ECBOT 5 Year T-Note Future December 2022
Trading Metrics calculated at close of trading on 14-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2022 |
14-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
108-182 |
109-070 |
0-208 |
0.6% |
108-268 |
High |
109-180 |
109-120 |
-0-060 |
-0.2% |
109-065 |
Low |
108-170 |
108-285 |
0-115 |
0.3% |
108-108 |
Close |
109-048 |
109-048 |
0-000 |
0.0% |
108-192 |
Range |
1-010 |
0-155 |
-0-175 |
-53.0% |
0-278 |
ATR |
0-201 |
0-197 |
-0-003 |
-1.6% |
0-000 |
Volume |
2,652 |
2,727 |
75 |
2.8% |
13,253 |
|
Daily Pivots for day following 14-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-189 |
110-113 |
109-133 |
|
R3 |
110-034 |
109-278 |
109-090 |
|
R2 |
109-199 |
109-199 |
109-076 |
|
R1 |
109-123 |
109-123 |
109-062 |
109-084 |
PP |
109-044 |
109-044 |
109-044 |
109-024 |
S1 |
108-288 |
108-288 |
109-033 |
108-249 |
S2 |
108-209 |
108-209 |
109-019 |
|
S3 |
108-054 |
108-133 |
109-005 |
|
S4 |
107-219 |
107-298 |
108-282 |
|
|
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% |
0-172 |
0.5% |
65% |
False |
False |
2,024 |
10 |
109-180 |
108-070 |
1-110 |
1.2% |
0-184 |
0.5% |
69% |
False |
False |
6,589 |
20 |
109-180 |
107-128 |
2-052 |
2.0% |
0-177 |
0.5% |
81% |
False |
False |
645,099 |
40 |
109-180 |
105-148 |
4-032 |
3.8% |
0-197 |
0.6% |
90% |
False |
False |
872,455 |
60 |
109-180 |
105-148 |
4-032 |
3.8% |
0-216 |
0.6% |
90% |
False |
False |
975,885 |
80 |
111-260 |
105-148 |
6-112 |
5.8% |
0-205 |
0.6% |
58% |
False |
False |
996,744 |
100 |
114-105 |
105-148 |
8-278 |
8.1% |
0-205 |
0.6% |
42% |
False |
False |
804,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-139 |
2.618 |
110-206 |
1.618 |
110-051 |
1.000 |
109-275 |
0.618 |
109-216 |
HIGH |
109-120 |
0.618 |
109-061 |
0.500 |
109-042 |
0.382 |
109-024 |
LOW |
108-285 |
0.618 |
108-189 |
1.000 |
108-130 |
1.618 |
108-034 |
2.618 |
107-199 |
4.250 |
106-266 |
|
|
Fisher Pivots for day following 14-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
109-046 |
109-029 |
PP |
109-044 |
109-010 |
S1 |
109-042 |
108-311 |
|