ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 01-Dec-2022
Day Change Summary
Previous Current
30-Nov-2022 01-Dec-2022 Change Change % Previous Week
Open 108-030 108-315 0-285 0.8% 107-305
High 108-315 109-115 0-120 0.3% 108-188
Low 107-245 108-238 0-312 0.9% 107-240
Close 108-182 109-082 0-220 0.6% 108-078
Range 1-070 0-198 -0-192 -49.4% 0-268
ATR 0-199 0-202 0-004 1.9% 0-000
Volume 1,858,616 1,280,102 -578,514 -31.1% 5,779,785
Daily Pivots for day following 01-Dec-2022
Classic Woodie Camarilla DeMark
R4 110-311 110-234 109-191
R3 110-113 110-037 109-137
R2 109-236 109-236 109-119
R1 109-159 109-159 109-101 109-198
PP 109-038 109-038 109-038 109-058
S1 108-282 108-282 109-064 109-000
S2 108-161 108-161 109-046
S3 107-283 108-084 109-028
S4 107-086 107-207 108-294
Weekly Pivots for week ending 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 110-224 110-098 108-225
R3 109-277 109-151 108-151
R2 109-009 109-009 108-127
R1 108-203 108-203 108-102 108-266
PP 108-062 108-062 108-062 108-093
S1 107-256 107-256 108-053 107-319
S2 107-114 107-114 108-028
S3 106-167 106-308 108-004
S4 105-219 106-041 107-250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-115 107-245 1-190 1.5% 0-210 0.6% 94% True False 1,304,468
10 109-115 107-240 1-195 1.5% 0-178 0.5% 94% True False 1,165,865
20 109-115 105-272 3-162 3.2% 0-186 0.5% 97% True False 592,961
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-057
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111-314
2.618 110-312
1.618 110-115
1.000 109-312
0.618 109-237
HIGH 109-115
0.618 109-040
0.500 109-016
0.382 108-313
LOW 108-238
0.618 108-115
1.000 108-040
1.618 107-238
2.618 107-040
4.250 106-038
Fisher Pivots for day following 01-Dec-2022
Pivot 1 day 3 day
R1 109-060 109-008
PP 109-038 108-254
S1 109-016 108-180

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

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