ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 07-Oct-2022
Day Change Summary
Previous Current
06-Oct-2022 07-Oct-2022 Change Change % Previous Week
Open 107-265 107-110 -0-155 -0.4% 107-082
High 107-298 107-120 -0-178 -0.5% 108-230
Low 107-100 106-270 -0-150 -0.4% 106-270
Close 107-125 107-020 -0-105 -0.3% 107-020
Range 0-198 0-170 -0-028 -13.9% 1-280
ATR 0-244 0-239 -0-005 -2.0% 0-000
Volume 904,179 923,970 19,791 2.2% 5,385,830
Daily Pivots for day following 07-Oct-2022
Classic Woodie Camarilla DeMark
R4 108-220 108-130 107-114
R3 108-050 107-280 107-067
R2 107-200 107-200 107-051
R1 107-110 107-110 107-036 107-070
PP 107-030 107-030 107-030 107-010
S1 106-260 106-260 107-004 106-220
S2 106-180 106-180 106-309
S3 106-010 106-090 106-293
S4 105-160 105-240 106-246
Weekly Pivots for week ending 07-Oct-2022
Classic Woodie Camarilla DeMark
R4 113-053 111-317 108-030
R3 111-093 110-037 107-185
R2 109-133 109-133 107-130
R1 108-077 108-077 107-075 107-285
PP 107-173 107-173 107-173 107-118
S1 106-117 106-117 106-285 106-005
S2 105-213 105-213 106-230
S3 103-253 104-157 106-175
S4 101-293 102-197 106-010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108-230 106-270 1-280 1.8% 0-250 0.7% 12% False True 1,077,166
10 108-230 106-172 2-058 2.0% 0-279 0.8% 24% False False 1,318,180
20 110-152 106-172 3-300 3.7% 0-238 0.7% 13% False False 1,189,238
40 112-270 106-172 6-098 5.9% 0-204 0.6% 8% False False 976,548
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 0-034
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 109-202
2.618 108-245
1.618 108-075
1.000 107-290
0.618 107-225
HIGH 107-120
0.618 107-055
0.500 107-035
0.382 107-015
LOW 106-270
0.618 106-165
1.000 106-100
1.618 105-315
2.618 105-145
4.250 104-188
Fisher Pivots for day following 07-Oct-2022
Pivot 1 day 3 day
R1 107-035 107-209
PP 107-030 107-146
S1 107-025 107-083

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

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