ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 16-Dec-2022
Day Change Summary
Previous Current
15-Dec-2022 16-Dec-2022 Change Change % Previous Week
Open 109-172 109-152 -0-020 -0.1% 108-248
High 109-192 109-198 0-005 0.0% 109-262
Low 109-075 109-010 -0-065 -0.2% 108-190
Close 109-140 109-165 0-025 0.1% 109-165
Range 0-118 0-188 0-070 59.6% 1-072
ATR 0-199 0-199 -0-001 -0.4% 0-000
Volume 903,915 739,770 -164,145 -18.2% 4,838,129
Daily Pivots for day following 16-Dec-2022
Classic Woodie Camarilla DeMark
R4 111-047 110-293 109-268
R3 110-179 110-106 109-217
R2 109-312 109-312 109-199
R1 109-238 109-238 109-182 109-275
PP 109-124 109-124 109-124 109-142
S1 109-051 109-051 109-148 109-088
S2 108-257 108-257 109-131
S3 108-069 108-183 109-113
S4 107-202 107-316 109-062
Weekly Pivots for week ending 16-Dec-2022
Classic Woodie Camarilla DeMark
R4 112-317 112-153 110-061
R3 111-244 111-081 109-273
R2 110-172 110-172 109-237
R1 110-008 110-008 109-201 110-090
PP 109-099 109-099 109-099 109-140
S1 108-256 108-256 109-129 109-018
S2 108-027 108-027 109-093
S3 106-274 107-183 109-057
S4 105-202 106-111 108-269
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% 0-198 0.6% 75% False False 967,625
10 109-262 108-190 1-072 1.1% 0-186 0.5% 75% False False 874,860
20 109-262 107-240 2-022 1.9% 0-186 0.5% 85% False False 1,086,878
40 109-262 105-215 4-048 3.8% 0-197 0.6% 93% False False 550,253
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112-034
2.618 111-048
1.618 110-181
1.000 110-065
0.618 109-313
HIGH 109-198
0.618 109-126
0.500 109-104
0.382 109-082
LOW 109-010
0.618 108-214
1.000 108-142
1.618 108-027
2.618 107-159
4.250 106-173
Fisher Pivots for day following 16-Dec-2022
Pivot 1 day 3 day
R1 109-145 109-145
PP 109-124 109-124
S1 109-104 109-104

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

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