ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 28-Dec-2022

Day Change Summary
	Previous	Current
	27-Dec-2022	28-Dec-2022	Change	Change %	Previous Week
Open	108-155	108-030	-0-125	-0.4%	109-148
High	108-162	108-068	-0-095	-0.3%	109-150
Low	107-305	107-282	-0-022	-0.1%	108-122
Close	107-315	107-298	-0-018	-0.1%	108-140
Range	0-178	0-105	-0-072	-40.8%	1-028
ATR	0-180	0-174	-0-005	-3.0%	0-000
Volume	457,034	573,907	116,873	25.6%	2,862,793

Daily Pivots for day following 28-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	108-318	108-252	108-035
R3	108-212	108-148	108-006
R2	108-108	108-108	107-317
R1	108-042	108-042	107-307	108-022
PP	108-002	108-002	108-002	107-312
S1	107-258	107-258	107-288	107-238
S2	107-218	107-218	107-278
S3	107-112	107-152	107-269
S4	107-008	107-048	107-240

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	107-282	1-075	1.1%	0-130	0.4%	4%	False	True	516,624
10	109-198	107-282	1-235	1.6%	0-144	0.4%	3%	False	True	672,055
20	109-262	107-245	2-018	1.9%	0-184	0.5%	8%	False	False	858,594
40	109-262	105-272	3-310	3.7%	0-183	0.5%	52%	False	False	647,373

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-031
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	109-194
2.618	109-022
1.618	108-237
1.000	108-172
0.618	108-132
HIGH	108-068
0.618	108-027
0.500	108-015
0.382	108-003
LOW	107-282
0.618	107-218
1.000	107-178
1.618	107-113
2.618	107-008
4.250	106-156

Fisher Pivots for day following 28-Dec-2022
Pivot	1 day	3 day
R1	108-015	108-100
PP	108-002	108-059
S1	107-310	108-018

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

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