ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 27-Dec-2022

Day Change Summary
	Previous	Current
	23-Dec-2022	27-Dec-2022	Change	Change %	Previous Week
Open	108-222	108-155	-0-068	-0.2%	109-148
High	108-238	108-162	-0-075	-0.2%	109-150
Low	108-122	107-305	-0-138	-0.4%	108-122
Close	108-140	107-315	-0-145	-0.4%	108-140
Range	0-115	0-178	0-062	54.3%	1-028
ATR	0-180	0-180	0-000	-0.1%	0-000
Volume	500,512	457,034	-43,478	-8.7%	2,862,793

Daily Pivots for day following 27-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	109-260	109-145	108-093
R3	109-082	108-288	108-044
R2	108-225	108-225	108-028
R1	108-110	108-110	108-011	108-079
PP	108-048	108-048	108-048	108-032
S1	107-252	107-252	107-299	107-221
S2	107-190	107-190	107-282
S3	107-012	107-075	107-266
S4	106-155	106-218	107-217

Weekly Pivots for week ending 23-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	112-007	111-101	109-011
R3	110-299	110-073	108-236
R2	109-272	109-272	108-204
R1	109-046	109-046	108-172	108-305
PP	108-244	108-244	108-244	108-214
S1	108-018	108-018	108-108	107-278
S2	107-217	107-217	108-076
S3	106-189	106-311	108-044
S4	105-162	105-283	107-269

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109-038	107-305	1-052	1.1%	0-142	0.4%	3%	False	True	564,798
10	109-262	107-305	1-278	1.7%	0-170	0.5%	2%	False	True	747,154
20	109-262	107-245	2-018	1.9%	0-186	0.5%	11%	False	False	878,605
40	109-262	105-272	3-310	3.7%	0-183	0.5%	54%	False	False	633,086

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	110-277
2.618	109-307
1.618	109-130
1.000	109-020
0.618	108-272
HIGH	108-162
0.618	108-095
0.500	108-074
0.382	108-053
LOW	107-305
0.618	107-195
1.000	107-128
1.618	107-018
2.618	106-160
4.250	105-191

Fisher Pivots for day following 27-Dec-2022
Pivot	1 day	3 day
R1	108-074	108-155
PP	108-048	108-102
S1	108-021	108-048

Download as Excel Spreadsheet

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

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