ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 30-Sep-2022
Day Change Summary
Previous Current
29-Sep-2022 30-Sep-2022 Change Change % Previous Week
Open 107-282 107-172 -0-110 -0.3% 107-200
High 107-290 108-005 0-035 0.1% 108-032
Low 107-082 107-072 -0-010 0.0% 106-172
Close 107-248 107-162 -0-085 -0.2% 107-162
Range 0-208 0-252 0-045 21.7% 1-180
ATR 0-236 0-237 0-001 0.5% 0-000
Volume 1,316,585 1,385,545 68,960 5.2% 7,795,975
Daily Pivots for day following 30-Sep-2022
Classic Woodie Camarilla DeMark
R4 109-304 109-166 107-301
R3 109-052 108-233 107-232
R2 108-119 108-119 107-209
R1 107-301 107-301 107-186 107-244
PP 107-187 107-187 107-187 107-158
S1 107-048 107-048 107-139 106-311
S2 106-254 106-254 107-116
S3 106-002 106-116 107-093
S4 105-069 105-183 107-024
Weekly Pivots for week ending 30-Sep-2022
Classic Woodie Camarilla DeMark
R4 112-022 111-112 108-118
R3 110-162 109-252 107-300
R2 108-302 108-302 107-254
R1 108-072 108-072 107-208 107-258
PP 107-122 107-122 107-122 107-055
S1 106-212 106-212 107-117 106-078
S2 105-262 105-262 107-071
S3 104-082 105-032 107-025
S4 102-222 103-172 106-208
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 1.5% 0-307 0.9% 62% False False 1,559,195
10 109-102 106-172 2-250 2.6% 0-260 0.8% 35% False False 1,342,700
20 110-310 106-172 4-138 4.1% 0-228 0.7% 22% False False 1,130,433
40 113-120 106-172 6-268 6.4% 0-202 0.6% 14% False False 843,288
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-039
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111-118
2.618 110-026
1.618 109-094
1.000 108-258
0.618 108-161
HIGH 108-005
0.618 107-229
0.500 107-199
0.382 107-169
LOW 107-072
0.618 106-236
1.000 106-140
1.618 105-304
2.618 105-051
4.250 103-279
Fisher Pivots for day following 30-Sep-2022
Pivot 1 day 3 day
R1 107-199 107-142
PP 107-187 107-122
S1 107-175 107-102

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

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