ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 01-Dec-2022

Day Change Summary
	Previous	Current
	30-Nov-2022	01-Dec-2022	Change	Change %	Previous Week
Open	108-030	108-315	0-285	0.8%	107-305
High	108-315	109-115	0-120	0.3%	108-188
Low	107-245	108-238	0-312	0.9%	107-240
Close	108-182	109-082	0-220	0.6%	108-078
Range	1-070	0-198	-0-192	-49.4%	0-268
ATR	0-199	0-202	0-004	1.9%	0-000
Volume	1,858,616	1,280,102	-578,514	-31.1%	5,779,785

Daily Pivots for day following 01-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	110-311	110-234	109-191
R3	110-113	110-037	109-137
R2	109-236	109-236	109-119
R1	109-159	109-159	109-101	109-198
PP	109-038	109-038	109-038	109-058
S1	108-282	108-282	109-064	109-000
S2	108-161	108-161	109-046
S3	107-283	108-084	109-028
S4	107-086	107-207	108-294

Weekly Pivots for week ending 25-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	110-224	110-098	108-225
R3	109-277	109-151	108-151
R2	109-009	109-009	108-127
R1	108-203	108-203	108-102	108-266
PP	108-062	108-062	108-062	108-093
S1	107-256	107-256	108-053	107-319
S2	107-114	107-114	108-028
S3	106-167	106-308	108-004
S4	105-219	106-041	107-250

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109-115	107-245	1-190	1.5%	0-210	0.6%	94%	True	False	1,304,468
10	109-115	107-240	1-195	1.5%	0-178	0.5%	94%	True	False	1,165,865
20	109-115	105-272	3-162	3.2%	0-186	0.5%	97%	True	False	592,961

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-057
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111-314
2.618	110-312
1.618	110-115
1.000	109-312
0.618	109-237
HIGH	109-115
0.618	109-040
0.500	109-016
0.382	108-313
LOW	108-238
0.618	108-115
1.000	108-040
1.618	107-238
2.618	107-040
4.250	106-038

Fisher Pivots for day following 01-Dec-2022
Pivot	1 day	3 day
R1	109-060	109-008
PP	109-038	108-254
S1	109-016	108-180

Download as Excel Spreadsheet

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

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