ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 05-Oct-2022
Day Change Summary
Previous Current
04-Oct-2022 05-Oct-2022 Change Change % Previous Week
Open 108-065 108-090 0-025 0.1% 107-200
High 108-230 108-148 -0-082 -0.2% 108-032
Low 108-052 107-202 -0-170 -0.5% 106-172
Close 108-120 107-270 -0-170 -0.5% 107-162
Range 0-178 0-265 0-088 49.3% 1-180
ATR 0-246 0-248 0-001 0.5% 0-000
Volume 1,208,477 1,092,635 -115,842 -9.6% 7,795,975
Daily Pivots for day following 05-Oct-2022
Classic Woodie Camarilla DeMark
R4 110-148 109-314 108-096
R3 109-203 109-049 108-023
R2 108-258 108-258 107-319
R1 108-104 108-104 107-294 108-049
PP 107-313 107-313 107-313 107-286
S1 107-159 107-159 107-246 107-104
S2 107-048 107-048 107-221
S3 106-103 106-214 107-197
S4 105-158 105-269 107-124
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
5 108-230 107-072 1-158 1.4% 0-269 0.8% 41% False False 1,251,962
10 108-230 106-172 2-058 2.0% 0-294 0.9% 60% False False 1,418,369
20 110-285 106-172 4-112 4.0% 0-238 0.7% 30% False False 1,173,573
40 113-080 106-172 6-228 6.2% 0-208 0.6% 19% False False 931,923
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 0-035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111-314
2.618 110-201
1.618 109-256
1.000 109-092
0.618 108-311
HIGH 108-148
0.618 108-046
0.500 108-015
0.382 107-304
LOW 107-202
0.618 107-039
1.000 106-258
1.618 106-094
2.618 105-149
4.250 104-036
Fisher Pivots for day following 05-Oct-2022
Pivot 1 day 3 day
R1 108-015 107-315
PP 107-313 107-300
S1 107-292 107-285

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

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