ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 03-Nov-2022

Day Change Summary
	Previous	Current
	02-Nov-2022	03-Nov-2022	Change	Change %	Previous Week
Open	106-270	106-100	-0-170	-0.5%	106-080
High	107-082	106-108	-0-295	-0.9%	107-245
Low	106-152	105-300	-0-172	-0.5%	106-048
Close	106-255	106-102	-0-152	-0.4%	107-030
Range	0-250	0-128	-0-122	-49.0%	1-198
ATR	0-220	0-224	0-004	1.8%	0-000
Volume	772	1,828	1,056	136.8%	6,140

Daily Pivots for day following 03-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	107-126	107-082	106-173
R3	106-318	106-274	106-138
R2	106-191	106-191	106-126
R1	106-147	106-147	106-114	106-169
PP	106-063	106-063	106-063	106-074
S1	106-019	106-019	106-091	106-041
S2	105-256	105-256	106-079
S3	105-128	105-212	106-067
S4	105-001	105-084	106-032

Weekly Pivots for week ending 28-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	111-273	111-029	107-315
R3	110-076	109-152	107-172
R2	108-198	108-198	107-125
R1	107-274	107-274	107-077	108-076
PP	107-001	107-001	107-001	107-062
S1	106-077	106-077	106-303	106-199
S2	105-123	105-123	106-255
S3	103-246	104-199	106-208
S4	102-048	103-002	106-065

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	107-245	105-300	1-265	1.7%	0-193	0.6%	21%	False	True	2,000
10	107-245	105-215	2-030	2.0%	0-214	0.6%	31%	False	False	1,328

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-057
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	108-009
2.618	107-121
1.618	106-314
1.000	106-235
0.618	106-186
HIGH	106-108
0.618	106-059
0.500	106-044
0.382	106-029
LOW	105-300
0.618	105-221
1.000	105-172
1.618	105-094
2.618	104-286
4.250	104-078

Fisher Pivots for day following 03-Nov-2022
Pivot	1 day	3 day
R1	106-083	106-228
PP	106-063	106-186
S1	106-044	106-144

Download as Excel Spreadsheet

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

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