ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 11-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2022 |
11-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
112-095 |
112-175 |
0-080 |
0.2% |
113-245 |
| High |
113-050 |
112-300 |
-0-070 |
-0.2% |
114-078 |
| Low |
112-045 |
112-070 |
0-025 |
0.1% |
112-065 |
| Close |
112-178 |
112-095 |
-0-082 |
-0.2% |
112-092 |
| Range |
1-005 |
0-230 |
-0-095 |
-29.2% |
2-012 |
| ATR |
0-236 |
0-235 |
0-000 |
-0.2% |
0-000 |
| Volume |
1,257,031 |
980,312 |
-276,719 |
-22.0% |
5,282,901 |
|
| Daily Pivots for day following 11-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-205 |
114-060 |
112-222 |
|
| R3 |
113-295 |
113-150 |
112-158 |
|
| R2 |
113-065 |
113-065 |
112-137 |
|
| R1 |
112-240 |
112-240 |
112-116 |
112-198 |
| PP |
112-155 |
112-155 |
112-155 |
112-134 |
| S1 |
112-010 |
112-010 |
112-074 |
111-288 |
| S2 |
111-245 |
111-245 |
112-053 |
|
| S3 |
111-015 |
111-100 |
112-032 |
|
| S4 |
110-105 |
110-190 |
111-288 |
|
|
| 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 |
113-090 |
112-045 |
1-045 |
1.0% |
0-238 |
0.7% |
14% |
False |
False |
913,369 |
| 10 |
114-078 |
112-045 |
2-032 |
1.9% |
0-239 |
0.7% |
7% |
False |
False |
1,014,502 |
| 20 |
114-078 |
111-110 |
2-288 |
2.6% |
0-227 |
0.6% |
33% |
False |
False |
973,288 |
| 40 |
114-078 |
109-085 |
4-312 |
4.4% |
0-242 |
0.7% |
61% |
False |
False |
1,024,925 |
| 60 |
114-078 |
109-058 |
5-020 |
4.5% |
0-226 |
0.6% |
62% |
False |
False |
1,046,757 |
| 80 |
114-078 |
109-058 |
5-020 |
4.5% |
0-220 |
0.6% |
62% |
False |
False |
786,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-318 |
|
2.618 |
114-262 |
|
1.618 |
114-032 |
|
1.000 |
113-210 |
|
0.618 |
113-122 |
|
HIGH |
112-300 |
|
0.618 |
112-212 |
|
0.500 |
112-185 |
|
0.382 |
112-158 |
|
LOW |
112-070 |
|
0.618 |
111-248 |
|
1.000 |
111-160 |
|
1.618 |
111-018 |
|
2.618 |
110-108 |
|
4.250 |
109-052 |
|
|
| Fisher Pivots for day following 11-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-185 |
112-208 |
| PP |
112-155 |
112-170 |
| S1 |
112-125 |
112-132 |
|