ECBOT 5 Year T-Note Future December 2022
Trading Metrics calculated at close of trading on 21-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2022 |
21-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
108-185 |
108-220 |
0-035 |
0.1% |
108-222 |
High |
108-212 |
108-292 |
0-080 |
0.2% |
109-180 |
Low |
108-160 |
108-185 |
0-025 |
0.1% |
108-122 |
Close |
108-212 |
108-230 |
0-018 |
0.1% |
109-108 |
Range |
0-052 |
0-108 |
0-055 |
104.8% |
1-058 |
ATR |
0-182 |
0-177 |
-0-005 |
-2.9% |
0-000 |
Volume |
59 |
149 |
90 |
152.5% |
8,234 |
|
Daily Pivots for day following 21-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-238 |
109-182 |
108-289 |
|
R3 |
109-131 |
109-074 |
108-260 |
|
R2 |
109-023 |
109-023 |
108-250 |
|
R1 |
108-287 |
108-287 |
108-240 |
108-315 |
PP |
108-236 |
108-236 |
108-236 |
108-250 |
S1 |
108-179 |
108-179 |
108-220 |
108-208 |
S2 |
108-128 |
108-128 |
108-210 |
|
S3 |
108-021 |
108-072 |
108-200 |
|
S4 |
107-233 |
107-284 |
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 |
109-125 |
108-160 |
0-285 |
0.8% |
0-120 |
0.3% |
25% |
False |
False |
466 |
10 |
109-180 |
108-122 |
1-058 |
1.1% |
0-146 |
0.4% |
28% |
False |
False |
1,245 |
20 |
109-180 |
107-128 |
2-052 |
2.0% |
0-171 |
0.5% |
61% |
False |
False |
278,988 |
40 |
109-180 |
105-182 |
3-318 |
3.7% |
0-184 |
0.5% |
79% |
False |
False |
730,933 |
60 |
109-180 |
105-148 |
4-032 |
3.8% |
0-204 |
0.6% |
79% |
False |
False |
856,701 |
80 |
111-055 |
105-148 |
5-228 |
5.3% |
0-204 |
0.6% |
57% |
False |
False |
905,070 |
100 |
114-105 |
105-148 |
8-278 |
8.2% |
0-202 |
0.6% |
37% |
False |
False |
804,309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-109 |
2.618 |
109-254 |
1.618 |
109-146 |
1.000 |
109-080 |
0.618 |
109-039 |
HIGH |
108-292 |
0.618 |
108-251 |
0.500 |
108-239 |
0.382 |
108-226 |
LOW |
108-185 |
0.618 |
108-119 |
1.000 |
108-078 |
1.618 |
108-011 |
2.618 |
107-224 |
4.250 |
107-048 |
|
|
Fisher Pivots for day following 21-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
108-239 |
108-295 |
PP |
108-236 |
108-273 |
S1 |
108-233 |
108-252 |
|