ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 20-Dec-2022

Day Change Summary
	Previous	Current
	19-Dec-2022	20-Dec-2022	Change	Change %	Previous Week
Open	109-110	108-185	-0-245	-0.7%	108-222
High	109-110	108-212	-0-218	-0.6%	109-180
Low	108-255	108-160	-0-095	-0.3%	108-122
Close	108-268	108-212	-0-055	-0.2%	109-108
Range	0-175	0-052	-0-122	-70.0%	1-058
ATR	0-188	0-182	-0-006	-3.1%	0-000
Volume	746	59	-687	-92.1%	8,234

Daily Pivots for day following 20-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	109-032	109-015	108-241
R3	108-300	108-282	108-227
R2	108-248	108-248	108-222
R1	108-230	108-230	108-217	108-239
PP	108-195	108-195	108-195	108-199
S1	108-178	108-178	108-208	108-186
S2	108-142	108-142	108-203
S3	108-090	108-125	108-198
S4	108-038	108-072	108-184

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	109-125	108-160	0-285	0.8%	0-130	0.4%	18%	False	True	982
10	109-180	108-122	1-058	1.1%	0-158	0.5%	24%	False	False	1,333
20	109-180	107-128	2-052	2.0%	0-170	0.5%	58%	False	False	420,619
40	109-180	105-182	3-318	3.7%	0-187	0.5%	77%	False	False	761,006
60	109-180	105-148	4-032	3.8%	0-206	0.6%	78%	False	False	883,851
80	111-055	105-148	5-228	5.3%	0-204	0.6%	56%	False	False	919,994
100	114-105	105-148	8-278	8.2%	0-202	0.6%	36%	False	False	804,311

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 108 trading days

Fibonacci Retracements and Extensions
4.250	109-116
2.618	109-030
1.618	108-297
1.000	108-265
0.618	108-245
HIGH	108-212
0.618	108-192
0.500	108-186
0.382	108-180
LOW	108-160
0.618	108-128
1.000	108-108
1.618	108-075
2.618	108-023
4.250	107-257

Fisher Pivots for day following 20-Dec-2022
Pivot	1 day	3 day
R1	108-204	108-302
PP	108-195	108-272
S1	108-186	108-242

Download as Excel Spreadsheet

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

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