ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 10-Oct-2022
Day Change Summary
Previous Current
07-Oct-2022 10-Oct-2022 Change Change % Previous Week
Open 107-110 107-008 -0-102 -0.3% 107-082
High 107-120 107-068 -0-052 -0.2% 108-230
Low 106-270 106-215 -0-055 -0.2% 106-270
Close 107-020 106-275 -0-065 -0.2% 107-020
Range 0-170 0-172 0-002 1.5% 1-280
ATR 0-239 0-234 -0-005 -2.0% 0-000
Volume 923,970 323,901 -600,069 -64.9% 5,385,830
Daily Pivots for day following 10-Oct-2022
Classic Woodie Camarilla DeMark
R4 108-170 108-075 107-050
R3 107-318 107-222 107-002
R2 107-145 107-145 106-307
R1 107-050 107-050 106-291 107-011
PP 106-292 106-292 106-292 106-273
S1 106-198 106-198 106-259 106-159
S2 106-120 106-120 106-243
S3 105-268 106-025 106-228
S4 105-095 105-172 106-180
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
5 108-230 106-215 2-015 1.9% 0-196 0.6% 9% False True 890,632
10 108-230 106-172 2-058 2.0% 0-264 0.8% 15% False False 1,206,409
20 110-152 106-172 3-300 3.7% 0-240 0.7% 8% False False 1,171,957
40 112-270 106-172 6-098 5.9% 0-205 0.6% 5% False False 984,080
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 0-040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109-161
2.618 108-199
1.618 108-027
1.000 107-240
0.618 107-174
HIGH 107-068
0.618 107-002
0.500 106-301
0.382 106-281
LOW 106-215
0.618 106-108
1.000 106-042
1.618 105-256
2.618 105-083
4.250 104-122
Fisher Pivots for day following 10-Oct-2022
Pivot 1 day 3 day
R1 106-301 107-096
PP 106-292 107-049
S1 106-284 107-002

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

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