ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 26-Sep-2022
Day Change Summary
Previous Current
23-Sep-2022 26-Sep-2022 Change Change % Previous Week
Open 107-268 107-200 -0-068 -0.2% 109-085
High 107-312 107-200 -0-112 -0.3% 109-102
Low 107-052 106-205 -0-168 -0.5% 107-052
Close 107-185 106-268 -0-238 -0.7% 107-185
Range 0-260 0-315 0-055 21.2% 2-050
ATR 0-202 0-210 0-008 4.0% 0-000
Volume 1,348,205 1,441,610 93,405 6.9% 5,631,032
Daily Pivots for day following 26-Sep-2022
Classic Woodie Camarilla DeMark
R4 109-316 109-127 107-121
R3 109-001 108-132 107-034
R2 108-006 108-006 107-005
R1 107-137 107-137 106-296 107-074
PP 107-011 107-011 107-011 106-299
S1 106-142 106-142 106-239 106-079
S2 106-016 106-016 106-210
S3 105-021 105-147 106-181
S4 104-026 104-152 106-094
Weekly Pivots for week ending 23-Sep-2022
Classic Woodie Camarilla DeMark
R4 114-157 113-061 108-244
R3 112-107 111-011 108-055
R2 110-057 110-057 107-312
R1 108-281 108-281 107-248 108-144
PP 108-007 108-007 108-007 107-258
S1 106-231 106-231 107-122 106-094
S2 105-277 105-277 107-058
S3 103-227 104-181 106-315
S4 101-177 102-131 106-126
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-022 106-205 2-138 2.3% 0-248 0.7% 8% False True 1,278,800
10 110-152 106-205 3-268 3.6% 0-216 0.6% 5% False True 1,137,506
20 111-055 106-205 4-170 4.2% 0-197 0.6% 4% False True 1,028,425
40 114-105 106-205 7-220 7.2% 0-197 0.6% 3% False True 685,001
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 0-037
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 111-259
2.618 110-065
1.618 109-070
1.000 108-195
0.618 108-075
HIGH 107-200
0.618 107-080
0.500 107-042
0.382 107-005
LOW 106-205
0.618 106-010
1.000 105-210
1.618 105-015
2.618 104-020
4.250 102-146
Fisher Pivots for day following 26-Sep-2022
Pivot 1 day 3 day
R1 107-042 107-198
PP 107-011 107-114
S1 106-299 107-031

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

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