ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 05-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2022 |
05-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
108-315 |
108-268 |
-0-048 |
-0.1% |
107-295 |
| High |
109-025 |
108-300 |
-0-045 |
-0.1% |
109-025 |
| Low |
108-070 |
108-108 |
0-038 |
0.1% |
107-140 |
| Close |
108-305 |
108-128 |
-0-178 |
-0.5% |
108-305 |
| Range |
0-275 |
0-192 |
-0-082 |
-30.0% |
1-205 |
| ATR |
0-206 |
0-205 |
-0-001 |
-0.3% |
0-000 |
| Volume |
15,927 |
6,881 |
-9,046 |
-56.8% |
2,092,538 |
|
| Daily Pivots for day following 05-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-116 |
109-314 |
108-233 |
|
| R3 |
109-243 |
109-122 |
108-180 |
|
| R2 |
109-051 |
109-051 |
108-163 |
|
| R1 |
108-249 |
108-249 |
108-145 |
108-214 |
| PP |
108-178 |
108-178 |
108-178 |
108-161 |
| S1 |
108-057 |
108-057 |
108-110 |
108-021 |
| S2 |
107-306 |
107-306 |
108-092 |
|
| S3 |
107-113 |
107-184 |
108-075 |
|
| S4 |
106-241 |
106-312 |
108-022 |
|
|
| Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-132 |
112-263 |
109-274 |
|
| R3 |
111-247 |
111-058 |
109-129 |
|
| R2 |
110-042 |
110-042 |
109-081 |
|
| R1 |
109-173 |
109-173 |
109-033 |
109-268 |
| PP |
108-157 |
108-157 |
108-157 |
108-204 |
| S1 |
107-288 |
107-288 |
108-257 |
108-062 |
| S2 |
106-272 |
106-272 |
108-209 |
|
| S3 |
105-067 |
106-083 |
108-161 |
|
| S4 |
103-182 |
104-198 |
108-016 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-025 |
107-140 |
1-205 |
1.5% |
0-232 |
0.7% |
59% |
False |
False |
114,878 |
| 10 |
109-025 |
107-128 |
1-218 |
1.5% |
0-185 |
0.5% |
60% |
False |
False |
1,007,910 |
| 20 |
109-025 |
105-255 |
3-090 |
3.0% |
0-188 |
0.5% |
79% |
False |
False |
978,494 |
| 40 |
109-025 |
105-148 |
3-198 |
3.3% |
0-206 |
0.6% |
81% |
False |
False |
1,031,886 |
| 60 |
110-152 |
105-148 |
5-005 |
4.6% |
0-217 |
0.6% |
59% |
False |
False |
1,084,337 |
| 80 |
112-270 |
105-148 |
7-122 |
6.8% |
0-205 |
0.6% |
40% |
False |
False |
1,004,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-158 |
|
2.618 |
110-164 |
|
1.618 |
109-291 |
|
1.000 |
109-172 |
|
0.618 |
109-099 |
|
HIGH |
108-300 |
|
0.618 |
108-226 |
|
0.500 |
108-204 |
|
0.382 |
108-181 |
|
LOW |
108-108 |
|
0.618 |
107-309 |
|
1.000 |
107-235 |
|
1.618 |
107-116 |
|
2.618 |
106-244 |
|
4.250 |
105-249 |
|
|
| Fisher Pivots for day following 05-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
108-204 |
108-208 |
| PP |
108-178 |
108-181 |
| S1 |
108-153 |
108-154 |
|