ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 07-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2022 |
07-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
108-182 |
108-160 |
-0-022 |
-0.1% |
107-295 |
| High |
108-210 |
109-065 |
0-175 |
0.5% |
109-025 |
| Low |
108-112 |
108-160 |
0-048 |
0.1% |
107-140 |
| Close |
108-205 |
109-062 |
0-178 |
0.5% |
108-305 |
| Range |
0-098 |
0-225 |
0-128 |
130.8% |
1-205 |
| ATR |
0-198 |
0-200 |
0-002 |
1.0% |
0-000 |
| Volume |
2,073 |
1,030 |
-1,043 |
-50.3% |
2,092,538 |
|
| Daily Pivots for day following 07-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-024 |
110-268 |
109-186 |
|
| R3 |
110-119 |
110-043 |
109-124 |
|
| R2 |
109-214 |
109-214 |
109-104 |
|
| R1 |
109-138 |
109-138 |
109-083 |
109-176 |
| PP |
108-309 |
108-309 |
108-309 |
109-008 |
| S1 |
108-233 |
108-233 |
109-042 |
108-271 |
| S2 |
108-084 |
108-084 |
109-021 |
|
| S3 |
107-179 |
108-008 |
109-001 |
|
| S4 |
106-274 |
107-103 |
108-259 |
|
|
| 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 |
109-065 |
108-070 |
0-315 |
0.9% |
0-196 |
0.6% |
99% |
True |
False |
11,153 |
| 10 |
109-065 |
107-128 |
1-258 |
1.7% |
0-196 |
0.6% |
100% |
True |
False |
556,730 |
| 20 |
109-065 |
106-045 |
3-020 |
2.8% |
0-188 |
0.5% |
100% |
True |
False |
908,220 |
| 40 |
109-065 |
105-148 |
3-238 |
3.4% |
0-205 |
0.6% |
100% |
True |
False |
1,000,452 |
| 60 |
109-192 |
105-148 |
4-045 |
3.8% |
0-214 |
0.6% |
90% |
False |
False |
1,048,732 |
| 80 |
112-258 |
105-148 |
7-110 |
6.7% |
0-205 |
0.6% |
51% |
False |
False |
1,003,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-061 |
|
2.618 |
111-014 |
|
1.618 |
110-109 |
|
1.000 |
109-290 |
|
0.618 |
109-204 |
|
HIGH |
109-065 |
|
0.618 |
108-299 |
|
0.500 |
108-272 |
|
0.382 |
108-246 |
|
LOW |
108-160 |
|
0.618 |
108-021 |
|
1.000 |
107-255 |
|
1.618 |
107-116 |
|
2.618 |
106-211 |
|
4.250 |
105-164 |
|
|
| Fisher Pivots for day following 07-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
109-026 |
109-017 |
| PP |
108-309 |
108-292 |
| S1 |
108-272 |
108-246 |
|