ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 27-Sep-2022

Day Change Summary
	Previous	Current
	26-Sep-2022	27-Sep-2022	Change	Change %	Previous Week
Open	107-200	106-212	-0-308	-0.9%	109-085
High	107-200	107-115	-0-085	-0.2%	109-102
Low	106-205	106-175	-0-030	-0.1%	107-052
Close	106-268	106-218	-0-050	-0.1%	107-185
Range	0-315	0-260	-0-055	-17.5%	2-050
ATR	0-210	0-214	0-004	1.7%	0-000
Volume	1,441,610	1,629,095	187,485	13.0%	5,631,032

Daily Pivots for day following 27-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	109-096	108-257	107-040
R3	108-156	107-317	106-289
R2	107-216	107-216	106-265
R1	107-057	107-057	106-241	107-136
PP	106-276	106-276	106-276	106-316
S1	106-117	106-117	106-194	106-196
S2	106-016	106-016	106-170
S3	105-076	105-177	106-146
S4	104-136	104-237	106-074

Weekly Pivots for week ending 23-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	114-157	113-061	108-244
R3	112-107	111-011	108-055
R2	110-057	110-057	107-312
R1	108-281	108-281	107-248	108-144
PP	108-007	108-007	108-007	107-258
S1	106-231	106-231	107-122	106-094
S2	105-277	105-277	107-058
S3	103-227	104-181	106-315
S4	101-177	102-131	106-126

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108-315	106-175	2-140	2.3%	0-270	0.8%	5%	False	True	1,430,664
10	109-192	106-175	3-018	2.9%	0-205	0.6%	4%	False	True	1,153,426
20	111-055	106-175	4-200	4.3%	0-204	0.6%	3%	False	True	1,050,176
40	114-105	106-175	7-250	7.3%	0-200	0.6%	2%	False	True	725,719

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	110-260
2.618	109-156
1.618	108-216
1.000	108-055
0.618	107-276
HIGH	107-115
0.618	107-016
0.500	106-305
0.382	106-274
LOW	106-175
0.618	106-014
1.000	105-235
1.618	105-074
2.618	104-134
4.250	103-030

Fisher Pivots for day following 27-Sep-2022
Pivot	1 day	3 day
R1	106-305	107-084
PP	106-276	107-022
S1	106-247	106-280

Download as Excel Spreadsheet

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

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