ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 09-Nov-2022

Day Change Summary
	Previous	Current
	08-Nov-2022	09-Nov-2022	Change	Change %	Previous Week
Open	106-052	106-178	0-125	0.4%	106-292
High	106-182	106-290	0-108	0.3%	107-155
Low	106-012	106-125	0-112	0.3%	105-272
Close	106-170	106-212	0-042	0.1%	106-140
Range	0-170	0-165	-0-005	-2.9%	1-202
ATR	0-214	0-210	-0-003	-1.6%	0-000
Volume	13,432	14,272	840	6.3%	8,794

Daily Pivots for day following 09-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	108-064	107-303	106-303
R3	107-219	107-138	106-258
R2	107-054	107-054	106-243
R1	106-293	106-293	106-228	107-014
PP	106-209	106-209	106-209	106-229
S1	106-128	106-128	106-197	106-169
S2	106-044	106-044	106-182
S3	105-199	105-283	106-167
S4	105-034	105-118	106-122

Weekly Pivots for week ending 04-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	111-157	110-191	107-107
R3	109-274	108-308	106-284
R2	108-072	108-072	106-236
R1	107-106	107-106	106-188	106-308
PP	106-189	106-189	106-189	106-130
S1	105-223	105-223	106-092	105-105
S2	104-307	104-307	106-044
S3	103-104	104-021	105-316
S4	101-222	102-138	105-173

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106-290	105-272	1-018	1.0%	0-164	0.5%	77%	True	False	7,738
10	107-245	105-272	1-292	1.8%	0-196	0.6%	42%	False	False	4,873
20	107-245	105-215	2-030	2.0%	0-196	0.6%	47%	False	False	2,647

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	0-051
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	109-031
2.618	108-082
1.618	107-237
1.000	107-135
0.618	107-072
HIGH	106-290
0.618	106-227
0.500	106-208
0.382	106-188
LOW	106-125
0.618	106-023
1.000	105-280
1.618	105-178
2.618	105-013
4.250	104-064

Fisher Pivots for day following 09-Nov-2022
Pivot	1 day	3 day
R1	106-211	106-192
PP	106-209	106-172
S1	106-208	106-151

Download as Excel Spreadsheet

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

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