ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 03-Oct-2022
Day Change Summary
Previous Current
30-Sep-2022 03-Oct-2022 Change Change % Previous Week
Open 107-172 107-082 -0-090 -0.3% 107-200
High 108-005 108-202 0-198 0.6% 108-032
Low 107-072 107-080 0-008 0.0% 106-172
Close 107-162 108-058 0-215 0.6% 107-162
Range 0-252 1-122 0-190 75.2% 1-180
ATR 0-237 0-252 0-015 6.2% 0-000
Volume 1,385,545 1,256,569 -128,976 -9.3% 7,795,975
Daily Pivots for day following 03-Oct-2022
Classic Woodie Camarilla DeMark
R4 112-054 111-178 108-301
R3 110-252 110-056 108-179
R2 109-129 109-129 108-139
R1 108-253 108-253 108-098 109-031
PP 108-007 108-007 108-007 108-056
S1 107-131 107-131 108-017 107-229
S2 106-204 106-204 107-296
S3 105-082 106-008 107-256
S4 103-279 104-206 107-134
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
5 108-202 106-172 2-030 1.9% 1-012 1.0% 78% True False 1,522,186
10 109-022 106-172 2-170 2.3% 0-290 0.8% 65% False False 1,400,493
20 110-310 106-172 4-138 4.1% 0-239 0.7% 37% False False 1,144,764
40 113-080 106-172 6-228 6.2% 0-204 0.6% 24% False False 874,644
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-038
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114-163
2.618 112-081
1.618 110-278
1.000 110-005
0.618 109-156
HIGH 108-202
0.618 108-033
0.500 107-301
0.382 107-249
LOW 107-080
0.618 106-127
1.000 105-278
1.618 105-004
2.618 103-202
4.250 101-119
Fisher Pivots for day following 03-Oct-2022
Pivot 1 day 3 day
R1 108-032 108-031
PP 108-007 108-004
S1 107-301 107-298

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

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