ECBOT 5 Year T-Note Future December 2022
Trading Metrics calculated at close of trading on 22-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2022 |
22-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
108-220 |
108-258 |
0-038 |
0.1% |
108-222 |
High |
108-292 |
108-258 |
-0-035 |
-0.1% |
109-180 |
Low |
108-185 |
108-205 |
0-020 |
0.1% |
108-122 |
Close |
108-230 |
108-222 |
-0-008 |
0.0% |
109-108 |
Range |
0-108 |
0-052 |
-0-055 |
-51.2% |
1-058 |
ATR |
0-177 |
0-168 |
-0-009 |
-5.0% |
0-000 |
Volume |
149 |
22 |
-127 |
-85.2% |
8,234 |
|
Daily Pivots for day following 22-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-066 |
109-037 |
108-251 |
|
R3 |
109-013 |
108-304 |
108-237 |
|
R2 |
108-281 |
108-281 |
108-232 |
|
R1 |
108-252 |
108-252 |
108-227 |
108-240 |
PP |
108-228 |
108-228 |
108-228 |
108-222 |
S1 |
108-199 |
108-199 |
108-218 |
108-188 |
S2 |
108-176 |
108-176 |
108-213 |
|
S3 |
108-123 |
108-147 |
108-208 |
|
S4 |
108-071 |
108-094 |
108-194 |
|
|
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% |
0-110 |
0.3% |
22% |
False |
False |
196 |
10 |
109-180 |
108-122 |
1-058 |
1.1% |
0-143 |
0.4% |
26% |
False |
False |
924 |
20 |
109-180 |
107-140 |
2-040 |
2.0% |
0-165 |
0.5% |
59% |
False |
False |
155,868 |
40 |
109-180 |
105-182 |
3-318 |
3.7% |
0-181 |
0.5% |
78% |
False |
False |
701,164 |
60 |
109-180 |
105-148 |
4-032 |
3.8% |
0-196 |
0.6% |
79% |
False |
False |
822,983 |
80 |
110-310 |
105-148 |
5-162 |
5.1% |
0-203 |
0.6% |
59% |
False |
False |
892,280 |
100 |
113-145 |
105-148 |
7-318 |
7.4% |
0-198 |
0.6% |
40% |
False |
False |
804,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109-161 |
2.618 |
109-075 |
1.618 |
109-022 |
1.000 |
108-310 |
0.618 |
108-290 |
HIGH |
108-258 |
0.618 |
108-237 |
0.500 |
108-231 |
0.382 |
108-225 |
LOW |
108-205 |
0.618 |
108-173 |
1.000 |
108-152 |
1.618 |
108-120 |
2.618 |
108-068 |
4.250 |
107-302 |
|
|
Fisher Pivots for day following 22-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
108-231 |
108-226 |
PP |
108-228 |
108-225 |
S1 |
108-225 |
108-224 |
|