ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 20-Dec-2022
Day Change Summary
Previous Current
19-Dec-2022 20-Dec-2022 Change Change % Previous Week
Open 109-148 109-025 -0-122 -0.3% 108-248
High 109-150 109-035 -0-115 -0.3% 109-262
Low 109-005 108-195 -0-130 -0.4% 108-190
Close 109-028 108-250 -0-098 -0.3% 109-165
Range 0-145 0-160 0-015 10.3% 1-072
ATR 0-196 0-193 -0-003 -1.3% 0-000
Volume 495,836 814,776 318,940 64.3% 4,838,129
Daily Pivots for day following 20-Dec-2022
Classic Woodie Camarilla DeMark
R4 110-107 110-018 109-018
R3 109-267 109-178 108-294
R2 109-107 109-107 108-279
R1 109-018 109-018 108-265 108-302
PP 108-267 108-267 108-267 108-249
S1 108-178 108-178 108-235 108-142
S2 108-107 108-107 108-221
S3 107-267 108-018 108-206
S4 107-107 107-178 108-162
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
5 109-198 108-195 1-002 0.9% 0-158 0.5% 17% False True 827,486
10 109-262 108-190 1-072 1.1% 0-184 0.5% 15% False False 843,137
20 109-262 107-240 2-022 1.9% 0-188 0.5% 50% False False 1,101,557
40 109-262 105-272 3-310 3.6% 0-192 0.6% 74% False False 583,005
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 0-034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111-075
2.618 110-134
1.618 109-294
1.000 109-195
0.618 109-134
HIGH 109-035
0.618 108-294
0.500 108-275
0.382 108-256
LOW 108-195
0.618 108-096
1.000 108-035
1.618 107-256
2.618 107-096
4.250 106-155
Fisher Pivots for day following 20-Dec-2022
Pivot 1 day 3 day
R1 108-275 109-036
PP 108-267 109-001
S1 108-258 108-285

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

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