ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 11-Nov-2022

Day Change Summary
	Previous	Current
	10-Nov-2022	11-Nov-2022	Change	Change %	Previous Week
Open	106-272	108-042	1-090	1.2%	106-160
High	108-090	108-080	-0-010	0.0%	108-090
Low	106-210	107-295	1-085	1.2%	106-012
Close	108-065	108-030	-0-035	-0.1%	108-030
Range	1-200	0-105	-1-095	-79.8%	2-078
ATR	0-232	0-223	-0-009	-3.9%	0-000
Volume	30,958	3,036	-27,922	-90.2%	68,864

Daily Pivots for day following 11-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	109-023	108-292	108-088
R3	108-238	108-187	108-059
R2	108-133	108-133	108-049
R1	108-082	108-082	108-040	108-055
PP	108-028	108-028	108-028	108-015
S1	107-297	107-297	108-020	107-270
S2	107-243	107-243	108-011
S3	107-138	107-192	108-001
S4	107-033	107-087	107-292

Weekly Pivots for week ending 11-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	114-063	113-124	109-105
R3	111-306	111-047	108-227
R2	109-228	109-228	108-162
R1	108-289	108-289	108-096	109-099
PP	107-151	107-151	107-151	107-216
S1	106-212	106-212	107-284	107-021
S2	105-073	105-073	107-218
S3	102-316	104-134	107-153
S4	100-238	102-057	106-275

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108-090	106-012	2-078	2.1%	0-216	0.6%	92%	False	False	13,772
10	108-090	105-272	2-138	2.2%	0-204	0.6%	92%	False	False	7,765
20	108-090	105-215	2-195	2.4%	0-196	0.6%	93%	False	False	4,328

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-052
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	109-206
2.618	109-035
1.618	108-250
1.000	108-185
0.618	108-145
HIGH	108-080
0.618	108-040
0.500	108-028
0.382	108-015
LOW	107-295
0.618	107-230
1.000	107-190
1.618	107-125
2.618	107-020
4.250	106-169

Fisher Pivots for day following 11-Nov-2022
Pivot	1 day	3 day
R1	108-029	107-269
PP	108-028	107-188
S1	108-028	107-108

Download as Excel Spreadsheet

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

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