ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 20-Dec-2022

Day Change Summary
	Previous	Current
	19-Dec-2022	20-Dec-2022	Change	Change %	Previous Week
Open	109-148	109-025	-0-122	-0.3%	108-248
High	109-150	109-035	-0-115	-0.3%	109-262
Low	109-005	108-195	-0-130	-0.4%	108-190
Close	109-028	108-250	-0-098	-0.3%	109-165
Range	0-145	0-160	0-015	10.3%	1-072
ATR	0-196	0-193	-0-003	-1.3%	0-000
Volume	495,836	814,776	318,940	64.3%	4,838,129

Daily Pivots for day following 20-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	110-107	110-018	109-018
R3	109-267	109-178	108-294
R2	109-107	109-107	108-279
R1	109-018	109-018	108-265	108-302
PP	108-267	108-267	108-267	108-249
S1	108-178	108-178	108-235	108-142
S2	108-107	108-107	108-221
S3	107-267	108-018	108-206
S4	107-107	107-178	108-162

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	109-198	108-195	1-002	0.9%	0-158	0.5%	17%	False	True	827,486
10	109-262	108-190	1-072	1.1%	0-184	0.5%	15%	False	False	843,137
20	109-262	107-240	2-022	1.9%	0-188	0.5%	50%	False	False	1,101,557
40	109-262	105-272	3-310	3.6%	0-192	0.6%	74%	False	False	583,005

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111-075
2.618	110-134
1.618	109-294
1.000	109-195
0.618	109-134
HIGH	109-035
0.618	108-294
0.500	108-275
0.382	108-256
LOW	108-195
0.618	108-096
1.000	108-035
1.618	107-256
2.618	107-096
4.250	106-155

Fisher Pivots for day following 20-Dec-2022
Pivot	1 day	3 day
R1	108-275	109-036
PP	108-267	109-001
S1	108-258	108-285

Download as Excel Spreadsheet

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

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