ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 01-Dec-2022

Day Change Summary
	Previous	Current
	30-Nov-2022	01-Dec-2022	Change	Change %	Previous Week
Open	107-240	108-190	0-270	0.8%	107-188
High	108-190	108-310	0-120	0.3%	108-062
Low	107-140	108-122	0-302	0.9%	107-128
Close	108-072	108-282	0-210	0.6%	107-278
Range	1-050	0-188	-0-182	-49.3%	0-255
ATR	0-198	0-201	0-003	1.4%	0-000
Volume	109,120	29,857	-79,263	-72.6%	7,979,683

Daily Pivots for day following 01-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	110-161	110-089	109-066
R3	109-293	109-222	109-014
R2	109-106	109-106	108-317
R1	109-034	109-034	108-300	109-070
PP	108-238	108-238	108-238	108-256
S1	108-167	108-167	108-265	108-202
S2	108-051	108-051	108-248
S3	107-183	107-299	108-231
S4	106-316	107-112	108-179

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	108-310	107-140	1-170	1.4%	0-199	0.6%	94%	True	False	615,795
10	108-310	107-128	1-182	1.4%	0-171	0.5%	95%	True	False	1,185,725
20	108-310	105-182	3-128	3.1%	0-186	0.5%	97%	True	False	1,088,037
40	108-310	105-148	3-162	3.2%	0-204	0.6%	98%	True	False	1,077,019
60	110-285	105-148	5-138	5.0%	0-215	0.6%	63%	False	False	1,109,204
80	113-080	105-148	7-252	7.2%	0-206	0.6%	44%	False	False	1,004,471

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	0-054
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111-147
2.618	110-161
1.618	109-293
1.000	109-178
0.618	109-106
HIGH	108-310
0.618	108-238
0.500	108-216
0.382	108-194
LOW	108-122
0.618	108-007
1.000	107-255
1.618	107-139
2.618	106-272
4.250	105-286

Fisher Pivots for day following 01-Dec-2022
Pivot	1 day	3 day
R1	108-260	108-210
PP	108-238	108-138
S1	108-216	108-065

Download as Excel Spreadsheet

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

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