ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 02-Dec-2022

Day Change Summary
	Previous	Current
	01-Dec-2022	02-Dec-2022	Change	Change %	Previous Week
Open	108-315	109-102	0-108	0.3%	108-088
High	109-115	109-148	0-032	0.1%	109-148
Low	108-238	108-182	-0-055	-0.2%	107-245
Close	109-082	109-092	0-010	0.0%	109-092
Range	0-198	0-285	0-088	44.3%	1-222
ATR	0-202	0-208	0-006	2.9%	0-000
Volume	1,280,102	1,390,833	110,731	8.7%	7,042,566

Daily Pivots for day following 02-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	111-249	111-136	109-249
R3	110-284	110-171	109-171
R2	109-319	109-319	109-145
R1	109-206	109-206	109-119	109-120
PP	109-034	109-034	109-034	108-311
S1	108-241	108-241	109-066	108-155
S2	108-069	108-069	109-040
S3	107-104	107-276	109-014
S4	106-139	106-311	108-256

Weekly Pivots for week ending 02-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-296	113-097	110-071
R3	112-073	111-194	109-242
R2	110-171	110-171	109-192
R1	109-292	109-292	109-142	110-071
PP	108-268	108-268	108-268	108-318
S1	108-069	108-069	109-043	108-169
S2	107-046	107-046	108-313
S3	105-143	106-167	108-263
S4	103-241	104-264	108-114

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109-148	107-245	1-222	1.6%	0-227	0.6%	90%	True	False	1,408,513
10	109-148	107-240	1-228	1.6%	0-187	0.5%	90%	True	False	1,298,896
20	109-148	105-272	3-195	3.3%	0-194	0.6%	95%	True	False	662,412

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-058
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-079
2.618	111-254
1.618	110-289
1.000	110-112
0.618	110-004
HIGH	109-148
0.618	109-039
0.500	109-005
0.382	108-291
LOW	108-182
0.618	108-006
1.000	107-218
1.618	107-041
2.618	106-076
4.250	104-251

Fisher Pivots for day following 02-Dec-2022
Pivot	1 day	3 day
R1	109-063	109-020
PP	109-034	108-268
S1	109-005	108-196

Download as Excel Spreadsheet

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

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