ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 12-Dec-2022

Day Change Summary
	Previous	Current
	09-Dec-2022	12-Dec-2022	Change	Change %	Previous Week
Open	109-002	108-222	-0-100	-0.3%	108-268
High	109-008	108-250	-0-078	-0.2%	109-065
Low	108-168	108-122	-0-045	-0.1%	108-108
Close	108-192	108-142	-0-050	-0.1%	108-192
Range	0-160	0-128	-0-032	-20.3%	0-278
ATR	0-193	0-189	-0-005	-2.4%	0-000
Volume	32	1,475	1,443	4,509.4%	13,253

Daily Pivots for day following 12-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	109-234	109-156	108-213
R3	109-107	109-028	108-178
R2	108-299	108-299	108-166
R1	108-221	108-221	108-154	108-196
PP	108-172	108-172	108-172	108-159
S1	108-093	108-093	108-131	108-069
S2	108-044	108-044	108-119
S3	107-237	107-286	108-107
S4	107-109	107-158	108-072

Weekly Pivots for week ending 09-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	111-101	110-264	109-025
R3	110-143	109-307	108-269
R2	109-186	109-186	108-243
R1	109-029	109-029	108-218	108-289
PP	108-228	108-228	108-228	108-198
S1	108-072	108-072	108-167	108-011
S2	107-271	107-271	108-142
S3	106-313	107-114	108-116
S4	106-036	106-157	108-040

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109-065	108-112	0-272	0.8%	0-139	0.4%	11%	False	False	1,569
10	109-065	107-140	1-245	1.6%	0-185	0.5%	57%	False	False	58,223
20	109-065	107-128	1-258	1.7%	0-168	0.5%	58%	False	False	754,822
40	109-065	105-148	3-238	3.5%	0-194	0.6%	80%	False	False	910,911
60	109-102	105-148	3-275	3.6%	0-213	0.6%	77%	False	False	1,001,602
80	112-052	105-148	6-225	6.2%	0-204	0.6%	45%	False	False	1,000,816
100	114-105	105-148	8-278	8.2%	0-203	0.6%	34%	False	False	804,250

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	0-034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	110-152
2.618	109-264
1.618	109-136
1.000	109-058
0.618	109-009
HIGH	108-250
0.618	108-201
0.500	108-186
0.382	108-171
LOW	108-122
0.618	108-044
1.000	107-315
1.618	107-236
2.618	107-109
4.250	106-221

Fisher Pivots for day following 12-Dec-2022
Pivot	1 day	3 day
R1	108-186	108-225
PP	108-172	108-198
S1	108-157	108-170

Download as Excel Spreadsheet

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

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