ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 05-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2022 |
05-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
113-000 |
113-062 |
0-062 |
0.2% |
113-245 |
| High |
113-120 |
113-090 |
-0-030 |
-0.1% |
114-078 |
| Low |
112-252 |
112-065 |
-0-188 |
-0.5% |
112-065 |
| Close |
113-088 |
112-092 |
-0-315 |
-0.9% |
112-092 |
| Range |
0-188 |
1-025 |
0-158 |
84.0% |
2-012 |
| ATR |
0-235 |
0-243 |
0-008 |
3.4% |
0-000 |
| Volume |
866,490 |
1,038,107 |
171,617 |
19.8% |
5,282,901 |
|
| Daily Pivots for day following 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-264 |
115-043 |
112-282 |
|
| R3 |
114-239 |
114-018 |
112-187 |
|
| R2 |
113-214 |
113-214 |
112-156 |
|
| R1 |
112-313 |
112-313 |
112-124 |
112-251 |
| PP |
112-189 |
112-189 |
112-189 |
112-158 |
| S1 |
111-288 |
111-288 |
112-061 |
111-226 |
| S2 |
111-164 |
111-164 |
112-029 |
|
| S3 |
110-139 |
110-263 |
111-318 |
|
| S4 |
109-114 |
109-238 |
111-223 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-009 |
117-223 |
113-131 |
|
| R3 |
116-317 |
115-211 |
112-272 |
|
| R2 |
114-304 |
114-304 |
112-212 |
|
| R1 |
113-198 |
113-198 |
112-152 |
113-085 |
| PP |
112-292 |
112-292 |
112-292 |
112-235 |
| S1 |
111-186 |
111-186 |
112-033 |
111-072 |
| S2 |
110-279 |
110-279 |
111-293 |
|
| S3 |
108-267 |
109-173 |
111-233 |
|
| S4 |
106-254 |
107-161 |
111-054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-078 |
112-065 |
2-012 |
1.8% |
0-275 |
0.8% |
4% |
False |
True |
1,056,580 |
| 10 |
114-078 |
112-065 |
2-012 |
1.8% |
0-236 |
0.7% |
4% |
False |
True |
1,071,343 |
| 20 |
114-078 |
111-110 |
2-288 |
2.6% |
0-229 |
0.6% |
33% |
False |
False |
1,011,768 |
| 40 |
114-078 |
109-058 |
5-020 |
4.5% |
0-254 |
0.7% |
61% |
False |
False |
1,088,976 |
| 60 |
114-078 |
109-058 |
5-020 |
4.5% |
0-224 |
0.6% |
61% |
False |
False |
988,969 |
| 80 |
114-078 |
109-058 |
5-020 |
4.5% |
0-222 |
0.6% |
61% |
False |
False |
742,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-276 |
|
2.618 |
116-033 |
|
1.618 |
115-008 |
|
1.000 |
114-115 |
|
0.618 |
113-303 |
|
HIGH |
113-090 |
|
0.618 |
112-278 |
|
0.500 |
112-238 |
|
0.382 |
112-197 |
|
LOW |
112-065 |
|
0.618 |
111-172 |
|
1.000 |
111-040 |
|
1.618 |
110-147 |
|
2.618 |
109-122 |
|
4.250 |
107-199 |
|
|
| Fisher Pivots for day following 05-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-238 |
112-252 |
| PP |
112-189 |
112-199 |
| S1 |
112-141 |
112-146 |
|