ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 28-Nov-2022

Day Change Summary
	Previous	Current
	25-Nov-2022	28-Nov-2022	Change	Change %	Previous Week
Open	108-078	108-088	0-010	0.0%	107-305
High	108-188	108-178	-0-010	0.0%	108-188
Low	107-310	108-060	0-070	0.2%	107-240
Close	108-078	108-070	-0-008	0.0%	108-078
Range	0-198	0-118	-0-080	-40.5%	0-268
ATR	0-192	0-187	-0-005	-2.8%	0-000
Volume	870,607	1,538,901	668,294	76.8%	5,779,785

Daily Pivots for day following 28-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	109-135	109-060	108-135
R3	109-018	108-262	108-102
R2	108-220	108-220	108-092
R1	108-145	108-145	108-081	108-124
PP	108-102	108-102	108-102	108-092
S1	108-028	108-028	108-059	108-006
S2	107-305	107-305	108-048
S3	107-188	107-230	108-038
S4	107-070	107-112	108-005

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%	0-143	0.4%	56%	False	False	1,463,737
10	108-235	107-240	0-315	0.9%	0-154	0.4%	48%	False	False	767,372
20	108-235	105-272	2-282	2.7%	0-179	0.5%	82%	False	False	387,568

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-041
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	110-037
2.618	109-165
1.618	109-048
1.000	108-295
0.618	108-250
HIGH	108-178
0.618	108-133
0.500	108-119
0.382	108-105
LOW	108-060
0.618	107-307
1.000	107-262
1.618	107-190
2.618	107-072
4.250	106-201

Fisher Pivots for day following 28-Nov-2022
Pivot	1 day	3 day
R1	108-119	108-065
PP	108-102	108-059
S1	108-086	108-054

Download as Excel Spreadsheet

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

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