ECBOT 5 Year T-Note Future December 2022

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

Day Change Summary
	Previous	Current
	29-Sep-2022	30-Sep-2022	Change	Change %	Previous Week
Open	107-282	107-172	-0-110	-0.3%	107-200
High	107-290	108-005	0-035	0.1%	108-032
Low	107-082	107-072	-0-010	0.0%	106-172
Close	107-248	107-162	-0-085	-0.2%	107-162
Range	0-208	0-252	0-045	21.7%	1-180
ATR	0-236	0-237	0-001	0.5%	0-000
Volume	1,316,585	1,385,545	68,960	5.2%	7,795,975

Daily Pivots for day following 30-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	109-304	109-166	107-301
R3	109-052	108-233	107-232
R2	108-119	108-119	107-209
R1	107-301	107-301	107-186	107-244
PP	107-187	107-187	107-187	107-158
S1	107-048	107-048	107-139	106-311
S2	106-254	106-254	107-116
S3	106-002	106-116	107-093
S4	105-069	105-183	107-024

Weekly Pivots for week ending 30-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	112-022	111-112	108-118
R3	110-162	109-252	107-300
R2	108-302	108-302	107-254
R1	108-072	108-072	107-208	107-258
PP	107-122	107-122	107-122	107-055
S1	106-212	106-212	107-117	106-078
S2	105-262	105-262	107-071
S3	104-082	105-032	107-025
S4	102-222	103-172	106-208

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	1.5%	0-307	0.9%	62%	False	False	1,559,195
10	109-102	106-172	2-250	2.6%	0-260	0.8%	35%	False	False	1,342,700
20	110-310	106-172	4-138	4.1%	0-228	0.7%	22%	False	False	1,130,433
40	113-120	106-172	6-268	6.4%	0-202	0.6%	14%	False	False	843,288

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-039
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111-118
2.618	110-026
1.618	109-094
1.000	108-258
0.618	108-161
HIGH	108-005
0.618	107-229
0.500	107-199
0.382	107-169
LOW	107-072
0.618	106-236
1.000	106-140
1.618	105-304
2.618	105-051
4.250	103-279

Fisher Pivots for day following 30-Sep-2022
Pivot	1 day	3 day
R1	107-199	107-142
PP	107-187	107-122
S1	107-175	107-102

Download as Excel Spreadsheet

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

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