ECBOT 5 Year T-Note Future December 2022
Trading Metrics calculated at close of trading on 12-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2022 |
12-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
109-002 |
108-222 |
-0-100 |
-0.3% |
108-268 |
High |
109-008 |
108-250 |
-0-078 |
-0.2% |
109-065 |
Low |
108-168 |
108-122 |
-0-045 |
-0.1% |
108-108 |
Close |
108-192 |
108-142 |
-0-050 |
-0.1% |
108-192 |
Range |
0-160 |
0-128 |
-0-032 |
-20.3% |
0-278 |
ATR |
0-193 |
0-189 |
-0-005 |
-2.4% |
0-000 |
Volume |
32 |
1,475 |
1,443 |
4,509.4% |
13,253 |
|
Daily Pivots for day following 12-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-234 |
109-156 |
108-213 |
|
R3 |
109-107 |
109-028 |
108-178 |
|
R2 |
108-299 |
108-299 |
108-166 |
|
R1 |
108-221 |
108-221 |
108-154 |
108-196 |
PP |
108-172 |
108-172 |
108-172 |
108-159 |
S1 |
108-093 |
108-093 |
108-131 |
108-069 |
S2 |
108-044 |
108-044 |
108-119 |
|
S3 |
107-237 |
107-286 |
108-107 |
|
S4 |
107-109 |
107-158 |
108-072 |
|
|
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 |
108-112 |
0-272 |
0.8% |
0-139 |
0.4% |
11% |
False |
False |
1,569 |
10 |
109-065 |
107-140 |
1-245 |
1.6% |
0-185 |
0.5% |
57% |
False |
False |
58,223 |
20 |
109-065 |
107-128 |
1-258 |
1.7% |
0-168 |
0.5% |
58% |
False |
False |
754,822 |
40 |
109-065 |
105-148 |
3-238 |
3.5% |
0-194 |
0.6% |
80% |
False |
False |
910,911 |
60 |
109-102 |
105-148 |
3-275 |
3.6% |
0-213 |
0.6% |
77% |
False |
False |
1,001,602 |
80 |
112-052 |
105-148 |
6-225 |
6.2% |
0-204 |
0.6% |
45% |
False |
False |
1,000,816 |
100 |
114-105 |
105-148 |
8-278 |
8.2% |
0-203 |
0.6% |
34% |
False |
False |
804,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-152 |
2.618 |
109-264 |
1.618 |
109-136 |
1.000 |
109-058 |
0.618 |
109-009 |
HIGH |
108-250 |
0.618 |
108-201 |
0.500 |
108-186 |
0.382 |
108-171 |
LOW |
108-122 |
0.618 |
108-044 |
1.000 |
107-315 |
1.618 |
107-236 |
2.618 |
107-109 |
4.250 |
106-221 |
|
|
Fisher Pivots for day following 12-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
108-186 |
108-225 |
PP |
108-172 |
108-198 |
S1 |
108-157 |
108-170 |
|