ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 25-Nov-2022

Day Change Summary
	Previous	Current
	23-Nov-2022	25-Nov-2022	Change	Change %	Previous Week
Open	108-005	108-078	0-072	0.2%	107-305
High	108-100	108-188	0-088	0.3%	108-188
Low	107-240	107-310	0-070	0.2%	107-240
Close	108-075	108-078	0-002	0.0%	108-078
Range	0-180	0-198	0-018	9.7%	0-268
ATR	0-192	0-192	0-000	0.2%	0-000
Volume	1,903,002	870,607	-1,032,395	-54.3%	5,779,785

Daily Pivots for day following 25-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	110-038	109-255	108-186
R3	109-160	109-058	108-132
R2	108-282	108-282	108-114
R1	108-180	108-180	108-096	108-176
PP	108-085	108-085	108-085	108-083
S1	107-302	107-302	108-059	107-299
S2	107-208	107-208	108-041
S3	107-010	107-105	108-023
S4	106-132	106-228	107-289

Weekly Pivots for week ending 25-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	110-224	110-098	108-225
R3	109-277	109-151	108-151
R2	109-009	109-009	108-127
R1	108-203	108-203	108-102	108-266
PP	108-062	108-062	108-062	108-093
S1	107-256	107-256	108-053	107-319
S2	107-114	107-114	108-028
S3	106-167	106-308	108-004
S4	105-219	106-041	107-250

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108-188	107-240	0-268	0.8%	0-147	0.4%	59%	True	False	1,189,279
10	108-235	107-240	0-315	0.9%	0-153	0.4%	50%	False	False	613,785
20	108-235	105-272	2-282	2.7%	0-185	0.5%	83%	False	False	310,784

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	111-067
2.618	110-065
1.618	109-187
1.000	109-065
0.618	108-310
HIGH	108-188
0.618	108-112
0.500	108-089
0.382	108-065
LOW	107-310
0.618	107-188
1.000	107-112
1.618	106-310
2.618	106-113
4.250	105-111

Fisher Pivots for day following 25-Nov-2022
Pivot	1 day	3 day
R1	108-089	108-070
PP	108-085	108-062
S1	108-081	108-054

Download as Excel Spreadsheet

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

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