ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 12-Oct-2022
Day Change Summary
Previous Current
11-Oct-2022 12-Oct-2022 Change Change % Previous Week
Open 106-295 106-302 0-008 0.0% 107-082
High 107-085 107-085 0-000 0.0% 108-230
Low 106-208 106-260 0-052 0.2% 106-270
Close 106-295 107-055 0-080 0.2% 107-020
Range 0-198 0-145 -0-052 -26.6% 1-280
ATR 0-232 0-226 -0-006 -2.7% 0-000
Volume 936,563 851,592 -84,971 -9.1% 5,385,830
Daily Pivots for day following 12-Oct-2022
Classic Woodie Camarilla DeMark
R4 108-142 108-083 107-135
R3 107-317 107-258 107-095
R2 107-172 107-172 107-082
R1 107-113 107-113 107-068 107-142
PP 107-027 107-027 107-027 107-041
S1 106-288 106-288 107-042 106-318
S2 106-202 106-202 107-028
S3 106-057 106-143 107-015
S4 105-232 105-318 106-295
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
5 107-298 106-208 1-090 1.2% 0-176 0.5% 41% False False 788,041
10 108-230 106-208 2-022 1.9% 0-223 0.6% 25% False False 1,020,001
20 109-140 106-172 2-288 2.7% 0-232 0.7% 22% False False 1,135,157
40 112-138 106-172 5-285 5.5% 0-206 0.6% 11% False False 1,026,512
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-041
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 109-061
2.618 108-145
1.618 108-000
1.000 107-230
0.618 107-175
HIGH 107-085
0.618 107-030
0.500 107-012
0.382 106-315
LOW 106-260
0.618 106-170
1.000 106-115
1.618 106-025
2.618 105-200
4.250 104-284
Fisher Pivots for day following 12-Oct-2022
Pivot 1 day 3 day
R1 107-041 107-032
PP 107-027 107-009
S1 107-012 106-306

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

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