ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 23-Nov-2022

Day Change Summary
	Previous	Current
	22-Nov-2022	23-Nov-2022	Change	Change %	Previous Week
Open	107-262	108-005	0-062	0.2%	108-022
High	108-035	108-100	0-065	0.2%	108-235
Low	107-262	107-240	-0-022	-0.1%	107-258
Close	108-015	108-075	0-060	0.2%	107-305
Range	0-092	0-180	0-088	94.6%	0-298
ATR	0-193	0-192	-0-001	-0.5%	0-000
Volume	2,155,760	1,903,002	-252,758	-11.7%	355,034

Daily Pivots for day following 23-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	109-252	109-183	108-174
R3	109-072	109-003	108-124
R2	108-212	108-212	108-108
R1	108-143	108-143	108-092	108-178
PP	108-032	108-032	108-032	108-049
S1	107-283	107-283	108-058	107-318
S2	107-172	107-172	108-042
S3	106-312	107-103	108-026
S4	106-132	106-243	107-296

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	108-225	107-240	0-305	0.9%	0-147	0.4%	51%	False	True	1,027,263
10	108-235	106-210	2-025	1.9%	0-185	0.5%	76%	False	False	529,820
20	108-235	105-272	2-282	2.7%	0-190	0.6%	83%	False	False	267,346

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	110-225
2.618	109-251
1.618	109-071
1.000	108-280
0.618	108-211
HIGH	108-100
0.618	108-031
0.500	108-010
0.382	107-309
LOW	107-240
0.618	107-129
1.000	107-060
1.618	106-269
2.618	106-089
4.250	105-115

Fisher Pivots for day following 23-Nov-2022
Pivot	1 day	3 day
R1	108-053	108-053
PP	108-032	108-032
S1	108-010	108-010

Download as Excel Spreadsheet

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

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