ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 08-Dec-2022
Day Change Summary
Previous Current
07-Dec-2022 08-Dec-2022 Change Change % Previous Week
Open 108-285 109-132 0-168 0.5% 108-088
High 109-170 109-135 -0-035 -0.1% 109-148
Low 108-255 108-318 0-062 0.2% 107-245
Close 109-160 109-018 -0-142 -0.4% 109-092
Range 0-235 0-138 -0-098 -41.5% 1-222
ATR 0-204 0-201 -0-003 -1.5% 0-000
Volume 856,949 759,673 -97,276 -11.4% 7,042,566
Daily Pivots for day following 08-Dec-2022
Classic Woodie Camarilla DeMark
R4 110-142 110-058 109-093
R3 110-005 109-240 109-055
R2 109-188 109-188 109-043
R1 109-102 109-102 109-030 109-076
PP 109-050 109-050 109-050 109-037
S1 108-285 108-285 109-005 108-259
S2 108-232 108-232 108-312
S3 108-095 108-148 108-300
S4 107-278 108-010 108-262
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
5 109-170 108-182 0-308 0.9% 0-196 0.6% 50% False False 927,059
10 109-170 107-245 1-245 1.6% 0-203 0.6% 73% False False 1,115,763
20 109-170 106-210 2-280 2.6% 0-194 0.6% 83% False False 822,792
40 109-170 105-215 3-275 3.5% 0-195 0.6% 88% False False 412,719
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 0-050
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111-079
2.618 110-175
1.618 110-037
1.000 109-272
0.618 109-220
HIGH 109-135
0.618 109-082
0.500 109-066
0.382 109-050
LOW 108-318
0.618 108-233
1.000 108-180
1.618 108-095
2.618 107-278
4.250 107-053
Fisher Pivots for day following 08-Dec-2022
Pivot 1 day 3 day
R1 109-066 109-026
PP 109-050 109-023
S1 109-034 109-020

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

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