ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 16-Nov-2022

Day Change Summary
	Previous	Current
	15-Nov-2022	16-Nov-2022	Change	Change %	Previous Week
Open	107-310	108-152	0-162	0.5%	106-160
High	108-192	108-235	0-042	0.1%	108-090
Low	107-300	108-042	0-062	0.2%	106-012
Close	108-110	108-205	0-095	0.3%	108-030
Range	0-212	0-192	-0-020	-9.4%	2-078
ATR	0-214	0-212	-0-002	-0.7%	0-000
Volume	66,485	38,498	-27,987	-42.1%	68,864

Daily Pivots for day following 16-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	110-098	110-024	108-311
R3	109-226	109-152	108-258
R2	109-033	109-033	108-240
R1	108-279	108-279	108-223	108-316
PP	108-161	108-161	108-161	108-179
S1	108-087	108-087	108-187	108-124
S2	107-288	107-288	108-170
S3	107-096	107-214	108-152
S4	106-223	107-022	108-099

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	108-235	106-210	2-025	1.9%	0-223	0.6%	95%	True	False	32,377
10	108-235	105-272	2-282	2.7%	0-193	0.6%	97%	True	False	20,058
20	108-235	105-215	3-020	2.8%	0-206	0.6%	97%	True	False	10,697

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	0-040
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111-093
2.618	110-099
1.618	109-226
1.000	109-108
0.618	109-034
HIGH	108-235
0.618	108-161
0.500	108-139
0.382	108-116
LOW	108-042
0.618	107-244
1.000	107-170
1.618	107-051
2.618	106-179
4.250	105-184

Fisher Pivots for day following 16-Nov-2022
Pivot	1 day	3 day
R1	108-183	108-165
PP	108-161	108-126
S1	108-139	108-086

Download as Excel Spreadsheet

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

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