ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 06-Oct-2022

Day Change Summary
	Previous	Current
	05-Oct-2022	06-Oct-2022	Change	Change %	Previous Week
Open	108-090	107-265	-0-145	-0.4%	107-200
High	108-148	107-298	-0-170	-0.5%	108-032
Low	107-202	107-100	-0-102	-0.3%	106-172
Close	107-270	107-125	-0-145	-0.4%	107-162
Range	0-265	0-198	-0-068	-25.5%	1-180
ATR	0-248	0-244	-0-004	-1.4%	0-000
Volume	1,092,635	904,179	-188,456	-17.2%	7,795,975

Daily Pivots for day following 06-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	109-127	109-003	107-234
R3	108-249	108-126	107-179
R2	108-052	108-052	107-161
R1	107-248	107-248	107-143	107-211
PP	107-174	107-174	107-174	107-156
S1	107-051	107-051	107-107	107-014
S2	106-297	106-297	107-089
S3	106-099	106-173	107-071
S4	105-222	105-296	107-016

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%	0-267	0.8%	11%	False	False	1,169,481
10	108-230	106-172	2-058	2.0%	0-288	0.8%	39%	False	False	1,360,604
20	110-198	106-172	4-025	3.8%	0-237	0.7%	21%	False	False	1,176,311
40	113-000	106-172	6-148	6.0%	0-205	0.6%	13%	False	False	954,037

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	110-177
2.618	109-175
1.618	108-297
1.000	108-175
0.618	108-100
HIGH	107-298
0.618	107-222
0.500	107-199
0.382	107-175
LOW	107-100
0.618	106-298
1.000	106-222
1.618	106-100
2.618	105-223
4.250	104-221

Fisher Pivots for day following 06-Oct-2022
Pivot	1 day	3 day
R1	107-199	108-005
PP	107-174	107-258
S1	107-150	107-192

Download as Excel Spreadsheet

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

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