ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 10-Oct-2022

Day Change Summary
	Previous	Current
	07-Oct-2022	10-Oct-2022	Change	Change %	Previous Week
Open	107-110	107-008	-0-102	-0.3%	107-082
High	107-120	107-068	-0-052	-0.2%	108-230
Low	106-270	106-215	-0-055	-0.2%	106-270
Close	107-020	106-275	-0-065	-0.2%	107-020
Range	0-170	0-172	0-002	1.5%	1-280
ATR	0-239	0-234	-0-005	-2.0%	0-000
Volume	923,970	323,901	-600,069	-64.9%	5,385,830

Daily Pivots for day following 10-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	108-170	108-075	107-050
R3	107-318	107-222	107-002
R2	107-145	107-145	106-307
R1	107-050	107-050	106-291	107-011
PP	106-292	106-292	106-292	106-273
S1	106-198	106-198	106-259	106-159
S2	106-120	106-120	106-243
S3	105-268	106-025	106-228
S4	105-095	105-172	106-180

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	106-215	2-015	1.9%	0-196	0.6%	9%	False	True	890,632
10	108-230	106-172	2-058	2.0%	0-264	0.8%	15%	False	False	1,206,409
20	110-152	106-172	3-300	3.7%	0-240	0.7%	8%	False	False	1,171,957
40	112-270	106-172	6-098	5.9%	0-205	0.6%	5%	False	False	984,080

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	0-040
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	109-161
2.618	108-199
1.618	108-027
1.000	107-240
0.618	107-174
HIGH	107-068
0.618	107-002
0.500	106-301
0.382	106-281
LOW	106-215
0.618	106-108
1.000	106-042
1.618	105-256
2.618	105-083
4.250	104-122

Fisher Pivots for day following 10-Oct-2022
Pivot	1 day	3 day
R1	106-301	107-096
PP	106-292	107-049
S1	106-284	107-002

Download as Excel Spreadsheet

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

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