ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 08-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2022 |
08-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
108-160 |
109-000 |
0-160 |
0.5% |
107-295 |
| High |
109-065 |
109-000 |
-0-065 |
-0.2% |
109-025 |
| Low |
108-160 |
108-235 |
0-075 |
0.2% |
107-140 |
| Close |
109-062 |
108-250 |
-0-132 |
-0.4% |
108-305 |
| Range |
0-225 |
0-085 |
-0-140 |
-62.2% |
1-205 |
| ATR |
0-200 |
0-196 |
-0-004 |
-1.9% |
0-000 |
| Volume |
1,030 |
3,237 |
2,207 |
214.3% |
2,092,538 |
|
| Daily Pivots for day following 08-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-203 |
109-152 |
108-297 |
|
| R3 |
109-118 |
109-067 |
108-273 |
|
| R2 |
109-033 |
109-033 |
108-266 |
|
| R1 |
108-302 |
108-302 |
108-258 |
108-285 |
| PP |
108-268 |
108-268 |
108-268 |
108-260 |
| S1 |
108-217 |
108-217 |
108-242 |
108-200 |
| S2 |
108-183 |
108-183 |
108-234 |
|
| S3 |
108-098 |
108-132 |
108-227 |
|
| S4 |
108-013 |
108-047 |
108-203 |
|
|
| 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% |
0-175 |
0.5% |
57% |
False |
False |
5,829 |
| 10 |
109-065 |
107-140 |
1-245 |
1.6% |
0-187 |
0.5% |
76% |
False |
False |
310,812 |
| 20 |
109-065 |
106-130 |
2-255 |
2.6% |
0-184 |
0.5% |
85% |
False |
False |
866,353 |
| 40 |
109-065 |
105-148 |
3-238 |
3.4% |
0-203 |
0.6% |
89% |
False |
False |
979,243 |
| 60 |
109-140 |
105-148 |
3-312 |
3.7% |
0-213 |
0.6% |
83% |
False |
False |
1,031,214 |
| 80 |
112-138 |
105-148 |
6-310 |
6.4% |
0-204 |
0.6% |
48% |
False |
False |
1,002,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-041 |
|
2.618 |
109-223 |
|
1.618 |
109-138 |
|
1.000 |
109-085 |
|
0.618 |
109-053 |
|
HIGH |
109-000 |
|
0.618 |
108-288 |
|
0.500 |
108-278 |
|
0.382 |
108-267 |
|
LOW |
108-235 |
|
0.618 |
108-182 |
|
1.000 |
108-150 |
|
1.618 |
108-097 |
|
2.618 |
108-012 |
|
4.250 |
107-194 |
|
|
| Fisher Pivots for day following 08-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
108-278 |
108-250 |
| PP |
108-268 |
108-249 |
| S1 |
108-259 |
108-249 |
|