ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 21-Nov-2022

Day Change Summary
	Previous	Current
	18-Nov-2022	21-Nov-2022	Change	Change %	Previous Week
Open	108-065	107-305	-0-080	-0.2%	108-022
High	108-098	108-060	-0-038	-0.1%	108-235
Low	107-280	107-252	-0-028	-0.1%	107-258
Close	107-305	107-288	-0-018	-0.1%	107-305
Range	0-138	0-128	-0-010	-7.3%	0-298
ATR	0-206	0-200	-0-006	-2.7%	0-000
Volume	166,612	850,416	683,804	410.4%	355,034

Daily Pivots for day following 21-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	109-049	108-296	108-038
R3	108-242	108-168	108-003
R2	108-114	108-114	107-311
R1	108-041	108-041	107-299	108-014
PP	107-307	107-307	107-307	107-293
S1	107-233	107-233	107-276	107-206
S2	107-179	107-179	107-264
S3	107-052	107-106	107-252
S4	106-244	106-298	107-217

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	107-252	0-302	0.9%	0-174	0.5%	12%	False	True	236,507
10	108-235	106-012	2-222	2.5%	0-191	0.6%	69%	False	False	126,714
20	108-235	105-272	2-282	2.7%	0-196	0.6%	71%	False	False	64,452

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	109-282
2.618	109-074
1.618	108-266
1.000	108-188
0.618	108-139
HIGH	108-060
0.618	108-011
0.500	107-316
0.382	107-301
LOW	107-252
0.618	107-174
1.000	107-125
1.618	107-046
2.618	106-239
4.250	106-031

Fisher Pivots for day following 21-Nov-2022
Pivot	1 day	3 day
R1	107-316	108-079
PP	107-307	108-042
S1	107-297	108-005

Download as Excel Spreadsheet

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

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