ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 07-Oct-2022

Day Change Summary
	Previous	Current
	06-Oct-2022	07-Oct-2022	Change	Change %	Previous Week
Open	107-265	107-110	-0-155	-0.4%	107-082
High	107-298	107-120	-0-178	-0.5%	108-230
Low	107-100	106-270	-0-150	-0.4%	106-270
Close	107-125	107-020	-0-105	-0.3%	107-020
Range	0-198	0-170	-0-028	-13.9%	1-280
ATR	0-244	0-239	-0-005	-2.0%	0-000
Volume	904,179	923,970	19,791	2.2%	5,385,830

Daily Pivots for day following 07-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	108-220	108-130	107-114
R3	108-050	107-280	107-067
R2	107-200	107-200	107-051
R1	107-110	107-110	107-036	107-070
PP	107-030	107-030	107-030	107-010
S1	106-260	106-260	107-004	106-220
S2	106-180	106-180	106-309
S3	106-010	106-090	106-293
S4	105-160	105-240	106-246

Weekly Pivots for week ending 07-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-053	111-317	108-030
R3	111-093	110-037	107-185
R2	109-133	109-133	107-130
R1	108-077	108-077	107-075	107-285
PP	107-173	107-173	107-173	107-118
S1	106-117	106-117	106-285	106-005
S2	105-213	105-213	106-230
S3	103-253	104-157	106-175
S4	101-293	102-197	106-010

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108-230	106-270	1-280	1.8%	0-250	0.7%	12%	False	True	1,077,166
10	108-230	106-172	2-058	2.0%	0-279	0.8%	24%	False	False	1,318,180
20	110-152	106-172	3-300	3.7%	0-238	0.7%	13%	False	False	1,189,238
40	112-270	106-172	6-098	5.9%	0-204	0.6%	8%	False	False	976,548

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	0-034
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	109-202
2.618	108-245
1.618	108-075
1.000	107-290
0.618	107-225
HIGH	107-120
0.618	107-055
0.500	107-035
0.382	107-015
LOW	106-270
0.618	106-165
1.000	106-100
1.618	105-315
2.618	105-145
4.250	104-188

Fisher Pivots for day following 07-Oct-2022
Pivot	1 day	3 day
R1	107-035	107-209
PP	107-030	107-146
S1	107-025	107-083

Download as Excel Spreadsheet

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

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