ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 19-Dec-2022

Day Change Summary
	Previous	Current
	16-Dec-2022	19-Dec-2022	Change	Change %	Previous Week
Open	109-065	109-110	0-045	0.1%	108-222
High	109-125	109-110	-0-015	0.0%	109-180
Low	108-285	108-255	-0-030	-0.1%	108-122
Close	109-108	108-268	-0-160	-0.5%	109-108
Range	0-160	0-175	0-015	9.4%	1-058
ATR	0-189	0-188	-0-001	-0.5%	0-000
Volume	7	746	739	10,557.1%	8,234

Daily Pivots for day following 19-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	110-202	110-090	109-044
R3	110-028	109-235	108-316
R2	109-172	109-172	108-300
R1	109-060	109-060	108-284	109-029
PP	108-318	108-318	108-318	108-302
S1	108-205	108-205	108-251	108-174
S2	108-142	108-142	108-235
S3	107-288	108-030	108-219
S4	107-112	107-175	108-171

Weekly Pivots for week ending 16-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	112-202	112-052	109-315
R3	111-145	110-315	109-211
R2	110-088	110-088	109-177
R1	109-258	109-258	109-142	110-012
PP	109-030	109-030	109-030	109-068
S1	108-200	108-200	109-073	108-275
S2	107-292	107-292	109-038
S3	106-235	107-142	109-004
S4	105-178	106-085	108-220

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109-180	108-170	1-010	0.9%	0-186	0.5%	30%	False	False	1,501
10	109-180	108-112	1-068	1.1%	0-162	0.5%	40%	False	False	1,535
20	109-180	107-128	2-052	2.0%	0-174	0.5%	66%	False	False	504,722
40	109-180	105-182	3-318	3.7%	0-191	0.5%	82%	False	False	788,261
60	109-180	105-148	4-032	3.8%	0-211	0.6%	82%	False	False	907,876
80	111-165	105-148	6-018	5.6%	0-205	0.6%	56%	False	False	939,589
100	114-105	105-148	8-278	8.1%	0-203	0.6%	38%	False	False	804,312

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	111-214
2.618	110-248
1.618	110-073
1.000	109-285
0.618	109-218
HIGH	109-110
0.618	109-043
0.500	109-022
0.382	109-002
LOW	108-255
0.618	108-147
1.000	108-080
1.618	107-292
2.618	107-117
4.250	106-151

Fisher Pivots for day following 19-Dec-2022
Pivot	1 day	3 day
R1	109-022	109-030
PP	108-318	109-002
S1	108-292	108-295

Download as Excel Spreadsheet

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

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