ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 04-Oct-2022

Day Change Summary
	Previous	Current
	03-Oct-2022	04-Oct-2022	Change	Change %	Previous Week
Open	107-082	108-065	0-302	0.9%	107-200
High	108-202	108-230	0-028	0.1%	108-032
Low	107-080	108-052	0-292	0.9%	106-172
Close	108-058	108-120	0-062	0.2%	107-162
Range	1-122	0-178	-0-265	-59.9%	1-180
ATR	0-252	0-246	-0-005	-2.1%	0-000
Volume	1,256,569	1,208,477	-48,092	-3.8%	7,795,975

Daily Pivots for day following 04-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	110-027	109-251	108-218
R3	109-169	109-073	108-169
R2	108-312	108-312	108-153
R1	108-216	108-216	108-136	108-264
PP	108-134	108-134	108-134	108-158
S1	108-038	108-038	108-104	108-086
S2	107-277	107-277	108-087
S3	107-099	107-181	108-071
S4	106-242	107-003	108-022

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	108-230	106-172	2-058	2.0%	0-316	0.9%	84%	True	False	1,438,063
10	108-315	106-172	2-142	2.3%	0-293	0.8%	75%	False	False	1,434,363
20	110-285	106-172	4-112	4.0%	0-234	0.7%	42%	False	False	1,157,397
40	113-080	106-172	6-228	6.2%	0-205	0.6%	27%	False	False	904,829

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-037
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	111-024
2.618	110-055
1.618	109-197
1.000	109-088
0.618	109-020
HIGH	108-230
0.618	108-162
0.500	108-141
0.382	108-120
LOW	108-052
0.618	107-263
1.000	107-195
1.618	107-085
2.618	106-228
4.250	105-258

Fisher Pivots for day following 04-Oct-2022
Pivot	1 day	3 day
R1	108-141	108-077
PP	108-134	108-034
S1	108-127	107-311

Download as Excel Spreadsheet

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

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