ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 12-Dec-2022
Day Change Summary
Previous Current
09-Dec-2022 12-Dec-2022 Change Change % Previous Week
Open 109-028 108-248 -0-100 -0.3% 109-072
High 109-098 109-012 -0-085 -0.2% 109-170
Low 108-248 108-190 -0-058 -0.2% 108-198
Close 108-278 108-212 -0-065 -0.2% 108-278
Range 0-170 0-142 -0-028 -16.2% 0-292
ATR 0-199 0-195 -0-004 -2.0% 0-000
Volume 666,014 686,412 20,398 3.1% 3,910,479
Daily Pivots for day following 12-Dec-2022
Classic Woodie Camarilla DeMark
R4 110-032 109-265 108-291
R3 109-210 109-122 108-252
R2 109-068 109-068 108-239
R1 108-300 108-300 108-226 108-272
PP 108-245 108-245 108-245 108-231
S1 108-158 108-158 108-199 108-130
S2 108-102 108-102 108-186
S3 107-280 108-015 108-173
S4 107-138 107-192 108-134
Weekly Pivots for week ending 09-Dec-2022
Classic Woodie Camarilla DeMark
R4 111-239 111-071 109-118
R3 110-267 110-098 109-038
R2 109-294 109-294 109-011
R1 109-126 109-126 108-304 109-064
PP 109-002 109-002 109-002 108-291
S1 108-153 108-153 108-251 108-091
S2 108-029 108-029 108-224
S3 107-057 107-181 108-197
S4 106-084 106-208 108-117
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-170 108-190 0-300 0.9% 0-160 0.5% 8% False True 740,975
10 109-170 107-245 1-245 1.6% 0-202 0.6% 51% False False 1,010,055
20 109-170 107-240 1-250 1.6% 0-178 0.5% 51% False False 888,713
40 109-170 105-215 3-275 3.6% 0-187 0.5% 78% False False 446,521
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 0-051
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110-298
2.618 110-066
1.618 109-243
1.000 109-155
0.618 109-101
HIGH 109-012
0.618 108-278
0.500 108-261
0.382 108-244
LOW 108-190
0.618 108-102
1.000 108-048
1.618 107-279
2.618 107-137
4.250 106-224
Fisher Pivots for day following 12-Dec-2022
Pivot 1 day 3 day
R1 108-261 109-002
PP 108-245 108-286
S1 108-229 108-249

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

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