ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 13-Dec-2022
Day Change Summary
Previous Current
12-Dec-2022 13-Dec-2022 Change Change % Previous Week
Open 108-248 108-230 -0-018 -0.1% 109-072
High 109-012 109-262 0-250 0.7% 109-170
Low 108-190 108-218 0-028 0.1% 108-198
Close 108-212 109-120 0-228 0.7% 108-278
Range 0-142 1-045 0-222 156.1% 0-292
ATR 0-195 0-208 0-012 6.4% 0-000
Volume 686,412 1,324,899 638,487 93.0% 3,910,479
Daily Pivots for day following 13-Dec-2022
Classic Woodie Camarilla DeMark
R4 112-228 112-059 110-001
R3 111-183 111-014 109-220
R2 110-138 110-138 109-187
R1 109-289 109-289 109-153 110-054
PP 109-093 109-093 109-093 109-136
S1 108-244 108-244 109-087 109-009
S2 108-048 108-048 109-053
S3 107-003 107-199 109-020
S4 105-278 106-154 108-239
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
5 109-262 108-190 1-072 1.1% 0-210 0.6% 64% True False 858,789
10 109-262 107-245 2-018 1.9% 0-224 0.6% 78% True False 1,045,134
20 109-262 107-240 2-022 1.9% 0-192 0.5% 78% True False 953,813
40 109-262 105-215 4-048 3.8% 0-193 0.6% 89% True False 479,643
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 114-214
2.618 112-258
1.618 111-213
1.000 110-308
0.618 110-168
HIGH 109-262
0.618 109-123
0.500 109-080
0.382 109-037
LOW 108-218
0.618 107-312
1.000 107-172
1.618 106-267
2.618 105-222
4.250 103-266
Fisher Pivots for day following 13-Dec-2022
Pivot 1 day 3 day
R1 109-107 109-102
PP 109-093 109-084
S1 109-080 109-066

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

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