ECBOT 5 Year T-Note Future December 2022
| 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 |
109-065 |
109-110 |
0-045 |
0.1% |
108-222 |
| High |
109-125 |
109-110 |
-0-015 |
0.0% |
109-180 |
| Low |
108-285 |
108-255 |
-0-030 |
-0.1% |
108-122 |
| Close |
109-108 |
108-268 |
-0-160 |
-0.5% |
109-108 |
| Range |
0-160 |
0-175 |
0-015 |
9.4% |
1-058 |
| ATR |
0-189 |
0-188 |
-0-001 |
-0.5% |
0-000 |
| Volume |
7 |
746 |
739 |
10,557.1% |
8,234 |
|
| Daily Pivots for day following 19-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-202 |
110-090 |
109-044 |
|
| R3 |
110-028 |
109-235 |
108-316 |
|
| R2 |
109-172 |
109-172 |
108-300 |
|
| R1 |
109-060 |
109-060 |
108-284 |
109-029 |
| PP |
108-318 |
108-318 |
108-318 |
108-302 |
| S1 |
108-205 |
108-205 |
108-251 |
108-174 |
| S2 |
108-142 |
108-142 |
108-235 |
|
| S3 |
107-288 |
108-030 |
108-219 |
|
| S4 |
107-112 |
107-175 |
108-171 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-202 |
112-052 |
109-315 |
|
| R3 |
111-145 |
110-315 |
109-211 |
|
| R2 |
110-088 |
110-088 |
109-177 |
|
| R1 |
109-258 |
109-258 |
109-142 |
110-012 |
| PP |
109-030 |
109-030 |
109-030 |
109-068 |
| S1 |
108-200 |
108-200 |
109-073 |
108-275 |
| S2 |
107-292 |
107-292 |
109-038 |
|
| S3 |
106-235 |
107-142 |
109-004 |
|
| S4 |
105-178 |
106-085 |
108-220 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-180 |
108-170 |
1-010 |
0.9% |
0-186 |
0.5% |
30% |
False |
False |
1,501 |
| 10 |
109-180 |
108-112 |
1-068 |
1.1% |
0-162 |
0.5% |
40% |
False |
False |
1,535 |
| 20 |
109-180 |
107-128 |
2-052 |
2.0% |
0-174 |
0.5% |
66% |
False |
False |
504,722 |
| 40 |
109-180 |
105-182 |
3-318 |
3.7% |
0-191 |
0.5% |
82% |
False |
False |
788,261 |
| 60 |
109-180 |
105-148 |
4-032 |
3.8% |
0-211 |
0.6% |
82% |
False |
False |
907,876 |
| 80 |
111-165 |
105-148 |
6-018 |
5.6% |
0-205 |
0.6% |
56% |
False |
False |
939,589 |
| 100 |
114-105 |
105-148 |
8-278 |
8.1% |
0-203 |
0.6% |
38% |
False |
False |
804,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-214 |
|
2.618 |
110-248 |
|
1.618 |
110-073 |
|
1.000 |
109-285 |
|
0.618 |
109-218 |
|
HIGH |
109-110 |
|
0.618 |
109-043 |
|
0.500 |
109-022 |
|
0.382 |
109-002 |
|
LOW |
108-255 |
|
0.618 |
108-147 |
|
1.000 |
108-080 |
|
1.618 |
107-292 |
|
2.618 |
107-117 |
|
4.250 |
106-151 |
|
|
| Fisher Pivots for day following 19-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
109-022 |
109-030 |
| PP |
108-318 |
109-002 |
| S1 |
108-292 |
108-295 |
|