ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 30-Nov-2022
Day Change Summary
Previous Current
29-Nov-2022 30-Nov-2022 Change Change % Previous Week
Open 107-275 107-240 -0-035 -0.1% 107-188
High 108-032 108-190 0-158 0.5% 108-062
Low 107-220 107-140 -0-080 -0.2% 107-128
Close 107-248 108-072 0-145 0.4% 107-278
Range 0-132 1-050 0-238 179.2% 0-255
ATR 0-185 0-198 0-013 7.2% 0-000
Volume 412,606 109,120 -303,486 -73.6% 7,979,683
Daily Pivots for day following 30-Nov-2022
Classic Woodie Camarilla DeMark
R4 111-178 111-015 108-276
R3 110-128 109-285 108-174
R2 109-078 109-078 108-140
R1 108-235 108-235 108-106 108-316
PP 108-028 108-028 108-028 108-068
S1 107-185 107-185 108-039 107-266
S2 106-298 106-298 108-005
S3 105-248 106-135 107-291
S4 104-198 105-085 107-189
Weekly Pivots for week ending 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 110-068 109-268 108-098
R3 109-132 109-012 108-028
R2 108-198 108-198 108-004
R1 108-078 108-078 107-301 108-138
PP 107-262 107-262 107-262 107-292
S1 107-142 107-142 107-254 107-202
S2 107-008 107-008 107-231
S3 106-072 106-208 107-207
S4 105-138 105-272 107-137
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108-190 107-128 1-062 1.1% 0-196 0.6% 69% True False 1,102,308
10 108-190 107-128 1-062 1.1% 0-171 0.5% 69% True False 1,283,609
20 108-190 105-182 3-008 2.8% 0-190 0.5% 88% True False 1,155,096
40 108-190 105-148 3-042 2.9% 0-205 0.6% 88% True False 1,103,589
60 110-285 105-148 5-138 5.0% 0-215 0.6% 51% False False 1,121,525
80 113-080 105-148 7-252 7.2% 0-205 0.6% 36% False False 1,004,209
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-057
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 113-162
2.618 111-199
1.618 110-149
1.000 109-240
0.618 109-099
HIGH 108-190
0.618 108-049
0.500 108-005
0.382 107-281
LOW 107-140
0.618 106-231
1.000 106-090
1.618 105-181
2.618 104-131
4.250 102-168
Fisher Pivots for day following 30-Nov-2022
Pivot 1 day 3 day
R1 108-050 108-050
PP 108-028 108-028
S1 108-005 108-005

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

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