ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 26-Oct-2022
Day Change Summary
Previous Current
25-Oct-2022 26-Oct-2022 Change Change % Previous Week
Open 106-250 106-258 0-008 0.0% 106-315
High 107-020 107-065 0-045 0.1% 107-075
Low 106-102 106-232 0-130 0.4% 105-215
Close 106-250 107-025 0-095 0.3% 106-102
Range 0-238 0-152 -0-085 -35.8% 1-180
ATR
Volume 611 264 -347 -56.8% 2,773
Daily Pivots for day following 26-Oct-2022
Classic Woodie Camarilla DeMark
R4 108-138 108-074 107-109
R3 107-306 107-242 107-067
R2 107-153 107-153 107-053
R1 107-089 107-089 107-039 107-121
PP 107-001 107-001 107-001 107-017
S1 106-257 106-257 107-011 106-289
S2 106-168 106-168 106-317
S3 106-016 106-104 106-303
S4 105-183 105-272 106-261
Weekly Pivots for week ending 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 111-031 110-087 107-058
R3 109-171 108-227 106-240
R2 107-311 107-311 106-194
R1 107-047 107-047 106-148 106-249
PP 106-131 106-131 106-131 106-072
S1 105-187 105-187 106-057 105-069
S2 104-271 104-271 106-011
S3 103-091 104-007 105-285
S4 101-231 102-147 105-148
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107-065 105-215 1-170 1.4% 0-210 0.6% 92% True False 664
10 107-180 105-215 1-285 1.8% 0-197 0.6% 74% False False 421
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-049
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 109-073
2.618 108-144
1.618 107-312
1.000 107-218
0.618 107-159
HIGH 107-065
0.618 107-007
0.500 106-309
0.382 106-291
LOW 106-232
0.618 106-138
1.000 106-080
1.618 105-306
2.618 105-153
4.250 104-224
Fisher Pivots for day following 26-Oct-2022
Pivot 1 day 3 day
R1 107-013 106-302
PP 107-001 106-259
S1 106-309 106-216

These figures are updated between 7pm and 10pm EST after a trading day.

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