ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 08-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2022 |
08-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
113-062 |
112-088 |
-0-295 |
-0.8% |
113-245 |
| High |
113-090 |
112-210 |
-0-200 |
-0.6% |
114-078 |
| Low |
112-065 |
112-068 |
0-002 |
0.0% |
112-065 |
| Close |
112-092 |
112-182 |
0-090 |
0.3% |
112-092 |
| Range |
1-025 |
0-142 |
-0-202 |
-58.7% |
2-012 |
| ATR |
0-243 |
0-235 |
-0-007 |
-2.9% |
0-000 |
| Volume |
1,038,107 |
614,018 |
-424,089 |
-40.9% |
5,282,901 |
|
| Daily Pivots for day following 08-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-261 |
113-204 |
112-261 |
|
| R3 |
113-118 |
113-062 |
112-222 |
|
| R2 |
112-296 |
112-296 |
112-209 |
|
| R1 |
112-239 |
112-239 |
112-196 |
112-268 |
| PP |
112-153 |
112-153 |
112-153 |
112-168 |
| S1 |
112-097 |
112-097 |
112-169 |
112-125 |
| S2 |
112-011 |
112-011 |
112-156 |
|
| S3 |
111-188 |
111-274 |
112-143 |
|
| S4 |
111-046 |
111-132 |
112-104 |
|
|
| 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% |
0-280 |
0.8% |
18% |
False |
False |
1,001,231 |
| 10 |
114-078 |
112-065 |
2-012 |
1.8% |
0-241 |
0.7% |
18% |
False |
False |
1,053,132 |
| 20 |
114-078 |
111-110 |
2-288 |
2.6% |
0-226 |
0.6% |
42% |
False |
False |
1,007,070 |
| 40 |
114-078 |
109-058 |
5-020 |
4.5% |
0-254 |
0.7% |
67% |
False |
False |
1,081,427 |
| 60 |
114-078 |
109-058 |
5-020 |
4.5% |
0-222 |
0.6% |
67% |
False |
False |
999,005 |
| 80 |
114-078 |
109-058 |
5-020 |
4.5% |
0-220 |
0.6% |
67% |
False |
False |
750,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-176 |
|
2.618 |
113-263 |
|
1.618 |
113-121 |
|
1.000 |
113-032 |
|
0.618 |
112-298 |
|
HIGH |
112-210 |
|
0.618 |
112-156 |
|
0.500 |
112-139 |
|
0.382 |
112-122 |
|
LOW |
112-068 |
|
0.618 |
111-299 |
|
1.000 |
111-245 |
|
1.618 |
111-157 |
|
2.618 |
111-014 |
|
4.250 |
110-102 |
|
|
| Fisher Pivots for day following 08-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-168 |
112-252 |
| PP |
112-153 |
112-229 |
| S1 |
112-139 |
112-206 |
|