ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 02-Dec-2022

Day Change Summary
	Previous	Current
	01-Dec-2022	02-Dec-2022	Change	Change %	Previous Week
Open	108-190	108-315	0-125	0.4%	107-295
High	108-310	109-025	0-035	0.1%	109-025
Low	108-122	108-070	-0-052	-0.2%	107-140
Close	108-282	108-305	0-022	0.1%	108-305
Range	0-188	0-275	0-088	46.7%	1-205
ATR	0-201	0-206	0-005	2.6%	0-000
Volume	29,857	15,927	-13,930	-46.7%	2,092,538

Daily Pivots for day following 02-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	111-105	111-000	109-136
R3	110-150	110-045	109-061
R2	109-195	109-195	109-035
R1	109-090	109-090	109-010	109-005
PP	108-240	108-240	108-240	108-198
S1	108-135	108-135	108-280	108-050
S2	107-285	107-285	108-255
S3	107-010	107-180	108-229
S4	106-055	106-225	108-154

Weekly Pivots for week ending 02-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-132	112-263	109-274
R3	111-247	111-058	109-129
R2	110-042	110-042	109-081
R1	109-173	109-173	109-033	109-268
PP	108-157	108-157	108-157	108-204
S1	107-288	107-288	108-257	108-062
S2	106-272	106-272	108-209
S3	105-067	106-083	108-161
S4	103-182	104-198	108-016

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109-025	107-140	1-205	1.5%	0-217	0.6%	92%	True	False	418,507
10	109-025	107-128	1-218	1.5%	0-179	0.5%	93%	True	False	1,085,722
20	109-025	105-182	3-162	3.2%	0-190	0.5%	96%	True	False	1,033,132
40	109-025	105-148	3-198	3.3%	0-205	0.6%	97%	True	False	1,054,813
60	110-198	105-148	5-050	4.7%	0-216	0.6%	68%	False	False	1,095,313
80	113-000	105-148	7-172	6.9%	0-205	0.6%	46%	False	False	1,004,425

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	0-054
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112-234
2.618	111-105
1.618	110-150
1.000	109-300
0.618	109-195
HIGH	109-025
0.618	108-240
0.500	108-208
0.382	108-175
LOW	108-070
0.618	107-220
1.000	107-115
1.618	106-265
2.618	105-310
4.250	104-181

Fisher Pivots for day following 02-Dec-2022
Pivot	1 day	3 day
R1	108-272	108-231
PP	108-240	108-157
S1	108-208	108-082

Download as Excel Spreadsheet

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

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