ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 23-Dec-2022

Day Change Summary
	Previous	Current
	22-Dec-2022	23-Dec-2022	Change	Change %	Previous Week
Open	108-258	108-140	-0-118	-0.3%	109-110
High	108-258	108-170	-0-088	-0.3%	109-110
Low	108-205	108-120	-0-085	-0.2%	108-120
Close	108-222	108-120	-0-102	-0.3%	108-120
Range	0-052	0-050	-0-002	-4.8%	0-310
ATR	0-168	0-163	-0-005	-2.8%	0-000
Volume	22	11	-11	-50.0%	987

Daily Pivots for day following 23-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	108-287	108-253	108-148
R3	108-237	108-203	108-134
R2	108-187	108-187	108-129
R1	108-153	108-153	108-125	108-145
PP	108-137	108-137	108-137	108-132
S1	108-103	108-103	108-115	108-095
S2	108-087	108-087	108-111
S3	108-037	108-053	108-106
S4	107-307	108-003	108-092

Weekly Pivots for week ending 23-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	111-193	110-307	108-290
R3	110-203	109-317	108-205
R2	109-213	109-213	108-177
R1	109-007	109-007	108-148	108-275
PP	108-223	108-223	108-223	108-198
S1	108-017	108-017	108-092	107-285
S2	107-233	107-233	108-063
S3	106-243	107-027	108-035
S4	105-253	106-037	107-270

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109-110	108-120	0-310	0.9%	0-088	0.3%	0%	False	True	197
10	109-180	108-120	1-060	1.1%	0-132	0.4%	0%	False	True	922
20	109-180	107-140	2-040	2.0%	0-158	0.5%	44%	False	False	105,750
40	109-180	105-182	3-318	3.7%	0-174	0.5%	70%	False	False	667,496
60	109-180	105-148	4-032	3.8%	0-194	0.6%	71%	False	False	801,040
80	110-310	105-148	5-162	5.1%	0-201	0.6%	53%	False	False	878,611
100	113-145	105-148	7-318	7.4%	0-196	0.6%	36%	False	False	804,170

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Narrowest range in 111 trading days

Fibonacci Retracements and Extensions
4.250	109-062
2.618	108-301
1.618	108-251
1.000	108-220
0.618	108-201
HIGH	108-170
0.618	108-151
0.500	108-145
0.382	108-139
LOW	108-120
0.618	108-089
1.000	108-070
1.618	108-039
2.618	107-309
4.250	107-228

Fisher Pivots for day following 23-Dec-2022
Pivot	1 day	3 day
R1	108-145	108-206
PP	108-137	108-178
S1	108-128	108-149

Download as Excel Spreadsheet

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

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