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 |
|
|
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 |
|