ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 06-Dec-2022

Day Change Summary
	Previous	Current
	05-Dec-2022	06-Dec-2022	Change	Change %	Previous Week
Open	108-268	108-182	-0-085	-0.2%	107-295
High	108-300	108-210	-0-090	-0.3%	109-025
Low	108-108	108-112	0-005	0.0%	107-140
Close	108-128	108-205	0-078	0.2%	108-305
Range	0-192	0-098	-0-095	-49.4%	1-205
ATR	0-205	0-198	-0-008	-3.8%	0-000
Volume	6,881	2,073	-4,808	-69.9%	2,092,538

Daily Pivots for day following 06-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	109-148	109-114	108-259
R3	109-051	109-017	108-232
R2	108-273	108-273	108-223
R1	108-239	108-239	108-214	108-256
PP	108-176	108-176	108-176	108-184
S1	108-142	108-142	108-196	108-159
S2	108-078	108-078	108-187
S3	107-301	108-044	108-178
S4	107-203	107-267	108-151

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%	0-224	0.6%	73%	False	False	32,771
10	109-025	107-128	1-218	1.5%	0-182	0.5%	74%	False	False	839,905
20	109-025	105-255	3-090	3.0%	0-186	0.5%	87%	False	False	944,600
40	109-025	105-148	3-198	3.3%	0-204	0.6%	88%	False	False	1,023,840
60	110-152	105-148	5-005	4.6%	0-216	0.6%	63%	False	False	1,073,213
80	112-270	105-148	7-122	6.8%	0-205	0.6%	43%	False	False	1,003,960

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-052
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	109-304
2.618	109-145
1.618	109-048
1.000	108-308
0.618	108-270
HIGH	108-210
0.618	108-173
0.500	108-161
0.382	108-150
LOW	108-112
0.618	108-052
1.000	108-015
1.618	107-275
2.618	107-177
4.250	107-018

Fisher Pivots for day following 06-Dec-2022
Pivot	1 day	3 day
R1	108-190	108-208
PP	108-176	108-207
S1	108-161	108-206

Download as Excel Spreadsheet

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

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