ECBOT 5 Year T-Note Future March 2023


Trading Metrics calculated at close of trading on 22-Dec-2022
Day Change Summary
Previous Current
21-Dec-2022 22-Dec-2022 Change Change % Previous Week
Open 108-250 108-282 0-032 0.1% 108-248
High 109-038 109-005 -0-032 -0.1% 109-262
Low 108-210 108-218 0-008 0.0% 108-190
Close 108-268 108-248 -0-020 -0.1% 109-165
Range 0-148 0-108 -0-040 -27.1% 1-072
ATR 0-190 0-184 -0-006 -3.1% 0-000
Volume 547,557 504,112 -43,445 -7.9% 4,838,129
Daily Pivots for day following 22-Dec-2022
Classic Woodie Camarilla DeMark
R4 109-266 109-204 108-307
R3 109-158 109-097 108-277
R2 109-051 109-051 108-267
R1 108-309 108-309 108-257 108-286
PP 108-263 108-263 108-263 108-252
S1 108-202 108-202 108-238 108-179
S2 108-156 108-156 108-228
S3 108-048 108-094 108-218
S4 107-261 107-307 108-188
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% 0-150 0.4% 16% False False 620,410
10 109-262 108-190 1-072 1.1% 0-172 0.5% 15% False False 786,642
20 109-262 107-245 2-018 1.9% 0-188 0.5% 49% False False 951,203
40 109-262 105-272 3-310 3.6% 0-189 0.5% 74% False False 609,275
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-039
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 110-142
2.618 109-286
1.618 109-179
1.000 109-112
0.618 109-071
HIGH 109-005
0.618 108-284
0.500 108-271
0.382 108-259
LOW 108-218
0.618 108-151
1.000 108-110
1.618 108-044
2.618 107-256
4.250 107-081
Fisher Pivots for day following 22-Dec-2022
Pivot 1 day 3 day
R1 108-271 108-276
PP 108-263 108-267
S1 108-255 108-257

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

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