ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 11-Oct-2022
Day Change Summary
Previous Current
10-Oct-2022 11-Oct-2022 Change Change % Previous Week
Open 107-008 106-295 -0-032 -0.1% 107-082
High 107-068 107-085 0-018 0.1% 108-230
Low 106-215 106-208 -0-008 0.0% 106-270
Close 106-275 106-295 0-020 0.1% 107-020
Range 0-172 0-198 0-025 14.5% 1-280
ATR 0-234 0-232 -0-003 -1.1% 0-000
Volume 323,901 936,563 612,662 189.2% 5,385,830
Daily Pivots for day following 11-Oct-2022
Classic Woodie Camarilla DeMark
R4 108-255 108-152 107-084
R3 108-058 107-275 107-029
R2 107-180 107-180 107-011
R1 107-078 107-078 106-313 107-074
PP 106-302 106-302 106-302 106-301
S1 106-200 106-200 106-277 106-196
S2 106-105 106-105 106-259
S3 105-228 106-002 106-241
S4 105-030 105-125 106-186
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
5 108-148 106-208 1-260 1.7% 0-200 0.6% 15% False True 836,249
10 108-230 106-172 2-058 2.0% 0-258 0.8% 18% False False 1,137,156
20 109-192 106-172 3-020 2.9% 0-232 0.7% 13% False False 1,145,291
40 112-258 106-172 6-085 5.9% 0-206 0.6% 6% False False 1,006,738
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 109-284
2.618 108-282
1.618 108-085
1.000 107-282
0.618 107-207
HIGH 107-085
0.618 107-010
0.500 106-306
0.382 106-283
LOW 106-208
0.618 106-085
1.000 106-010
1.618 105-208
2.618 105-010
4.250 104-008
Fisher Pivots for day following 11-Oct-2022
Pivot 1 day 3 day
R1 106-306 107-004
PP 106-302 106-314
S1 106-299 106-305

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

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