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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 2 trading days
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

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

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