ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 11-Oct-2022

Day Change Summary
	Previous	Current
	10-Oct-2022	11-Oct-2022	Change	Change %	Previous Week
Open	107-008	106-295	-0-032	-0.1%	107-082
High	107-068	107-085	0-018	0.1%	108-230
Low	106-215	106-208	-0-008	0.0%	106-270
Close	106-275	106-295	0-020	0.1%	107-020
Range	0-172	0-198	0-025	14.5%	1-280
ATR	0-234	0-232	-0-003	-1.1%	0-000
Volume	323,901	936,563	612,662	189.2%	5,385,830

Daily Pivots for day following 11-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	108-255	108-152	107-084
R3	108-058	107-275	107-029
R2	107-180	107-180	107-011
R1	107-078	107-078	106-313	107-074
PP	106-302	106-302	106-302	106-301
S1	106-200	106-200	106-277	106-196
S2	106-105	106-105	106-259
S3	105-228	106-002	106-241
S4	105-030	105-125	106-186

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	108-148	106-208	1-260	1.7%	0-200	0.6%	15%	False	True	836,249
10	108-230	106-172	2-058	2.0%	0-258	0.8%	18%	False	False	1,137,156
20	109-192	106-172	3-020	2.9%	0-232	0.7%	13%	False	False	1,145,291
40	112-258	106-172	6-085	5.9%	0-206	0.6%	6%	False	False	1,006,738

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	109-284
2.618	108-282
1.618	108-085
1.000	107-282
0.618	107-207
HIGH	107-085
0.618	107-010
0.500	106-306
0.382	106-283
LOW	106-208
0.618	106-085
1.000	106-010
1.618	105-208
2.618	105-010
4.250	104-008

Fisher Pivots for day following 11-Oct-2022
Pivot	1 day	3 day
R1	106-306	107-004
PP	106-302	106-314
S1	106-299	106-305

Download as Excel Spreadsheet

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

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