ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 15-Dec-2022
Day Change Summary
Previous Current
14-Dec-2022 15-Dec-2022 Change Change % Previous Week
Open 109-070 109-080 0-010 0.0% 108-268
High 109-120 109-120 0-000 0.0% 109-065
Low 108-285 109-012 0-048 0.1% 108-108
Close 109-048 109-075 0-028 0.1% 108-192
Range 0-155 0-108 -0-048 -30.6% 0-278
ATR 0-197 0-191 -0-006 -3.3% 0-000
Volume 2,727 1,373 -1,354 -49.7% 13,253
Daily Pivots for day following 15-Dec-2022
Classic Woodie Camarilla DeMark
R4 110-072 110-021 109-134
R3 109-284 109-233 109-105
R2 109-177 109-177 109-095
R1 109-126 109-126 109-085 109-098
PP 109-069 109-069 109-069 109-055
S1 109-018 109-018 109-065 108-310
S2 108-282 108-282 109-055
S3 108-174 108-231 109-045
S4 108-067 108-123 109-016
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% 0-176 0.5% 72% False False 1,651
10 109-180 108-070 1-110 1.2% 0-176 0.5% 76% False False 3,740
20 109-180 107-128 2-052 2.0% 0-173 0.5% 85% False False 594,733
40 109-180 105-148 4-032 3.8% 0-195 0.6% 92% False False 851,420
60 109-180 105-148 4-032 3.8% 0-214 0.6% 92% False False 955,031
80 111-205 105-148 6-058 5.7% 0-205 0.6% 61% False False 986,182
100 114-105 105-148 8-278 8.1% 0-205 0.6% 43% False False 804,307
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 110-257
2.618 110-081
1.618 109-294
1.000 109-228
0.618 109-186
HIGH 109-120
0.618 109-079
0.500 109-066
0.382 109-054
LOW 109-012
0.618 108-266
1.000 108-225
1.618 108-159
2.618 108-051
4.250 107-196
Fisher Pivots for day following 15-Dec-2022
Pivot 1 day 3 day
R1 109-072 109-055
PP 109-069 109-035
S1 109-066 109-015

These figures are updated between 7pm and 10pm EST after a trading day.

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