ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 13-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2022 |
13-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
108-222 |
108-182 |
-0-040 |
-0.1% |
108-268 |
| High |
108-250 |
109-180 |
0-250 |
0.7% |
109-065 |
| Low |
108-122 |
108-170 |
0-048 |
0.1% |
108-108 |
| Close |
108-142 |
109-048 |
0-225 |
0.6% |
108-192 |
| Range |
0-128 |
1-010 |
0-202 |
158.8% |
0-278 |
| ATR |
0-189 |
0-201 |
0-012 |
6.4% |
0-000 |
| Volume |
1,475 |
2,652 |
1,177 |
79.8% |
13,253 |
|
| Daily Pivots for day following 13-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-056 |
111-222 |
109-229 |
|
| R3 |
111-046 |
110-212 |
109-138 |
|
| R2 |
110-036 |
110-036 |
109-108 |
|
| R1 |
109-202 |
109-202 |
109-078 |
109-279 |
| PP |
109-026 |
109-026 |
109-026 |
109-064 |
| S1 |
108-192 |
108-192 |
109-017 |
108-269 |
| S2 |
108-016 |
108-016 |
108-307 |
|
| S3 |
107-006 |
107-182 |
108-277 |
|
| S4 |
105-316 |
106-172 |
108-186 |
|
|
| 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 |
109-180 |
108-122 |
1-058 |
1.1% |
0-186 |
0.5% |
65% |
True |
False |
1,685 |
| 10 |
109-180 |
107-140 |
2-040 |
1.9% |
0-205 |
0.6% |
81% |
True |
False |
17,228 |
| 20 |
109-180 |
107-128 |
2-052 |
2.0% |
0-180 |
0.5% |
81% |
True |
False |
708,029 |
| 40 |
109-180 |
105-148 |
4-032 |
3.8% |
0-197 |
0.6% |
90% |
True |
False |
892,526 |
| 60 |
109-180 |
105-148 |
4-032 |
3.8% |
0-216 |
0.6% |
90% |
True |
False |
990,335 |
| 80 |
111-295 |
105-148 |
6-148 |
5.9% |
0-206 |
0.6% |
57% |
False |
False |
999,477 |
| 100 |
114-105 |
105-148 |
8-278 |
8.1% |
0-204 |
0.6% |
42% |
False |
False |
804,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-302 |
|
2.618 |
112-084 |
|
1.618 |
111-074 |
|
1.000 |
110-190 |
|
0.618 |
110-064 |
|
HIGH |
109-180 |
|
0.618 |
109-054 |
|
0.500 |
109-015 |
|
0.382 |
108-296 |
|
LOW |
108-170 |
|
0.618 |
107-286 |
|
1.000 |
107-160 |
|
1.618 |
106-276 |
|
2.618 |
105-266 |
|
4.250 |
104-048 |
|
|
| Fisher Pivots for day following 13-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
109-037 |
109-029 |
| PP |
109-026 |
109-010 |
| S1 |
109-015 |
108-311 |
|