ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 02-Dec-2022
Day Change Summary
Previous Current
01-Dec-2022 02-Dec-2022 Change Change % Previous Week
Open 108-315 109-102 0-108 0.3% 108-088
High 109-115 109-148 0-032 0.1% 109-148
Low 108-238 108-182 -0-055 -0.2% 107-245
Close 109-082 109-092 0-010 0.0% 109-092
Range 0-198 0-285 0-088 44.3% 1-222
ATR 0-202 0-208 0-006 2.9% 0-000
Volume 1,280,102 1,390,833 110,731 8.7% 7,042,566
Daily Pivots for day following 02-Dec-2022
Classic Woodie Camarilla DeMark
R4 111-249 111-136 109-249
R3 110-284 110-171 109-171
R2 109-319 109-319 109-145
R1 109-206 109-206 109-119 109-120
PP 109-034 109-034 109-034 108-311
S1 108-241 108-241 109-066 108-155
S2 108-069 108-069 109-040
S3 107-104 107-276 109-014
S4 106-139 106-311 108-256
Weekly Pivots for week ending 02-Dec-2022
Classic Woodie Camarilla DeMark
R4 113-296 113-097 110-071
R3 112-073 111-194 109-242
R2 110-171 110-171 109-192
R1 109-292 109-292 109-142 110-071
PP 108-268 108-268 108-268 108-318
S1 108-069 108-069 109-043 108-169
S2 107-046 107-046 108-313
S3 105-143 106-167 108-263
S4 103-241 104-264 108-114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-148 107-245 1-222 1.6% 0-227 0.6% 90% True False 1,408,513
10 109-148 107-240 1-228 1.6% 0-187 0.5% 90% True False 1,298,896
20 109-148 105-272 3-195 3.3% 0-194 0.6% 95% True False 662,412
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-058
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-079
2.618 111-254
1.618 110-289
1.000 110-112
0.618 110-004
HIGH 109-148
0.618 109-039
0.500 109-005
0.382 108-291
LOW 108-182
0.618 108-006
1.000 107-218
1.618 107-041
2.618 106-076
4.250 104-251
Fisher Pivots for day following 02-Dec-2022
Pivot 1 day 3 day
R1 109-063 109-020
PP 109-034 108-268
S1 109-005 108-196

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

View Archives - Comment on this page... - Back to Index of Symbols