ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 27-Sep-2022
Day Change Summary
Previous Current
26-Sep-2022 27-Sep-2022 Change Change % Previous Week
Open 107-200 106-212 -0-308 -0.9% 109-085
High 107-200 107-115 -0-085 -0.2% 109-102
Low 106-205 106-175 -0-030 -0.1% 107-052
Close 106-268 106-218 -0-050 -0.1% 107-185
Range 0-315 0-260 -0-055 -17.5% 2-050
ATR 0-210 0-214 0-004 1.7% 0-000
Volume 1,441,610 1,629,095 187,485 13.0% 5,631,032
Daily Pivots for day following 27-Sep-2022
Classic Woodie Camarilla DeMark
R4 109-096 108-257 107-040
R3 108-156 107-317 106-289
R2 107-216 107-216 106-265
R1 107-057 107-057 106-241 107-136
PP 106-276 106-276 106-276 106-316
S1 106-117 106-117 106-194 106-196
S2 106-016 106-016 106-170
S3 105-076 105-177 106-146
S4 104-136 104-237 106-074
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
5 108-315 106-175 2-140 2.3% 0-270 0.8% 5% False True 1,430,664
10 109-192 106-175 3-018 2.9% 0-205 0.6% 4% False True 1,153,426
20 111-055 106-175 4-200 4.3% 0-204 0.6% 3% False True 1,050,176
40 114-105 106-175 7-250 7.3% 0-200 0.6% 2% False True 725,719
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110-260
2.618 109-156
1.618 108-216
1.000 108-055
0.618 107-276
HIGH 107-115
0.618 107-016
0.500 106-305
0.382 106-274
LOW 106-175
0.618 106-014
1.000 105-235
1.618 105-074
2.618 104-134
4.250 103-030
Fisher Pivots for day following 27-Sep-2022
Pivot 1 day 3 day
R1 106-305 107-084
PP 106-276 107-022
S1 106-247 106-280

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

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