ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 18-Nov-2022

Day Change Summary
	Previous	Current
	17-Nov-2022	18-Nov-2022	Change	Change %	Previous Week
Open	108-192	108-065	-0-128	-0.4%	108-022
High	108-225	108-098	-0-128	-0.4%	108-235
Low	108-028	107-280	-0-068	-0.2%	107-258
Close	108-070	107-305	-0-085	-0.2%	107-305
Range	0-198	0-138	-0-060	-30.4%	0-298
ATR	0-211	0-206	-0-005	-2.5%	0-000
Volume	60,528	166,612	106,084	175.3%	355,034

Daily Pivots for day following 18-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	109-107	109-023	108-061
R3	108-289	108-206	108-023
R2	108-152	108-152	108-010
R1	108-068	108-068	107-318	108-041
PP	108-014	108-014	108-014	108-001
S1	107-251	107-251	107-292	107-224
S2	107-197	107-197	107-280
S3	107-059	107-113	107-267
S4	106-242	106-296	107-229

Weekly Pivots for week ending 18-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	110-305	110-122	108-149
R3	110-008	109-145	108-067
R2	109-030	109-030	108-040
R1	108-168	108-168	108-012	108-110
PP	108-052	108-052	108-052	108-024
S1	107-190	107-190	107-278	107-132
S2	107-075	107-075	107-250
S3	106-098	106-212	107-223
S4	105-120	105-235	107-141

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108-235	107-258	0-298	0.9%	0-165	0.5%	16%	False	False	71,006
10	108-235	106-012	2-222	2.5%	0-190	0.6%	71%	False	False	42,389
20	108-235	105-272	2-282	2.7%	0-201	0.6%	73%	False	False	21,941

Crabel Price Patterns
NR	True
NR4	True
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	0-035
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	110-042
2.618	109-137
1.618	109-000
1.000	108-235
0.618	108-182
HIGH	108-098
0.618	108-045
0.500	108-029
0.382	108-013
LOW	107-280
0.618	107-195
1.000	107-142
1.618	107-058
2.618	106-240
4.250	106-016

Fisher Pivots for day following 18-Nov-2022
Pivot	1 day	3 day
R1	108-029	108-098
PP	108-014	108-060
S1	108-000	108-022

Download as Excel Spreadsheet

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

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