ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 22-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2022 |
22-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
107-188 |
107-158 |
-0-030 |
-0.1% |
107-242 |
| High |
107-275 |
107-240 |
-0-035 |
-0.1% |
108-125 |
| Low |
107-145 |
107-152 |
0-008 |
0.0% |
107-160 |
| Close |
107-180 |
107-220 |
0-040 |
0.1% |
107-202 |
| Range |
0-130 |
0-088 |
-0-042 |
-32.7% |
0-285 |
| ATR |
0-205 |
0-196 |
-0-008 |
-4.1% |
0-000 |
| Volume |
1,682,124 |
2,832,773 |
1,150,649 |
68.4% |
5,009,508 |
|
| Daily Pivots for day following 22-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-147 |
108-111 |
107-268 |
|
| R3 |
108-059 |
108-023 |
107-244 |
|
| R2 |
107-292 |
107-292 |
107-236 |
|
| R1 |
107-256 |
107-256 |
107-228 |
107-274 |
| PP |
107-204 |
107-204 |
107-204 |
107-213 |
| S1 |
107-168 |
107-168 |
107-212 |
107-186 |
| S2 |
107-117 |
107-117 |
107-204 |
|
| S3 |
107-029 |
107-081 |
107-196 |
|
| S4 |
106-262 |
106-313 |
107-172 |
|
|
| 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% |
0-147 |
0.4% |
25% |
False |
False |
1,464,910 |
| 10 |
108-125 |
106-045 |
2-080 |
2.1% |
0-181 |
0.5% |
69% |
False |
False |
1,259,710 |
| 20 |
108-125 |
105-182 |
2-262 |
2.6% |
0-197 |
0.6% |
75% |
False |
False |
1,182,879 |
| 40 |
108-230 |
105-148 |
3-082 |
3.0% |
0-220 |
0.6% |
68% |
False |
False |
1,145,558 |
| 60 |
111-055 |
105-148 |
5-228 |
5.3% |
0-215 |
0.6% |
39% |
False |
False |
1,113,764 |
| 80 |
114-105 |
105-148 |
8-278 |
8.2% |
0-210 |
0.6% |
25% |
False |
False |
935,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108-292 |
|
2.618 |
108-149 |
|
1.618 |
108-062 |
|
1.000 |
108-008 |
|
0.618 |
107-294 |
|
HIGH |
107-240 |
|
0.618 |
107-207 |
|
0.500 |
107-196 |
|
0.382 |
107-186 |
|
LOW |
107-152 |
|
0.618 |
107-098 |
|
1.000 |
107-065 |
|
1.618 |
107-011 |
|
2.618 |
106-243 |
|
4.250 |
106-101 |
|
|
| Fisher Pivots for day following 22-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
107-212 |
107-229 |
| PP |
107-204 |
107-226 |
| S1 |
107-196 |
107-223 |
|