107-281 |
|
| R2 |
108-234 |
108-234 |
107-255 |
|
| R1 |
108-058 |
108-058 |
107-229 |
108-004 |
| PP |
107-269 |
107-269 |
107-269 |
107-242 |
| S1 |
107-093 |
107-093 |
107-176 |
107-039 |
| S2 |
106-304 |
106-304 |
107-150 |
|
| S3 |
106-019 |
106-128 |
107-124 |
|
| S4 |
105-054 |
105-163 |
107-046 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-125 |
107-145 |
0-300 |
0.9% |
0-170 |
0.5% |
12% |
False |
True |
1,150,623 |
| 10 |
108-125 |
105-255 |
2-190 |
2.4% |
0-190 |
0.6% |
68% |
False |
False |
1,049,296 |
| 20 |
108-125 |
105-182 |
2-262 |
2.6% |
0-205 |
0.6% |
71% |
False |
False |
1,101,394 |
| 40 |
108-230 |
105-148 |
3-082 |
3.0% |
0-225 |
0.7% |
65% |
False |
False |
1,115,466 |
| 60 |
111-055 |
105-148 |
5-228 |
5.3% |
0-216 |
0.6% |
37% |
False |
False |
1,086,453 |
| 80 |
114-105 |
105-148 |
8-278 |
8.2% |
0-211 |
0.6% |
24% |
False |
False |
900,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-188 |
|
2.618 |
108-295 |
|
1.618 |
108-165 |
|
1.000 |
108-085 |
|
0.618 |
108-035 |
|
HIGH |
107-275 |
|
0.618 |
107-225 |
|
0.500 |
107-210 |
|
0.382 |
107-195 |
|
LOW |
107-145 |
|
0.618 |
107-065 |
|
1.000 |
107-015 |
|
1.618 |
106-255 |
|
2.618 |
106-125 |
|
4.250 |
105-232 |
|
|
| Fisher Pivots for day following 21-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
107-210 |
107-290 |
| PP |
107-200 |
107-253 |
| S1 |
107-190 |
107-217 |
|