ECBOT 5 Year T-Note Future December 2022
Trading Metrics calculated at close of trading on 23-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2022 |
23-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
108-258 |
108-140 |
-0-118 |
-0.3% |
109-110 |
High |
108-258 |
108-170 |
-0-088 |
-0.3% |
109-110 |
Low |
108-205 |
108-120 |
-0-085 |
-0.2% |
108-120 |
Close |
108-222 |
108-120 |
-0-102 |
-0.3% |
108-120 |
Range |
0-052 |
0-050 |
-0-002 |
-4.8% |
0-310 |
ATR |
0-168 |
0-163 |
-0-005 |
-2.8% |
0-000 |
Volume |
22 |
11 |
-11 |
-50.0% |
987 |
|
Daily Pivots for day following 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108-287 |
108-253 |
108-148 |
|
R3 |
108-237 |
108-203 |
108-134 |
|
R2 |
108-187 |
108-187 |
108-129 |
|
R1 |
108-153 |
108-153 |
108-125 |
108-145 |
PP |
108-137 |
108-137 |
108-137 |
108-132 |
S1 |
108-103 |
108-103 |
108-115 |
108-095 |
S2 |
108-087 |
108-087 |
108-111 |
|
S3 |
108-037 |
108-053 |
108-106 |
|
S4 |
107-307 |
108-003 |
108-092 |
|
|
Weekly Pivots for week ending 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-193 |
110-307 |
108-290 |
|
R3 |
110-203 |
109-317 |
108-205 |
|
R2 |
109-213 |
109-213 |
108-177 |
|
R1 |
109-007 |
109-007 |
108-148 |
108-275 |
PP |
108-223 |
108-223 |
108-223 |
108-198 |
S1 |
108-017 |
108-017 |
108-092 |
107-285 |
S2 |
107-233 |
107-233 |
108-063 |
|
S3 |
106-243 |
107-027 |
108-035 |
|
S4 |
105-253 |
106-037 |
107-270 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
109-110 |
108-120 |
0-310 |
0.9% |
0-088 |
0.3% |
0% |
False |
True |
197 |
10 |
109-180 |
108-120 |
1-060 |
1.1% |
0-132 |
0.4% |
0% |
False |
True |
922 |
20 |
109-180 |
107-140 |
2-040 |
2.0% |
0-158 |
0.5% |
44% |
False |
False |
105,750 |
40 |
109-180 |
105-182 |
3-318 |
3.7% |
0-174 |
0.5% |
70% |
False |
False |
667,496 |
60 |
109-180 |
105-148 |
4-032 |
3.8% |
0-194 |
0.6% |
71% |
False |
False |
801,040 |
80 |
110-310 |
105-148 |
5-162 |
5.1% |
0-201 |
0.6% |
53% |
False |
False |
878,611 |
100 |
113-145 |
105-148 |
7-318 |
7.4% |
0-196 |
0.6% |
36% |
False |
False |
804,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109-062 |
2.618 |
108-301 |
1.618 |
108-251 |
1.000 |
108-220 |
0.618 |
108-201 |
HIGH |
108-170 |
0.618 |
108-151 |
0.500 |
108-145 |
0.382 |
108-139 |
LOW |
108-120 |
0.618 |
108-089 |
1.000 |
108-070 |
1.618 |
108-039 |
2.618 |
107-309 |
4.250 |
107-228 |
|
|
Fisher Pivots for day following 23-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
108-145 |
108-206 |
PP |
108-137 |
108-178 |
S1 |
108-128 |
108-149 |
|