ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 29-Sep-2022
Day Change Summary
Previous Current
28-Sep-2022 29-Sep-2022 Change Change % Previous Week
Open 106-248 107-282 1-035 1.0% 109-085
High 108-032 107-290 -0-062 -0.2% 109-102
Low 106-172 107-082 0-230 0.7% 107-052
Close 108-020 107-248 -0-092 -0.3% 107-185
Range 1-180 0-208 -0-292 -58.5% 2-050
ATR 0-234 0-236 0-002 0.7% 0-000
Volume 2,023,140 1,316,585 -706,555 -34.9% 5,631,032
Daily Pivots for day following 29-Sep-2022
Classic Woodie Camarilla DeMark
R4 109-189 109-106 108-042
R3 108-302 108-218 107-305
R2 108-094 108-094 107-286
R1 108-011 108-011 107-267 107-269
PP 107-207 107-207 107-207 107-176
S1 107-123 107-123 107-228 107-061
S2 106-319 106-319 107-209
S3 106-112 106-236 107-190
S4 105-224 106-028 107-133
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
5 108-032 106-172 1-180 1.4% 0-308 0.9% 79% False False 1,551,727
10 109-118 106-172 2-265 2.6% 0-248 0.7% 44% False False 1,293,133
20 110-310 106-172 4-138 4.1% 0-224 0.6% 28% False False 1,111,324
40 113-145 106-172 6-292 6.4% 0-200 0.6% 18% False False 808,866
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 110-212
2.618 109-193
1.618 108-306
1.000 108-178
0.618 108-098
HIGH 107-290
0.618 107-211
0.500 107-186
0.382 107-162
LOW 107-082
0.618 106-274
1.000 106-195
1.618 106-067
2.618 105-179
4.250 104-161
Fisher Pivots for day following 29-Sep-2022
Pivot 1 day 3 day
R1 107-227 107-199
PP 107-207 107-151
S1 107-186 107-102

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

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