ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 21-Dec-2022

Day Change Summary
	Previous	Current
	20-Dec-2022	21-Dec-2022	Change	Change %	Previous Week
Open	108-185	108-220	0-035	0.1%	108-222
High	108-212	108-292	0-080	0.2%	109-180
Low	108-160	108-185	0-025	0.1%	108-122
Close	108-212	108-230	0-018	0.1%	109-108
Range	0-052	0-108	0-055	104.8%	1-058
ATR	0-182	0-177	-0-005	-2.9%	0-000
Volume	59	149	90	152.5%	8,234

Daily Pivots for day following 21-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	109-238	109-182	108-289
R3	109-131	109-074	108-260
R2	109-023	109-023	108-250
R1	108-287	108-287	108-240	108-315
PP	108-236	108-236	108-236	108-250
S1	108-179	108-179	108-220	108-208
S2	108-128	108-128	108-210
S3	108-021	108-072	108-200
S4	107-233	107-284	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	109-125	108-160	0-285	0.8%	0-120	0.3%	25%	False	False	466
10	109-180	108-122	1-058	1.1%	0-146	0.4%	28%	False	False	1,245
20	109-180	107-128	2-052	2.0%	0-171	0.5%	61%	False	False	278,988
40	109-180	105-182	3-318	3.7%	0-184	0.5%	79%	False	False	730,933
60	109-180	105-148	4-032	3.8%	0-204	0.6%	79%	False	False	856,701
80	111-055	105-148	5-228	5.3%	0-204	0.6%	57%	False	False	905,070
100	114-105	105-148	8-278	8.2%	0-202	0.6%	37%	False	False	804,309

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	110-109
2.618	109-254
1.618	109-146
1.000	109-080
0.618	109-039
HIGH	108-292
0.618	108-251
0.500	108-239
0.382	108-226
LOW	108-185
0.618	108-119
1.000	108-078
1.618	108-011
2.618	107-224
4.250	107-048

Fisher Pivots for day following 21-Dec-2022
Pivot	1 day	3 day
R1	108-239	108-295
PP	108-236	108-273
S1	108-233	108-252

Download as Excel Spreadsheet

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

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