ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 21-Dec-2022

Day Change Summary
	Previous	Current
	20-Dec-2022	21-Dec-2022	Change	Change %	Previous Week
Open	109-025	108-250	-0-095	-0.3%	108-248
High	109-035	109-038	0-002	0.0%	109-262
Low	108-195	108-210	0-015	0.0%	108-190
Close	108-250	108-268	0-018	0.1%	109-165
Range	0-160	0-148	-0-012	-7.8%	1-072
ATR	0-193	0-190	-0-003	-1.7%	0-000
Volume	814,776	547,557	-267,219	-32.8%	4,838,129

Daily Pivots for day following 21-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	110-081	110-002	109-029
R3	109-253	109-174	108-308
R2	109-106	109-106	108-295
R1	109-027	109-027	108-281	109-066
PP	108-278	108-278	108-278	108-298
S1	108-199	108-199	108-254	108-239
S2	108-131	108-131	108-240
S3	107-303	108-052	108-227
S4	107-156	107-224	108-186

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%	0-152	0.4%	22%	False	False	700,370
10	109-262	108-190	1-072	1.1%	0-175	0.5%	20%	False	False	812,198
20	109-262	107-240	2-022	1.9%	0-191	0.5%	52%	False	False	1,021,147
40	109-262	105-272	3-310	3.6%	0-190	0.5%	75%	False	False	596,678

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-035
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111-024
2.618	110-104
1.618	109-276
1.000	109-185
0.618	109-129
HIGH	109-038
0.618	108-301
0.500	108-284
0.382	108-266
LOW	108-210
0.618	108-119
1.000	108-062
1.618	107-291
2.618	107-144
4.250	106-223

Fisher Pivots for day following 21-Dec-2022
Pivot	1 day	3 day
R1	108-284	109-012
PP	108-278	108-311
S1	108-273	108-289

Download as Excel Spreadsheet

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

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