ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 19-Dec-2022
Day Change Summary
Previous Current
16-Dec-2022 19-Dec-2022 Change Change % Previous Week
Open 109-152 109-148 -0-005 0.0% 108-248
High 109-198 109-150 -0-048 -0.1% 109-262
Low 109-010 109-005 -0-005 0.0% 108-190
Close 109-165 109-028 -0-138 -0.4% 109-165
Range 0-188 0-145 -0-042 -22.7% 1-072
ATR 0-199 0-196 -0-003 -1.4% 0-000
Volume 739,770 495,836 -243,934 -33.0% 4,838,129
Daily Pivots for day following 19-Dec-2022
Classic Woodie Camarilla DeMark
R4 110-176 110-087 109-107
R3 110-031 109-262 109-067
R2 109-206 109-206 109-054
R1 109-117 109-117 109-041 109-089
PP 109-061 109-061 109-061 109-047
S1 108-292 108-292 109-014 108-264
S2 108-236 108-236 109-001
S3 108-091 108-147 108-308
S4 107-266 108-002 108-268
Weekly Pivots for week ending 16-Dec-2022
Classic Woodie Camarilla DeMark
R4 112-317 112-153 110-061
R3 111-244 111-081 109-273
R2 110-172 110-172 109-237
R1 110-008 110-008 109-201 110-090
PP 109-099 109-099 109-099 109-140
S1 108-256 108-256 109-129 109-018
S2 108-027 108-027 109-093
S3 106-274 107-183 109-057
S4 105-202 106-111 108-269
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-262 108-218 1-045 1.0% 0-199 0.6% 36% False False 929,510
10 109-262 108-190 1-072 1.1% 0-180 0.5% 40% False False 835,242
20 109-262 107-240 2-022 1.9% 0-187 0.5% 65% False False 1,103,339
40 109-262 105-272 3-310 3.6% 0-194 0.6% 81% False False 562,640
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 0-037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111-126
2.618 110-210
1.618 110-065
1.000 109-295
0.618 109-240
HIGH 109-150
0.618 109-095
0.500 109-078
0.382 109-060
LOW 109-005
0.618 108-235
1.000 108-180
1.618 108-090
2.618 107-265
4.250 107-029
Fisher Pivots for day following 19-Dec-2022
Pivot 1 day 3 day
R1 109-078 109-101
PP 109-061 109-077
S1 109-044 109-052

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

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