ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 14-Dec-2022
Day Change Summary
Previous Current
13-Dec-2022 14-Dec-2022 Change Change % Previous Week
Open 108-230 109-110 0-200 0.6% 109-072
High 109-262 109-198 -0-065 -0.2% 109-170
Low 108-218 109-018 0-120 0.3% 108-198
Close 109-120 109-112 -0-008 0.0% 108-278
Range 1-045 0-180 -0-185 -50.7% 0-292
ATR 0-208 0-206 -0-002 -1.0% 0-000
Volume 1,324,899 1,183,133 -141,766 -10.7% 3,910,479
Daily Pivots for day following 14-Dec-2022
Classic Woodie Camarilla DeMark
R4 111-009 110-241 109-212
R3 110-149 110-061 109-162
R2 109-289 109-289 109-146
R1 109-201 109-201 109-129 109-245
PP 109-109 109-109 109-109 109-131
S1 109-021 109-021 109-096 109-065
S2 108-249 108-249 109-080
S3 108-069 108-161 109-063
S4 107-209 107-301 109-014
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% 0-199 0.6% 62% False False 924,026
10 109-262 108-182 1-080 1.1% 0-204 0.6% 63% False False 977,585
20 109-262 107-240 2-022 1.9% 0-191 0.5% 77% False False 1,009,645
40 109-262 105-215 4-048 3.8% 0-194 0.6% 89% False False 509,215
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 0-044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112-002
2.618 111-029
1.618 110-169
1.000 110-058
0.618 109-309
HIGH 109-198
0.618 109-129
0.500 109-108
0.382 109-086
LOW 109-018
0.618 108-226
1.000 108-158
1.618 108-046
2.618 107-186
4.250 106-212
Fisher Pivots for day following 14-Dec-2022
Pivot 1 day 3 day
R1 109-111 109-097
PP 109-109 109-082
S1 109-108 109-066

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

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