ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 06-Dec-2022

Day Change Summary
	Previous	Current
	05-Dec-2022	06-Dec-2022	Change	Change %	Previous Week
Open	109-072	108-245	-0-148	-0.4%	108-088
High	109-085	108-318	-0-088	-0.3%	109-148
Low	108-198	108-202	0-005	0.0%	107-245
Close	108-220	108-302	0-082	0.2%	109-092
Range	0-208	0-115	-0-092	-44.6%	1-222
ATR	0-209	0-202	-0-007	-3.2%	0-000
Volume	892,015	735,828	-156,187	-17.5%	7,042,566

Daily Pivots for day following 06-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	109-299	109-256	109-046
R3	109-184	109-141	109-014
R2	109-069	109-069	109-004
R1	109-026	109-026	108-313	109-048
PP	108-274	108-274	108-274	108-285
S1	108-231	108-231	108-292	108-252
S2	108-159	108-159	108-281
S3	108-044	108-116	108-271
S4	107-249	108-001	108-239

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%	0-239	0.7%	70%	False	False	1,231,478
10	109-148	107-240	1-228	1.6%	0-193	0.6%	70%	False	False	1,359,977
20	109-148	106-012	3-135	3.1%	0-192	0.6%	85%	False	False	743,346

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-055
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	110-166
2.618	109-299
1.618	109-184
1.000	109-112
0.618	109-069
HIGH	108-318
0.618	108-274
0.500	108-260
0.382	108-246
LOW	108-202
0.618	108-131
1.000	108-088
1.618	108-016
2.618	107-221
4.250	107-034

Fisher Pivots for day following 06-Dec-2022
Pivot	1 day	3 day
R1	108-288	109-005
PP	108-274	108-318
S1	108-260	108-310

Download as Excel Spreadsheet

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

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