ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 09-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2022 |
09-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
112-088 |
112-188 |
0-100 |
0.3% |
113-245 |
| High |
112-210 |
112-208 |
-0-002 |
0.0% |
114-078 |
| Low |
112-068 |
112-062 |
-0-005 |
0.0% |
112-065 |
| Close |
112-182 |
112-072 |
-0-110 |
-0.3% |
112-092 |
| Range |
0-142 |
0-145 |
0-002 |
1.8% |
2-012 |
| ATR |
0-235 |
0-229 |
-0-006 |
-2.7% |
0-000 |
| Volume |
614,018 |
677,380 |
63,362 |
10.3% |
5,282,901 |
|
| Daily Pivots for day following 09-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-229 |
113-136 |
112-152 |
|
| R3 |
113-084 |
112-311 |
112-112 |
|
| R2 |
112-259 |
112-259 |
112-099 |
|
| R1 |
112-166 |
112-166 |
112-086 |
112-140 |
| PP |
112-114 |
112-114 |
112-114 |
112-101 |
| S1 |
112-021 |
112-021 |
112-059 |
111-315 |
| S2 |
111-289 |
111-289 |
112-046 |
|
| S3 |
111-144 |
111-196 |
112-033 |
|
| S4 |
110-319 |
111-051 |
111-313 |
|
|
| 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 |
113-120 |
112-062 |
1-058 |
1.1% |
0-218 |
0.6% |
3% |
False |
True |
880,020 |
| 10 |
114-078 |
112-062 |
2-015 |
1.8% |
0-238 |
0.7% |
2% |
False |
True |
1,037,035 |
| 20 |
114-078 |
111-110 |
2-288 |
2.6% |
0-224 |
0.6% |
30% |
False |
False |
996,028 |
| 40 |
114-078 |
109-058 |
5-020 |
4.5% |
0-250 |
0.7% |
60% |
False |
False |
1,057,233 |
| 60 |
114-078 |
109-058 |
5-020 |
4.5% |
0-222 |
0.6% |
60% |
False |
False |
1,010,016 |
| 80 |
114-078 |
109-058 |
5-020 |
4.5% |
0-218 |
0.6% |
60% |
False |
False |
758,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-184 |
|
2.618 |
113-267 |
|
1.618 |
113-122 |
|
1.000 |
113-032 |
|
0.618 |
112-297 |
|
HIGH |
112-208 |
|
0.618 |
112-152 |
|
0.500 |
112-135 |
|
0.382 |
112-118 |
|
LOW |
112-062 |
|
0.618 |
111-293 |
|
1.000 |
111-238 |
|
1.618 |
111-148 |
|
2.618 |
111-003 |
|
4.250 |
110-086 |
|
|
| Fisher Pivots for day following 09-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-135 |
112-236 |
| PP |
112-114 |
112-182 |
| S1 |
112-093 |
112-127 |
|