ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 22-Dec-2022

Day Change Summary
	Previous	Current
	21-Dec-2022	22-Dec-2022	Change	Change %	Previous Week
Open	108-250	108-282	0-032	0.1%	108-248
High	109-038	109-005	-0-032	-0.1%	109-262
Low	108-210	108-218	0-008	0.0%	108-190
Close	108-268	108-248	-0-020	-0.1%	109-165
Range	0-148	0-108	-0-040	-27.1%	1-072
ATR	0-190	0-184	-0-006	-3.1%	0-000
Volume	547,557	504,112	-43,445	-7.9%	4,838,129

Daily Pivots for day following 22-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	109-266	109-204	108-307
R3	109-158	109-097	108-277
R2	109-051	109-051	108-267
R1	108-309	108-309	108-257	108-286
PP	108-263	108-263	108-263	108-252
S1	108-202	108-202	108-238	108-179
S2	108-156	108-156	108-228
S3	108-048	108-094	108-218
S4	107-261	107-307	108-188

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%	0-150	0.4%	16%	False	False	620,410
10	109-262	108-190	1-072	1.1%	0-172	0.5%	15%	False	False	786,642
20	109-262	107-245	2-018	1.9%	0-188	0.5%	49%	False	False	951,203
40	109-262	105-272	3-310	3.6%	0-189	0.5%	74%	False	False	609,275

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-039
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	110-142
2.618	109-286
1.618	109-179
1.000	109-112
0.618	109-071
HIGH	109-005
0.618	108-284
0.500	108-271
0.382	108-259
LOW	108-218
0.618	108-151
1.000	108-110
1.618	108-044
2.618	107-256
4.250	107-081

Fisher Pivots for day following 22-Dec-2022
Pivot	1 day	3 day
R1	108-271	108-276
PP	108-263	108-267
S1	108-255	108-257

Download as Excel Spreadsheet

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

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