ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 30-Nov-2022

Day Change Summary
	Previous	Current
	29-Nov-2022	30-Nov-2022	Change	Change %	Previous Week
Open	108-085	108-030	-0-055	-0.2%	107-305
High	108-155	108-315	0-160	0.5%	108-188
Low	108-010	107-245	-0-085	-0.2%	107-240
Close	108-038	108-182	0-145	0.4%	108-078
Range	0-145	1-070	0-245	169.0%	0-268
ATR	0-184	0-199	0-015	8.0%	0-000
Volume	974,114	1,858,616	884,502	90.8%	5,779,785

Daily Pivots for day following 30-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	112-031	111-177	109-077
R3	110-281	110-107	108-290
R2	109-211	109-211	108-254
R1	109-037	109-037	108-218	109-124
PP	108-141	108-141	108-141	108-184
S1	107-287	107-287	108-147	108-054
S2	107-071	107-071	108-111
S3	106-001	106-217	108-075
S4	104-251	105-147	107-288

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	108-315	107-240	1-075	1.1%	0-206	0.6%	66%	True	False	1,429,048
10	108-315	107-240	1-075	1.1%	0-178	0.5%	66%	True	False	1,041,705
20	108-315	105-272	3-042	2.9%	0-188	0.5%	87%	True	False	528,995

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-058
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	114-052
2.618	112-056
1.618	110-306
1.000	110-065
0.618	109-236
HIGH	108-315
0.618	108-166
0.500	108-120
0.382	108-074
LOW	107-245
0.618	107-004
1.000	106-175
1.618	105-254
2.618	104-184
4.250	102-188

Fisher Pivots for day following 30-Nov-2022
Pivot	1 day	3 day
R1	108-162	108-162
PP	108-141	108-141
S1	108-120	108-120

Download as Excel Spreadsheet

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

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