ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 04-Oct-2022
Day Change Summary
Previous Current
03-Oct-2022 04-Oct-2022 Change Change % Previous Week
Open 107-082 108-065 0-302 0.9% 107-200
High 108-202 108-230 0-028 0.1% 108-032
Low 107-080 108-052 0-292 0.9% 106-172
Close 108-058 108-120 0-062 0.2% 107-162
Range 1-122 0-178 -0-265 -59.9% 1-180
ATR 0-252 0-246 -0-005 -2.1% 0-000
Volume 1,256,569 1,208,477 -48,092 -3.8% 7,795,975
Daily Pivots for day following 04-Oct-2022
Classic Woodie Camarilla DeMark
R4 110-027 109-251 108-218
R3 109-169 109-073 108-169
R2 108-312 108-312 108-153
R1 108-216 108-216 108-136 108-264
PP 108-134 108-134 108-134 108-158
S1 108-038 108-038 108-104 108-086
S2 107-277 107-277 108-087
S3 107-099 107-181 108-071
S4 106-242 107-003 108-022
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
5 108-230 106-172 2-058 2.0% 0-316 0.9% 84% True False 1,438,063
10 108-315 106-172 2-142 2.3% 0-293 0.8% 75% False False 1,434,363
20 110-285 106-172 4-112 4.0% 0-234 0.7% 42% False False 1,157,397
40 113-080 106-172 6-228 6.2% 0-205 0.6% 27% False False 904,829
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-037
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 111-024
2.618 110-055
1.618 109-197
1.000 109-088
0.618 109-020
HIGH 108-230
0.618 108-162
0.500 108-141
0.382 108-120
LOW 108-052
0.618 107-263
1.000 107-195
1.618 107-085
2.618 106-228
4.250 105-258
Fisher Pivots for day following 04-Oct-2022
Pivot 1 day 3 day
R1 108-141 108-077
PP 108-134 108-034
S1 108-127 107-311

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

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