ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 15-Dec-2022
Day Change Summary
Previous Current
14-Dec-2022 15-Dec-2022 Change Change % Previous Week
Open 109-110 109-172 0-062 0.2% 109-072
High 109-198 109-192 -0-005 0.0% 109-170
Low 109-018 109-075 0-058 0.2% 108-198
Close 109-112 109-140 0-028 0.1% 108-278
Range 0-180 0-118 -0-062 -34.7% 0-292
ATR 0-206 0-199 -0-006 -3.1% 0-000
Volume 1,183,133 903,915 -279,218 -23.6% 3,910,479
Daily Pivots for day following 15-Dec-2022
Classic Woodie Camarilla DeMark
R4 110-168 110-112 109-205
R3 110-051 109-314 109-172
R2 109-253 109-253 109-162
R1 109-197 109-197 109-151 109-166
PP 109-136 109-136 109-136 109-121
S1 109-079 109-079 109-129 109-049
S2 109-018 109-018 109-118
S3 108-221 108-282 109-108
S4 108-103 108-164 109-075
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% 0-195 0.6% 69% False False 952,874
10 109-262 108-182 1-080 1.1% 0-196 0.6% 69% False False 939,967
20 109-262 107-240 2-022 1.9% 0-187 0.5% 82% False False 1,052,916
40 109-262 105-215 4-048 3.8% 0-197 0.6% 91% False False 531,806
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 0-038
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 111-052
2.618 110-180
1.618 110-063
1.000 109-310
0.618 109-265
HIGH 109-192
0.618 109-148
0.500 109-134
0.382 109-120
LOW 109-075
0.618 109-002
1.000 108-278
1.618 108-205
2.618 108-087
4.250 107-216
Fisher Pivots for day following 15-Dec-2022
Pivot 1 day 3 day
R1 109-138 109-120
PP 109-136 109-100
S1 109-134 109-080

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

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