ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 07-Dec-2022
Day Change Summary
Previous Current
06-Dec-2022 07-Dec-2022 Change Change % Previous Week
Open 108-245 108-285 0-040 0.1% 108-088
High 108-318 109-170 0-172 0.5% 109-148
Low 108-202 108-255 0-052 0.2% 107-245
Close 108-302 109-160 0-178 0.5% 109-092
Range 0-115 0-235 0-120 104.3% 1-222
ATR 0-202 0-204 0-002 1.2% 0-000
Volume 735,828 856,949 121,121 16.5% 7,042,566
Daily Pivots for day following 07-Dec-2022
Classic Woodie Camarilla DeMark
R4 111-153 111-072 109-289
R3 110-238 110-157 109-225
R2 110-003 110-003 109-203
R1 109-242 109-242 109-182 109-282
PP 109-088 109-088 109-088 109-109
S1 109-007 109-007 109-138 109-048
S2 108-173 108-173 109-117
S3 107-258 108-092 109-095
S4 107-023 107-177 109-031
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
5 109-170 108-182 0-308 0.9% 0-208 0.6% 97% True False 1,031,145
10 109-170 107-240 1-250 1.6% 0-207 0.6% 98% True False 1,230,096
20 109-170 106-125 3-045 2.9% 0-195 0.6% 99% True False 785,522
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-058
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112-209
2.618 111-145
1.618 110-230
1.000 110-085
0.618 109-315
HIGH 109-170
0.618 109-080
0.500 109-052
0.382 109-025
LOW 108-255
0.618 108-110
1.000 108-020
1.618 107-195
2.618 106-280
4.250 105-216
Fisher Pivots for day following 07-Dec-2022
Pivot 1 day 3 day
R1 109-124 109-115
PP 109-088 109-069
S1 109-052 109-024

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

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