ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 10-Nov-2022

Day Change Summary
	Previous	Current
	09-Nov-2022	10-Nov-2022	Change	Change %	Previous Week
Open	106-178	106-272	0-095	0.3%	106-292
High	106-290	108-090	1-120	1.3%	107-155
Low	106-125	106-210	0-085	0.2%	105-272
Close	106-212	108-065	1-172	1.4%	106-140
Range	0-165	1-200	1-035	215.2%	1-202
ATR	0-210	0-232	0-022	10.5%	0-000
Volume	14,272	30,958	16,686	116.9%	8,794

Daily Pivots for day following 10-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	112-188	112-007	109-031
R3	110-308	110-127	108-208
R2	109-108	109-108	108-160
R1	108-247	108-247	108-113	109-018
PP	107-228	107-228	107-228	107-274
S1	107-047	107-047	108-017	107-138
S2	106-028	106-028	107-290
S3	104-148	105-167	107-242
S4	102-268	103-287	107-099

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	108-090	105-272	2-138	2.2%	0-242	0.7%	97%	True	False	13,564
10	108-090	105-272	2-138	2.2%	0-218	0.6%	97%	True	False	7,782
20	108-090	105-215	2-195	2.4%	0-203	0.6%	97%	True	False	4,177

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-055
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	115-060
2.618	112-171
1.618	110-291
1.000	109-290
0.618	109-091
HIGH	108-090
0.618	107-211
0.500	107-150
0.382	107-089
LOW	106-210
0.618	105-209
1.000	105-010
1.618	104-009
2.618	102-129
4.250	99-240

Fisher Pivots for day following 10-Nov-2022
Pivot	1 day	3 day
R1	107-307	107-274
PP	107-228	107-162
S1	107-150	107-051

Download as Excel Spreadsheet

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

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