ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 07-Dec-2022
Day Change Summary
Previous Current
06-Dec-2022 07-Dec-2022 Change Change % Previous Week
Open 108-182 108-160 -0-022 -0.1% 107-295
High 108-210 109-065 0-175 0.5% 109-025
Low 108-112 108-160 0-048 0.1% 107-140
Close 108-205 109-062 0-178 0.5% 108-305
Range 0-098 0-225 0-128 130.8% 1-205
ATR 0-198 0-200 0-002 1.0% 0-000
Volume 2,073 1,030 -1,043 -50.3% 2,092,538
Daily Pivots for day following 07-Dec-2022
Classic Woodie Camarilla DeMark
R4 111-024 110-268 109-186
R3 110-119 110-043 109-124
R2 109-214 109-214 109-104
R1 109-138 109-138 109-083 109-176
PP 108-309 108-309 108-309 109-008
S1 108-233 108-233 109-042 108-271
S2 108-084 108-084 109-021
S3 107-179 108-008 109-001
S4 106-274 107-103 108-259
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
5 109-065 108-070 0-315 0.9% 0-196 0.6% 99% True False 11,153
10 109-065 107-128 1-258 1.7% 0-196 0.6% 100% True False 556,730
20 109-065 106-045 3-020 2.8% 0-188 0.5% 100% True False 908,220
40 109-065 105-148 3-238 3.4% 0-205 0.6% 100% True False 1,000,452
60 109-192 105-148 4-045 3.8% 0-214 0.6% 90% False False 1,048,732
80 112-258 105-148 7-110 6.7% 0-205 0.6% 51% False False 1,003,595
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-052
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112-061
2.618 111-014
1.618 110-109
1.000 109-290
0.618 109-204
HIGH 109-065
0.618 108-299
0.500 108-272
0.382 108-246
LOW 108-160
0.618 108-021
1.000 107-255
1.618 107-116
2.618 106-211
4.250 105-164
Fisher Pivots for day following 07-Dec-2022
Pivot 1 day 3 day
R1 109-026 109-017
PP 108-309 108-292
S1 108-272 108-246

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

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