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 |
|
|
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 |
|