ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 03-Oct-2022

Day Change Summary
	Previous	Current
	30-Sep-2022	03-Oct-2022	Change	Change %	Previous Week
Open	107-172	107-082	-0-090	-0.3%	107-200
High	108-005	108-202	0-198	0.6%	108-032
Low	107-072	107-080	0-008	0.0%	106-172
Close	107-162	108-058	0-215	0.6%	107-162
Range	0-252	1-122	0-190	75.2%	1-180
ATR	0-237	0-252	0-015	6.2%	0-000
Volume	1,385,545	1,256,569	-128,976	-9.3%	7,795,975

Daily Pivots for day following 03-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	112-054	111-178	108-301
R3	110-252	110-056	108-179
R2	109-129	109-129	108-139
R1	108-253	108-253	108-098	109-031
PP	108-007	108-007	108-007	108-056
S1	107-131	107-131	108-017	107-229
S2	106-204	106-204	107-296
S3	105-082	106-008	107-256
S4	103-279	104-206	107-134

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	108-202	106-172	2-030	1.9%	1-012	1.0%	78%	True	False	1,522,186
10	109-022	106-172	2-170	2.3%	0-290	0.8%	65%	False	False	1,400,493
20	110-310	106-172	4-138	4.1%	0-239	0.7%	37%	False	False	1,144,764
40	113-080	106-172	6-228	6.2%	0-204	0.6%	24%	False	False	874,644

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-038
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114-163
2.618	112-081
1.618	110-278
1.000	110-005
0.618	109-156
HIGH	108-202
0.618	108-033
0.500	107-301
0.382	107-249
LOW	107-080
0.618	106-127
1.000	105-278
1.618	105-004
2.618	103-202
4.250	101-119

Fisher Pivots for day following 03-Oct-2022
Pivot	1 day	3 day
R1	108-032	108-031
PP	108-007	108-004
S1	107-301	107-298

Download as Excel Spreadsheet

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

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