ECBOT 5 Year T-Note Future December 2022

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

Day Change Summary
	Previous	Current
	27-Sep-2022	28-Sep-2022	Change	Change %	Previous Week
Open	106-212	106-248	0-035	0.1%	109-085
High	107-115	108-032	0-238	0.7%	109-102
Low	106-175	106-172	-0-002	0.0%	107-052
Close	106-218	108-020	1-122	1.3%	107-185
Range	0-260	1-180	0-240	92.3%	2-050
ATR	0-214	0-234	0-020	9.6%	0-000
Volume	1,629,095	2,023,140	394,045	24.2%	5,631,032

Daily Pivots for day following 28-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	112-082	111-231	108-295
R3	110-222	110-051	108-158
R2	109-042	109-042	108-112
R1	108-191	108-191	108-066	108-276
PP	107-182	107-182	107-182	107-224
S1	107-011	107-011	107-294	107-096
S2	106-002	106-002	107-248
S3	104-142	105-151	107-202
S4	102-282	103-291	107-065

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	108-190	106-172	2-018	1.9%	0-319	0.9%	74%	False	True	1,584,776
10	109-140	106-172	2-288	2.7%	0-242	0.7%	53%	False	True	1,250,313
20	110-310	106-172	4-138	4.1%	0-221	0.6%	34%	False	True	1,100,171
40	113-145	106-172	6-292	6.4%	0-201	0.6%	22%	False	True	776,059

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	0-036
Widest range in 50 trading days

Fibonacci Retracements and Extensions
4.250	114-238
2.618	112-062
1.618	110-202
1.000	109-212
0.618	109-022
HIGH	108-032
0.618	107-162
0.500	107-102
0.382	107-044
LOW	106-172
0.618	105-184
1.000	104-312
1.618	104-004
2.618	102-144
4.250	99-288

Fisher Pivots for day following 28-Sep-2022
Pivot	1 day	3 day
R1	107-261	107-261
PP	107-182	107-182
S1	107-102	107-102

Download as Excel Spreadsheet

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

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