ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 22-Sep-2022
Day Change Summary
Previous Current
21-Sep-2022 22-Sep-2022 Change Change % Previous Week
Open 108-232 108-180 -0-052 -0.2% 110-042
High 108-315 108-190 -0-125 -0.4% 110-152
Low 108-058 107-250 -0-128 -0.4% 108-302
Close 108-275 107-280 -0-315 -0.9% 109-098
Range 0-258 0-260 0-002 1.0% 1-170
ATR 0-186 0-198 0-011 6.1% 0-000
Volume 1,252,580 1,481,833 229,253 18.3% 4,971,942
Daily Pivots for day following 22-Sep-2022
Classic Woodie Camarilla DeMark
R4 110-167 110-003 108-103
R3 109-227 109-063 108-032
R2 108-287 108-287 108-008
R1 108-123 108-123 107-304 108-075
PP 108-027 108-027 108-027 108-002
S1 107-183 107-183 107-256 107-135
S2 107-087 107-087 107-232
S3 106-147 106-243 107-208
S4 105-207 105-303 107-137
Weekly Pivots for week ending 16-Sep-2022
Classic Woodie Camarilla DeMark
R4 114-054 113-086 110-047
R3 112-204 111-236 109-232
R2 111-034 111-034 109-187
R1 110-066 110-066 109-142 109-285
PP 109-184 109-184 109-184 109-134
S1 108-216 108-216 109-053 108-115
S2 108-014 108-014 109-008
S3 106-164 107-046 108-283
S4 104-314 105-196 108-148
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-118 107-250 1-188 1.5% 0-188 0.5% 6% False True 1,034,539
10 110-198 107-250 2-268 2.6% 0-187 0.5% 3% False True 992,019
20 111-165 107-250 3-235 3.5% 0-181 0.5% 3% False True 1,068,651
40 114-105 107-250 6-175 6.1% 0-194 0.6% 1% False True 615,262
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-039
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 112-015
2.618 110-231
1.618 109-291
1.000 109-130
0.618 109-031
HIGH 108-190
0.618 108-091
0.500 108-060
0.382 108-029
LOW 107-250
0.618 107-089
1.000 106-310
1.618 106-149
2.618 105-209
4.250 104-105
Fisher Pivots for day following 22-Sep-2022
Pivot 1 day 3 day
R1 108-060 108-136
PP 108-027 108-078
S1 107-313 108-019

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

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