ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 20-Dec-2022
Day Change Summary
Previous Current
19-Dec-2022 20-Dec-2022 Change Change % Previous Week
Open 109-110 108-185 -0-245 -0.7% 108-222
High 109-110 108-212 -0-218 -0.6% 109-180
Low 108-255 108-160 -0-095 -0.3% 108-122
Close 108-268 108-212 -0-055 -0.2% 109-108
Range 0-175 0-052 -0-122 -70.0% 1-058
ATR 0-188 0-182 -0-006 -3.1% 0-000
Volume 746 59 -687 -92.1% 8,234
Daily Pivots for day following 20-Dec-2022
Classic Woodie Camarilla DeMark
R4 109-032 109-015 108-241
R3 108-300 108-282 108-227
R2 108-248 108-248 108-222
R1 108-230 108-230 108-217 108-239
PP 108-195 108-195 108-195 108-199
S1 108-178 108-178 108-208 108-186
S2 108-142 108-142 108-203
S3 108-090 108-125 108-198
S4 108-038 108-072 108-184
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
5 109-125 108-160 0-285 0.8% 0-130 0.4% 18% False True 982
10 109-180 108-122 1-058 1.1% 0-158 0.5% 24% False False 1,333
20 109-180 107-128 2-052 2.0% 0-170 0.5% 58% False False 420,619
40 109-180 105-182 3-318 3.7% 0-187 0.5% 77% False False 761,006
60 109-180 105-148 4-032 3.8% 0-206 0.6% 78% False False 883,851
80 111-055 105-148 5-228 5.3% 0-204 0.6% 56% False False 919,994
100 114-105 105-148 8-278 8.2% 0-202 0.6% 36% False False 804,311
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 108 trading days
Fibonacci Retracements and Extensions
4.250 109-116
2.618 109-030
1.618 108-297
1.000 108-265
0.618 108-245
HIGH 108-212
0.618 108-192
0.500 108-186
0.382 108-180
LOW 108-160
0.618 108-128
1.000 108-108
1.618 108-075
2.618 108-023
4.250 107-257
Fisher Pivots for day following 20-Dec-2022
Pivot 1 day 3 day
R1 108-204 108-302
PP 108-195 108-272
S1 108-186 108-242

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

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