ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 08-Dec-2022
Day Change Summary
Previous Current
07-Dec-2022 08-Dec-2022 Change Change % Previous Week
Open 108-160 109-000 0-160 0.5% 107-295
High 109-065 109-000 -0-065 -0.2% 109-025
Low 108-160 108-235 0-075 0.2% 107-140
Close 109-062 108-250 -0-132 -0.4% 108-305
Range 0-225 0-085 -0-140 -62.2% 1-205
ATR 0-200 0-196 -0-004 -1.9% 0-000
Volume 1,030 3,237 2,207 214.3% 2,092,538
Daily Pivots for day following 08-Dec-2022
Classic Woodie Camarilla DeMark
R4 109-203 109-152 108-297
R3 109-118 109-067 108-273
R2 109-033 109-033 108-266
R1 108-302 108-302 108-258 108-285
PP 108-268 108-268 108-268 108-260
S1 108-217 108-217 108-242 108-200
S2 108-183 108-183 108-234
S3 108-098 108-132 108-227
S4 108-013 108-047 108-203
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% 0-175 0.5% 57% False False 5,829
10 109-065 107-140 1-245 1.6% 0-187 0.5% 76% False False 310,812
20 109-065 106-130 2-255 2.6% 0-184 0.5% 85% False False 866,353
40 109-065 105-148 3-238 3.4% 0-203 0.6% 89% False False 979,243
60 109-140 105-148 3-312 3.7% 0-213 0.6% 83% False False 1,031,214
80 112-138 105-148 6-310 6.4% 0-204 0.6% 48% False False 1,002,877
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 0-044
Narrowest range in 96 trading days
Fibonacci Retracements and Extensions
4.250 110-041
2.618 109-223
1.618 109-138
1.000 109-085
0.618 109-053
HIGH 109-000
0.618 108-288
0.500 108-278
0.382 108-267
LOW 108-235
0.618 108-182
1.000 108-150
1.618 108-097
2.618 108-012
4.250 107-194
Fisher Pivots for day following 08-Dec-2022
Pivot 1 day 3 day
R1 108-278 108-250
PP 108-268 108-249
S1 108-259 108-249

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

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