ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 12-Dec-2022

Day Change Summary
	Previous	Current
	09-Dec-2022	12-Dec-2022	Change	Change %	Previous Week
Open	109-028	108-248	-0-100	-0.3%	109-072
High	109-098	109-012	-0-085	-0.2%	109-170
Low	108-248	108-190	-0-058	-0.2%	108-198
Close	108-278	108-212	-0-065	-0.2%	108-278
Range	0-170	0-142	-0-028	-16.2%	0-292
ATR	0-199	0-195	-0-004	-2.0%	0-000
Volume	666,014	686,412	20,398	3.1%	3,910,479

Daily Pivots for day following 12-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	110-032	109-265	108-291
R3	109-210	109-122	108-252
R2	109-068	109-068	108-239
R1	108-300	108-300	108-226	108-272
PP	108-245	108-245	108-245	108-231
S1	108-158	108-158	108-199	108-130
S2	108-102	108-102	108-186
S3	107-280	108-015	108-173
S4	107-138	107-192	108-134

Weekly Pivots for week ending 09-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	111-239	111-071	109-118
R3	110-267	110-098	109-038
R2	109-294	109-294	109-011
R1	109-126	109-126	108-304	109-064
PP	109-002	109-002	109-002	108-291
S1	108-153	108-153	108-251	108-091
S2	108-029	108-029	108-224
S3	107-057	107-181	108-197
S4	106-084	106-208	108-117

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109-170	108-190	0-300	0.9%	0-160	0.5%	8%	False	True	740,975
10	109-170	107-245	1-245	1.6%	0-202	0.6%	51%	False	False	1,010,055
20	109-170	107-240	1-250	1.6%	0-178	0.5%	51%	False	False	888,713
40	109-170	105-215	3-275	3.6%	0-187	0.5%	78%	False	False	446,521

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	0-051
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	110-298
2.618	110-066
1.618	109-243
1.000	109-155
0.618	109-101
HIGH	109-012
0.618	108-278
0.500	108-261
0.382	108-244
LOW	108-190
0.618	108-102
1.000	108-048
1.618	107-279
2.618	107-137
4.250	106-224

Fisher Pivots for day following 12-Dec-2022
Pivot	1 day	3 day
R1	108-261	109-002
PP	108-245	108-286
S1	108-229	108-249

Download as Excel Spreadsheet

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

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