ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 19-Dec-2022

Day Change Summary
	Previous	Current
	16-Dec-2022	19-Dec-2022	Change	Change %	Previous Week
Open	109-152	109-148	-0-005	0.0%	108-248
High	109-198	109-150	-0-048	-0.1%	109-262
Low	109-010	109-005	-0-005	0.0%	108-190
Close	109-165	109-028	-0-138	-0.4%	109-165
Range	0-188	0-145	-0-042	-22.7%	1-072
ATR	0-199	0-196	-0-003	-1.4%	0-000
Volume	739,770	495,836	-243,934	-33.0%	4,838,129

Daily Pivots for day following 19-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	110-176	110-087	109-107
R3	110-031	109-262	109-067
R2	109-206	109-206	109-054
R1	109-117	109-117	109-041	109-089
PP	109-061	109-061	109-061	109-047
S1	108-292	108-292	109-014	108-264
S2	108-236	108-236	109-001
S3	108-091	108-147	108-308
S4	107-266	108-002	108-268

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	108-218	1-045	1.0%	0-199	0.6%	36%	False	False	929,510
10	109-262	108-190	1-072	1.1%	0-180	0.5%	40%	False	False	835,242
20	109-262	107-240	2-022	1.9%	0-187	0.5%	65%	False	False	1,103,339
40	109-262	105-272	3-310	3.6%	0-194	0.6%	81%	False	False	562,640

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	0-037
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111-126
2.618	110-210
1.618	110-065
1.000	109-295
0.618	109-240
HIGH	109-150
0.618	109-095
0.500	109-078
0.382	109-060
LOW	109-005
0.618	108-235
1.000	108-180
1.618	108-090
2.618	107-265
4.250	107-029

Fisher Pivots for day following 19-Dec-2022
Pivot	1 day	3 day
R1	109-078	109-101
PP	109-061	109-077
S1	109-044	109-052

Download as Excel Spreadsheet

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

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