ECBOT 5 Year T-Note Future December 2022
Trading Metrics calculated at close of trading on 16-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2022 |
16-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
109-080 |
109-065 |
-0-015 |
0.0% |
108-222 |
High |
109-120 |
109-125 |
0-005 |
0.0% |
109-180 |
Low |
109-012 |
108-285 |
-0-048 |
-0.1% |
108-122 |
Close |
109-075 |
109-108 |
0-032 |
0.1% |
109-108 |
Range |
0-108 |
0-160 |
0-052 |
48.8% |
1-058 |
ATR |
0-191 |
0-189 |
-0-002 |
-1.2% |
0-000 |
Volume |
1,373 |
7 |
-1,366 |
-99.5% |
8,234 |
|
Daily Pivots for day following 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-226 |
110-167 |
109-196 |
|
R3 |
110-066 |
110-007 |
109-152 |
|
R2 |
109-226 |
109-226 |
109-137 |
|
R1 |
109-167 |
109-167 |
109-122 |
109-196 |
PP |
109-066 |
109-066 |
109-066 |
109-081 |
S1 |
109-007 |
109-007 |
109-093 |
109-036 |
S2 |
108-226 |
108-226 |
109-078 |
|
S3 |
108-066 |
108-167 |
109-064 |
|
S4 |
107-226 |
108-007 |
109-020 |
|
|
Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-202 |
112-052 |
109-315 |
|
R3 |
111-145 |
110-315 |
109-211 |
|
R2 |
110-088 |
110-088 |
109-177 |
|
R1 |
109-258 |
109-258 |
109-142 |
110-012 |
PP |
109-030 |
109-030 |
109-030 |
109-068 |
S1 |
108-200 |
108-200 |
109-073 |
108-275 |
S2 |
107-292 |
107-292 |
109-038 |
|
S3 |
106-235 |
107-142 |
109-004 |
|
S4 |
105-178 |
106-085 |
108-220 |
|
|
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% |
81% |
False |
False |
1,646 |
10 |
109-180 |
108-108 |
1-072 |
1.1% |
0-164 |
0.5% |
82% |
False |
False |
2,148 |
20 |
109-180 |
107-128 |
2-052 |
2.0% |
0-172 |
0.5% |
90% |
False |
False |
543,935 |
40 |
109-180 |
105-148 |
4-032 |
3.8% |
0-194 |
0.6% |
94% |
False |
False |
826,329 |
60 |
109-180 |
105-148 |
4-032 |
3.8% |
0-212 |
0.6% |
94% |
False |
False |
930,334 |
80 |
111-165 |
105-148 |
6-018 |
5.5% |
0-204 |
0.6% |
64% |
False |
False |
964,913 |
100 |
114-105 |
105-148 |
8-278 |
8.1% |
0-205 |
0.6% |
44% |
False |
False |
804,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-165 |
2.618 |
110-224 |
1.618 |
110-064 |
1.000 |
109-285 |
0.618 |
109-224 |
HIGH |
109-125 |
0.618 |
109-064 |
0.500 |
109-045 |
0.382 |
109-026 |
LOW |
108-285 |
0.618 |
108-186 |
1.000 |
108-125 |
1.618 |
108-026 |
2.618 |
107-186 |
4.250 |
106-245 |
|
|
Fisher Pivots for day following 16-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
109-087 |
109-087 |
PP |
109-066 |
109-066 |
S1 |
109-045 |
109-045 |
|