ECBOT 5 Year T-Note Future March 2023
| Trading Metrics calculated at close of trading on 27-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2022 |
27-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
106-258 |
106-282 |
0-025 |
0.1% |
106-315 |
| High |
107-065 |
107-245 |
0-180 |
0.5% |
107-075 |
| Low |
106-232 |
106-260 |
0-028 |
0.1% |
105-215 |
| Close |
107-025 |
107-185 |
0-160 |
0.5% |
106-102 |
| Range |
0-152 |
0-305 |
0-152 |
100.0% |
1-180 |
| ATR |
|
|
|
|
|
| Volume |
264 |
1,865 |
1,601 |
606.4% |
2,773 |
|
| Daily Pivots for day following 27-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-078 |
109-277 |
108-033 |
|
| R3 |
109-093 |
108-292 |
107-269 |
|
| R2 |
108-108 |
108-108 |
107-241 |
|
| R1 |
107-307 |
107-307 |
107-213 |
108-048 |
| PP |
107-123 |
107-123 |
107-123 |
107-154 |
| S1 |
107-002 |
107-002 |
107-157 |
107-062 |
| S2 |
106-138 |
106-138 |
107-129 |
|
| S3 |
105-153 |
106-017 |
107-101 |
|
| S4 |
104-168 |
105-032 |
107-017 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-261 |
|
2.618 |
110-083 |
|
1.618 |
109-098 |
|
1.000 |
108-230 |
|
0.618 |
108-113 |
|
HIGH |
107-245 |
|
0.618 |
107-128 |
|
0.500 |
107-092 |
|
0.382 |
107-057 |
|
LOW |
106-260 |
|
0.618 |
106-072 |
|
1.000 |
105-275 |
|
1.618 |
105-087 |
|
2.618 |
104-102 |
|
4.250 |
102-244 |
|
|
| Fisher Pivots for day following 27-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
107-154 |
107-128 |
| PP |
107-123 |
107-071 |
| S1 |
107-092 |
107-014 |
|