ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 21-Dec-2022
Day Change Summary
Previous Current
20-Dec-2022 21-Dec-2022 Change Change % Previous Week
Open 109-025 108-250 -0-095 -0.3% 108-248
High 109-035 109-038 0-002 0.0% 109-262
Low 108-195 108-210 0-015 0.0% 108-190
Close 108-250 108-268 0-018 0.1% 109-165
Range 0-160 0-148 -0-012 -7.8% 1-072
ATR 0-193 0-190 -0-003 -1.7% 0-000
Volume 814,776 547,557 -267,219 -32.8% 4,838,129
Daily Pivots for day following 21-Dec-2022
Classic Woodie Camarilla DeMark
R4 110-081 110-002 109-029
R3 109-253 109-174 108-308
R2 109-106 109-106 108-295
R1 109-027 109-027 108-281 109-066
PP 108-278 108-278 108-278 108-298
S1 108-199 108-199 108-254 108-239
S2 108-131 108-131 108-240
S3 107-303 108-052 108-227
S4 107-156 107-224 108-186
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% 0-152 0.4% 22% False False 700,370
10 109-262 108-190 1-072 1.1% 0-175 0.5% 20% False False 812,198
20 109-262 107-240 2-022 1.9% 0-191 0.5% 52% False False 1,021,147
40 109-262 105-272 3-310 3.6% 0-190 0.5% 75% False False 596,678
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111-024
2.618 110-104
1.618 109-276
1.000 109-185
0.618 109-129
HIGH 109-038
0.618 108-301
0.500 108-284
0.382 108-266
LOW 108-210
0.618 108-119
1.000 108-062
1.618 107-291
2.618 107-144
4.250 106-223
Fisher Pivots for day following 21-Dec-2022
Pivot 1 day 3 day
R1 108-284 109-012
PP 108-278 108-311
S1 108-273 108-289

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

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