ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 19-Dec-2022
Day Change Summary
Previous Current
16-Dec-2022 19-Dec-2022 Change Change % Previous Week
Open 109-065 109-110 0-045 0.1% 108-222
High 109-125 109-110 -0-015 0.0% 109-180
Low 108-285 108-255 -0-030 -0.1% 108-122
Close 109-108 108-268 -0-160 -0.5% 109-108
Range 0-160 0-175 0-015 9.4% 1-058
ATR 0-189 0-188 -0-001 -0.5% 0-000
Volume 7 746 739 10,557.1% 8,234
Daily Pivots for day following 19-Dec-2022
Classic Woodie Camarilla DeMark
R4 110-202 110-090 109-044
R3 110-028 109-235 108-316
R2 109-172 109-172 108-300
R1 109-060 109-060 108-284 109-029
PP 108-318 108-318 108-318 108-302
S1 108-205 108-205 108-251 108-174
S2 108-142 108-142 108-235
S3 107-288 108-030 108-219
S4 107-112 107-175 108-171
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
5 109-180 108-170 1-010 0.9% 0-186 0.5% 30% False False 1,501
10 109-180 108-112 1-068 1.1% 0-162 0.5% 40% False False 1,535
20 109-180 107-128 2-052 2.0% 0-174 0.5% 66% False False 504,722
40 109-180 105-182 3-318 3.7% 0-191 0.5% 82% False False 788,261
60 109-180 105-148 4-032 3.8% 0-211 0.6% 82% False False 907,876
80 111-165 105-148 6-018 5.6% 0-205 0.6% 56% False False 939,589
100 114-105 105-148 8-278 8.1% 0-203 0.6% 38% False False 804,312
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 111-214
2.618 110-248
1.618 110-073
1.000 109-285
0.618 109-218
HIGH 109-110
0.618 109-043
0.500 109-022
0.382 109-002
LOW 108-255
0.618 108-147
1.000 108-080
1.618 107-292
2.618 107-117
4.250 106-151
Fisher Pivots for day following 19-Dec-2022
Pivot 1 day 3 day
R1 109-022 109-030
PP 108-318 109-002
S1 108-292 108-295

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

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