ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 15-Dec-2022

Day Change Summary
	Previous	Current
	14-Dec-2022	15-Dec-2022	Change	Change %	Previous Week
Open	109-070	109-080	0-010	0.0%	108-268
High	109-120	109-120	0-000	0.0%	109-065
Low	108-285	109-012	0-048	0.1%	108-108
Close	109-048	109-075	0-028	0.1%	108-192
Range	0-155	0-108	-0-048	-30.6%	0-278
ATR	0-197	0-191	-0-006	-3.3%	0-000
Volume	2,727	1,373	-1,354	-49.7%	13,253

Daily Pivots for day following 15-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	110-072	110-021	109-134
R3	109-284	109-233	109-105
R2	109-177	109-177	109-095
R1	109-126	109-126	109-085	109-098
PP	109-069	109-069	109-069	109-055
S1	109-018	109-018	109-065	108-310
S2	108-282	108-282	109-055
S3	108-174	108-231	109-045
S4	108-067	108-123	109-016

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%	0-176	0.5%	72%	False	False	1,651
10	109-180	108-070	1-110	1.2%	0-176	0.5%	76%	False	False	3,740
20	109-180	107-128	2-052	2.0%	0-173	0.5%	85%	False	False	594,733
40	109-180	105-148	4-032	3.8%	0-195	0.6%	92%	False	False	851,420
60	109-180	105-148	4-032	3.8%	0-214	0.6%	92%	False	False	955,031
80	111-205	105-148	6-058	5.7%	0-205	0.6%	61%	False	False	986,182
100	114-105	105-148	8-278	8.1%	0-205	0.6%	43%	False	False	804,307

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-022
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	110-257
2.618	110-081
1.618	109-294
1.000	109-228
0.618	109-186
HIGH	109-120
0.618	109-079
0.500	109-066
0.382	109-054
LOW	109-012
0.618	108-266
1.000	108-225
1.618	108-159
2.618	108-051
4.250	107-196

Fisher Pivots for day following 15-Dec-2022
Pivot	1 day	3 day
R1	109-072	109-055
PP	109-069	109-035
S1	109-066	109-015

Download as Excel Spreadsheet

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

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