ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 15-Nov-2022

Day Change Summary
	Previous	Current
	14-Nov-2022	15-Nov-2022	Change	Change %	Previous Week
Open	108-022	107-310	-0-032	-0.1%	106-160
High	108-022	108-192	0-170	0.5%	108-090
Low	107-258	107-300	0-042	0.1%	106-012
Close	107-318	108-110	0-112	0.3%	108-030
Range	0-085	0-212	0-128	150.0%	2-078
ATR	0-214	0-214	0-000	-0.1%	0-000
Volume	22,911	66,485	43,574	190.2%	68,864

Daily Pivots for day following 15-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	110-092	109-313	108-227
R3	109-199	109-101	108-168
R2	108-307	108-307	108-149
R1	108-208	108-208	108-129	108-258
PP	108-094	108-094	108-094	108-119
S1	107-316	107-316	108-091	108-045
S2	107-202	107-202	108-071
S3	106-309	107-103	108-052
S4	106-097	106-211	107-313

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	108-192	106-125	2-068	2.0%	0-218	0.6%	88%	True	False	27,532
10	108-192	105-272	2-240	2.5%	0-199	0.6%	91%	True	False	16,285
20	108-192	105-215	2-298	2.7%	0-197	0.6%	91%	True	False	8,785

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-044
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	111-136
2.618	110-109
1.618	109-216
1.000	109-085
0.618	109-004
HIGH	108-192
0.618	108-111
0.500	108-086
0.382	108-061
LOW	107-300
0.618	107-169
1.000	107-088
1.618	106-276
2.618	106-064
4.250	105-037

Fisher Pivots for day following 15-Nov-2022
Pivot	1 day	3 day
R1	108-102	108-095
PP	108-094	108-080
S1	108-086	108-065

Download as Excel Spreadsheet

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

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