ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 29-Sep-2022

Day Change Summary
	Previous	Current
	28-Sep-2022	29-Sep-2022	Change	Change %	Previous Week
Open	106-248	107-282	1-035	1.0%	109-085
High	108-032	107-290	-0-062	-0.2%	109-102
Low	106-172	107-082	0-230	0.7%	107-052
Close	108-020	107-248	-0-092	-0.3%	107-185
Range	1-180	0-208	-0-292	-58.5%	2-050
ATR	0-234	0-236	0-002	0.7%	0-000
Volume	2,023,140	1,316,585	-706,555	-34.9%	5,631,032

Daily Pivots for day following 29-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	109-189	109-106	108-042
R3	108-302	108-218	107-305
R2	108-094	108-094	107-286
R1	108-011	108-011	107-267	107-269
PP	107-207	107-207	107-207	107-176
S1	107-123	107-123	107-228	107-061
S2	106-319	106-319	107-209
S3	106-112	106-236	107-190
S4	105-224	106-028	107-133

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	108-032	106-172	1-180	1.4%	0-308	0.9%	79%	False	False	1,551,727
10	109-118	106-172	2-265	2.6%	0-248	0.7%	44%	False	False	1,293,133
20	110-310	106-172	4-138	4.1%	0-224	0.6%	28%	False	False	1,111,324
40	113-145	106-172	6-292	6.4%	0-200	0.6%	18%	False	False	808,866

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	110-212
2.618	109-193
1.618	108-306
1.000	108-178
0.618	108-098
HIGH	107-290
0.618	107-211
0.500	107-186
0.382	107-162
LOW	107-082
0.618	106-274
1.000	106-195
1.618	106-067
2.618	105-179
4.250	104-161

Fisher Pivots for day following 29-Sep-2022
Pivot	1 day	3 day
R1	107-227	107-199
PP	107-207	107-151
S1	107-186	107-102

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

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