ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 06-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2022 |
06-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
108-268 |
108-182 |
-0-085 |
-0.2% |
107-295 |
| High |
108-300 |
108-210 |
-0-090 |
-0.3% |
109-025 |
| Low |
108-108 |
108-112 |
0-005 |
0.0% |
107-140 |
| Close |
108-128 |
108-205 |
0-078 |
0.2% |
108-305 |
| Range |
0-192 |
0-098 |
-0-095 |
-49.4% |
1-205 |
| ATR |
0-205 |
0-198 |
-0-008 |
-3.8% |
0-000 |
| Volume |
6,881 |
2,073 |
-4,808 |
-69.9% |
2,092,538 |
|
| Daily Pivots for day following 06-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-148 |
109-114 |
108-259 |
|
| R3 |
109-051 |
109-017 |
108-232 |
|
| R2 |
108-273 |
108-273 |
108-223 |
|
| R1 |
108-239 |
108-239 |
108-214 |
108-256 |
| PP |
108-176 |
108-176 |
108-176 |
108-184 |
| S1 |
108-142 |
108-142 |
108-196 |
108-159 |
| S2 |
108-078 |
108-078 |
108-187 |
|
| S3 |
107-301 |
108-044 |
108-178 |
|
| S4 |
107-203 |
107-267 |
108-151 |
|
|
| 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% |
0-224 |
0.6% |
73% |
False |
False |
32,771 |
| 10 |
109-025 |
107-128 |
1-218 |
1.5% |
0-182 |
0.5% |
74% |
False |
False |
839,905 |
| 20 |
109-025 |
105-255 |
3-090 |
3.0% |
0-186 |
0.5% |
87% |
False |
False |
944,600 |
| 40 |
109-025 |
105-148 |
3-198 |
3.3% |
0-204 |
0.6% |
88% |
False |
False |
1,023,840 |
| 60 |
110-152 |
105-148 |
5-005 |
4.6% |
0-216 |
0.6% |
63% |
False |
False |
1,073,213 |
| 80 |
112-270 |
105-148 |
7-122 |
6.8% |
0-205 |
0.6% |
43% |
False |
False |
1,003,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-304 |
|
2.618 |
109-145 |
|
1.618 |
109-048 |
|
1.000 |
108-308 |
|
0.618 |
108-270 |
|
HIGH |
108-210 |
|
0.618 |
108-173 |
|
0.500 |
108-161 |
|
0.382 |
108-150 |
|
LOW |
108-112 |
|
0.618 |
108-052 |
|
1.000 |
108-015 |
|
1.618 |
107-275 |
|
2.618 |
107-177 |
|
4.250 |
107-018 |
|
|
| Fisher Pivots for day following 06-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
108-190 |
108-208 |
| PP |
108-176 |
108-207 |
| S1 |
108-161 |
108-206 |
|