ECBOT 5 Year T-Note Future March 2023

Trading Metrics calculated at close of trading on 30-Dec-2022

Day Change Summary
	Previous	Current
	29-Dec-2022	30-Dec-2022	Change	Change %	Previous Week
Open	107-305	108-018	0-032	0.1%	108-155
High	108-038	108-020	-0-018	-0.1%	108-162
Low	107-288	107-210	-0-078	-0.2%	107-210
Close	108-005	107-298	-0-028	-0.1%	107-298
Range	0-070	0-130	0-060	85.7%	0-272
ATR	0-167	0-164	-0-003	-1.6%	0-000
Volume	525,701	813,390	287,689	54.7%	2,370,032

Daily Pivots for day following 30-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	109-032	108-295	108-049
R3	108-222	108-165	108-013
R2	108-092	108-092	108-001
R1	108-035	108-035	107-309	107-319
PP	107-282	107-282	107-282	107-264
S1	107-225	107-225	107-286	107-189
S2	107-152	107-152	107-274
S3	107-022	107-095	107-262
S4	106-212	106-285	107-226

Weekly Pivots for week ending 30-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	110-188	110-035	108-127
R3	109-235	109-082	108-052
R2	108-282	108-282	108-027
R1	108-130	108-130	108-002	108-070
PP	108-010	108-010	108-010	107-300
S1	107-178	107-178	107-273	107-118
S2	107-058	107-058	107-248
S3	106-105	106-225	107-223
S4	105-152	105-272	107-148

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108-238	107-210	1-028	1.0%	0-120	0.3%	25%	False	True	574,108
10	109-198	107-210	1-308	1.8%	0-134	0.4%	14%	False	True	597,259
20	109-262	107-210	2-052	2.0%	0-165	0.5%	13%	False	True	768,613
40	109-262	105-272	3-310	3.7%	0-175	0.5%	52%	False	False	680,787

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	0-022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	109-252
2.618	109-040
1.618	108-230
1.000	108-150
0.618	108-100
HIGH	108-020
0.618	107-290
0.500	107-275
0.382	107-260
LOW	107-210
0.618	107-130
1.000	107-080
1.618	107-000
2.618	106-190
4.250	105-298

Fisher Pivots for day following 30-Dec-2022
Pivot	1 day	3 day
R1	107-290	107-299
PP	107-282	107-298
S1	107-275	107-298

Download as Excel Spreadsheet

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

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