ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 14-Dec-2022

Day Change Summary
	Previous	Current
	13-Dec-2022	14-Dec-2022	Change	Change %	Previous Week
Open	108-182	109-070	0-208	0.6%	108-268
High	109-180	109-120	-0-060	-0.2%	109-065
Low	108-170	108-285	0-115	0.3%	108-108
Close	109-048	109-048	0-000	0.0%	108-192
Range	1-010	0-155	-0-175	-53.0%	0-278
ATR	0-201	0-197	-0-003	-1.6%	0-000
Volume	2,652	2,727	75	2.8%	13,253

Daily Pivots for day following 14-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	110-189	110-113	109-133
R3	110-034	109-278	109-090
R2	109-199	109-199	109-076
R1	109-123	109-123	109-062	109-084
PP	109-044	109-044	109-044	109-024
S1	108-288	108-288	109-033	108-249
S2	108-209	108-209	109-019
S3	108-054	108-133	109-005
S4	107-219	107-298	108-282

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	109-180	108-122	1-058	1.1%	0-172	0.5%	65%	False	False	2,024
10	109-180	108-070	1-110	1.2%	0-184	0.5%	69%	False	False	6,589
20	109-180	107-128	2-052	2.0%	0-177	0.5%	81%	False	False	645,099
40	109-180	105-148	4-032	3.8%	0-197	0.6%	90%	False	False	872,455
60	109-180	105-148	4-032	3.8%	0-216	0.6%	90%	False	False	975,885
80	111-260	105-148	6-112	5.8%	0-205	0.6%	58%	False	False	996,744
100	114-105	105-148	8-278	8.1%	0-205	0.6%	42%	False	False	804,294

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111-139
2.618	110-206
1.618	110-051
1.000	109-275
0.618	109-216
HIGH	109-120
0.618	109-061
0.500	109-042
0.382	109-024
LOW	108-285
0.618	108-189
1.000	108-130
1.618	108-034
2.618	107-199
4.250	106-266

Fisher Pivots for day following 14-Dec-2022
Pivot	1 day	3 day
R1	109-046	109-029
PP	109-044	109-010
S1	109-042	108-311

Download as Excel Spreadsheet

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

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