ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 15-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2022 |
15-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
112-088 |
112-112 |
0-025 |
0.1% |
112-088 |
| High |
112-180 |
112-238 |
0-058 |
0.2% |
113-050 |
| Low |
112-068 |
112-068 |
0-000 |
0.0% |
112-045 |
| Close |
112-092 |
112-180 |
0-088 |
0.2% |
112-092 |
| Range |
0-112 |
0-170 |
0-058 |
51.1% |
1-005 |
| ATR |
0-227 |
0-223 |
-0-004 |
-1.8% |
0-000 |
| Volume |
792,203 |
592,048 |
-200,155 |
-25.3% |
4,320,944 |
|
| Daily Pivots for day following 15-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-032 |
113-276 |
112-274 |
|
| R3 |
113-182 |
113-106 |
112-227 |
|
| R2 |
113-012 |
113-012 |
112-211 |
|
| R1 |
112-256 |
112-256 |
112-196 |
112-294 |
| PP |
112-162 |
112-162 |
112-162 |
112-181 |
| S1 |
112-086 |
112-086 |
112-164 |
112-124 |
| S2 |
111-312 |
111-312 |
112-149 |
|
| S3 |
111-142 |
111-236 |
112-133 |
|
| S4 |
110-292 |
111-066 |
112-086 |
|
|
| 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% |
0-196 |
0.5% |
42% |
False |
False |
859,794 |
| 10 |
114-078 |
112-045 |
2-032 |
1.9% |
0-238 |
0.7% |
20% |
False |
False |
930,513 |
| 20 |
114-078 |
111-110 |
2-288 |
2.6% |
0-224 |
0.6% |
42% |
False |
False |
968,607 |
| 40 |
114-078 |
110-028 |
4-050 |
3.7% |
0-228 |
0.6% |
60% |
False |
False |
984,351 |
| 60 |
114-078 |
109-058 |
5-020 |
4.5% |
0-223 |
0.6% |
67% |
False |
False |
1,068,409 |
| 80 |
114-078 |
109-058 |
5-020 |
4.5% |
0-218 |
0.6% |
67% |
False |
False |
803,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-000 |
|
2.618 |
114-043 |
|
1.618 |
113-193 |
|
1.000 |
113-088 |
|
0.618 |
113-023 |
|
HIGH |
112-238 |
|
0.618 |
112-173 |
|
0.500 |
112-152 |
|
0.382 |
112-132 |
|
LOW |
112-068 |
|
0.618 |
111-282 |
|
1.000 |
111-218 |
|
1.618 |
111-112 |
|
2.618 |
110-262 |
|
4.250 |
109-305 |
|
|
| Fisher Pivots for day following 15-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-171 |
112-184 |
| PP |
112-162 |
112-182 |
| S1 |
112-152 |
112-181 |
|