ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 05-Oct-2022

Day Change Summary
	Previous	Current
	04-Oct-2022	05-Oct-2022	Change	Change %	Previous Week
Open	108-065	108-090	0-025	0.1%	107-200
High	108-230	108-148	-0-082	-0.2%	108-032
Low	108-052	107-202	-0-170	-0.5%	106-172
Close	108-120	107-270	-0-170	-0.5%	107-162
Range	0-178	0-265	0-088	49.3%	1-180
ATR	0-246	0-248	0-001	0.5%	0-000
Volume	1,208,477	1,092,635	-115,842	-9.6%	7,795,975

Daily Pivots for day following 05-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	110-148	109-314	108-096
R3	109-203	109-049	108-023
R2	108-258	108-258	107-319
R1	108-104	108-104	107-294	108-049
PP	107-313	107-313	107-313	107-286
S1	107-159	107-159	107-246	107-104
S2	107-048	107-048	107-221
S3	106-103	106-214	107-197
S4	105-158	105-269	107-124

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	107-072	1-158	1.4%	0-269	0.8%	41%	False	False	1,251,962
10	108-230	106-172	2-058	2.0%	0-294	0.9%	60%	False	False	1,418,369
20	110-285	106-172	4-112	4.0%	0-238	0.7%	30%	False	False	1,173,573
40	113-080	106-172	6-228	6.2%	0-208	0.6%	19%	False	False	931,923

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	0-035
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111-314
2.618	110-201
1.618	109-256
1.000	109-092
0.618	108-311
HIGH	108-148
0.618	108-046
0.500	108-015
0.382	107-304
LOW	107-202
0.618	107-039
1.000	106-258
1.618	106-094
2.618	105-149
4.250	104-036

Fisher Pivots for day following 05-Oct-2022
Pivot	1 day	3 day
R1	108-015	107-315
PP	107-313	107-300
S1	107-292	107-285

Download as Excel Spreadsheet

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

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