ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 12-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2022 |
12-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
112-175 |
112-088 |
-0-088 |
-0.2% |
112-088 |
| High |
112-300 |
112-180 |
-0-120 |
-0.3% |
113-050 |
| Low |
112-070 |
112-068 |
-0-002 |
0.0% |
112-045 |
| Close |
112-095 |
112-092 |
-0-002 |
0.0% |
112-092 |
| Range |
0-230 |
0-112 |
-0-118 |
-51.1% |
1-005 |
| ATR |
0-235 |
0-227 |
-0-009 |
-3.7% |
0-000 |
| Volume |
980,312 |
792,203 |
-188,109 |
-19.2% |
4,320,944 |
|
| Daily Pivots for day following 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-131 |
113-064 |
112-154 |
|
| R3 |
113-018 |
112-272 |
112-123 |
|
| R2 |
112-226 |
112-226 |
112-113 |
|
| R1 |
112-159 |
112-159 |
112-103 |
112-192 |
| PP |
112-113 |
112-113 |
112-113 |
112-130 |
| S1 |
112-047 |
112-047 |
112-082 |
112-080 |
| S2 |
112-001 |
112-001 |
112-072 |
|
| S3 |
111-208 |
111-254 |
112-062 |
|
| S4 |
111-096 |
111-142 |
112-031 |
|
|
| Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-184 |
114-303 |
112-271 |
|
| R3 |
114-179 |
113-298 |
112-182 |
|
| R2 |
113-174 |
113-174 |
112-152 |
|
| R1 |
112-293 |
112-293 |
112-122 |
113-074 |
| PP |
112-169 |
112-169 |
112-169 |
112-219 |
| S1 |
111-288 |
111-288 |
112-063 |
112-069 |
| S2 |
111-164 |
111-164 |
112-033 |
|
| S3 |
110-159 |
110-283 |
112-003 |
|
| S4 |
109-154 |
109-278 |
111-234 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-050 |
112-045 |
1-005 |
0.9% |
0-191 |
0.5% |
15% |
False |
False |
864,188 |
| 10 |
114-078 |
112-045 |
2-032 |
1.9% |
0-233 |
0.6% |
7% |
False |
False |
960,384 |
| 20 |
114-078 |
111-110 |
2-288 |
2.6% |
0-224 |
0.6% |
33% |
False |
False |
970,728 |
| 40 |
114-078 |
109-108 |
4-290 |
4.4% |
0-235 |
0.7% |
60% |
False |
False |
1,008,268 |
| 60 |
114-078 |
109-058 |
5-020 |
4.5% |
0-224 |
0.6% |
61% |
False |
False |
1,059,119 |
| 80 |
114-078 |
109-058 |
5-020 |
4.5% |
0-218 |
0.6% |
61% |
False |
False |
796,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-018 |
|
2.618 |
113-155 |
|
1.618 |
113-042 |
|
1.000 |
112-292 |
|
0.618 |
112-250 |
|
HIGH |
112-180 |
|
0.618 |
112-137 |
|
0.500 |
112-124 |
|
0.382 |
112-110 |
|
LOW |
112-068 |
|
0.618 |
111-318 |
|
1.000 |
111-275 |
|
1.618 |
111-205 |
|
2.618 |
111-093 |
|
4.250 |
110-229 |
|
|
| Fisher Pivots for day following 12-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-124 |
112-208 |
| PP |
112-113 |
112-169 |
| S1 |
112-103 |
112-131 |
|