ECBOT 5 Year T-Note Future December 2022
Trading Metrics calculated at close of trading on 09-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2022 |
09-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
109-000 |
109-002 |
0-002 |
0.0% |
108-268 |
High |
109-000 |
109-008 |
0-008 |
0.0% |
109-065 |
Low |
108-235 |
108-168 |
-0-068 |
-0.2% |
108-108 |
Close |
108-250 |
108-192 |
-0-058 |
-0.2% |
108-192 |
Range |
0-085 |
0-160 |
0-075 |
88.2% |
0-278 |
ATR |
0-196 |
0-193 |
-0-003 |
-1.3% |
0-000 |
Volume |
3,237 |
32 |
-3,205 |
-99.0% |
13,253 |
|
Daily Pivots for day following 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-069 |
109-291 |
108-280 |
|
R3 |
109-229 |
109-131 |
108-236 |
|
R2 |
109-069 |
109-069 |
108-222 |
|
R1 |
108-291 |
108-291 |
108-207 |
108-260 |
PP |
108-229 |
108-229 |
108-229 |
108-214 |
S1 |
108-131 |
108-131 |
108-178 |
108-100 |
S2 |
108-069 |
108-069 |
108-163 |
|
S3 |
107-229 |
107-291 |
108-148 |
|
S4 |
107-069 |
107-131 |
108-104 |
|
|
Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-101 |
110-264 |
109-025 |
|
R3 |
110-143 |
109-307 |
108-269 |
|
R2 |
109-186 |
109-186 |
108-243 |
|
R1 |
109-029 |
109-029 |
108-218 |
108-289 |
PP |
108-228 |
108-228 |
108-228 |
108-198 |
S1 |
108-072 |
108-072 |
108-167 |
108-011 |
S2 |
107-271 |
107-271 |
108-142 |
|
S3 |
106-313 |
107-114 |
108-116 |
|
S4 |
106-036 |
106-157 |
108-040 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
109-065 |
108-108 |
0-278 |
0.8% |
0-152 |
0.4% |
31% |
False |
False |
2,650 |
10 |
109-065 |
107-140 |
1-245 |
1.6% |
0-184 |
0.5% |
66% |
False |
False |
210,579 |
20 |
109-065 |
107-128 |
1-258 |
1.7% |
0-167 |
0.5% |
67% |
False |
False |
777,560 |
40 |
109-065 |
105-148 |
3-238 |
3.4% |
0-197 |
0.6% |
84% |
False |
False |
941,932 |
60 |
109-118 |
105-148 |
3-290 |
3.6% |
0-213 |
0.6% |
80% |
False |
False |
1,016,408 |
80 |
112-120 |
105-148 |
6-292 |
6.4% |
0-204 |
0.6% |
45% |
False |
False |
1,002,071 |
100 |
114-105 |
105-148 |
8-278 |
8.2% |
0-205 |
0.6% |
35% |
False |
False |
804,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-048 |
2.618 |
110-106 |
1.618 |
109-266 |
1.000 |
109-168 |
0.618 |
109-106 |
HIGH |
109-008 |
0.618 |
108-266 |
0.500 |
108-248 |
0.382 |
108-229 |
LOW |
108-168 |
0.618 |
108-069 |
1.000 |
108-008 |
1.618 |
107-229 |
2.618 |
107-069 |
4.250 |
106-128 |
|
|
Fisher Pivots for day following 09-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
108-248 |
108-272 |
PP |
108-229 |
108-246 |
S1 |
108-211 |
108-219 |
|