ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 05-Dec-2022

Day Change Summary
	Previous	Current
	02-Dec-2022	05-Dec-2022	Change	Change %	Previous Week
Open	109-102	109-072	-0-030	-0.1%	108-088
High	109-148	109-085	-0-062	-0.2%	109-148
Low	108-182	108-198	0-015	0.0%	107-245
Close	109-092	108-220	-0-192	-0.6%	109-092
Range	0-285	0-208	-0-078	-27.2%	1-222
ATR	0-208	0-209	0-000	0.2%	0-000
Volume	1,390,833	892,015	-498,818	-35.9%	7,042,566

Daily Pivots for day following 05-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	110-257	110-126	109-014
R3	110-049	109-238	108-277
R2	109-162	109-162	108-258
R1	109-031	109-031	108-239	108-312
PP	108-274	108-274	108-274	108-255
S1	108-143	108-143	108-201	108-105
S2	108-067	108-067	108-182
S3	107-179	107-256	108-163
S4	106-292	107-048	108-106

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%	0-245	0.7%	54%	False	False	1,279,136
10	109-148	107-240	1-228	1.6%	0-194	0.6%	55%	False	False	1,371,436
20	109-148	106-012	3-135	3.1%	0-192	0.6%	77%	False	False	706,913

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-056
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112-007
2.618	110-308
1.618	110-101
1.000	109-292
0.618	109-213
HIGH	109-085
0.618	109-006
0.500	108-301
0.382	108-277
LOW	108-198
0.618	108-069
1.000	107-310
1.618	107-182
2.618	106-294
4.250	105-276

Fisher Pivots for day following 05-Dec-2022
Pivot	1 day	3 day
R1	108-301	109-005
PP	108-274	108-290
S1	108-247	108-255

Download as Excel Spreadsheet

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

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