ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 16-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2022 |
16-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
112-112 |
112-210 |
0-098 |
0.3% |
112-088 |
| High |
112-238 |
112-228 |
-0-010 |
0.0% |
113-050 |
| Low |
112-068 |
112-078 |
0-010 |
0.0% |
112-045 |
| Close |
112-180 |
112-105 |
-0-075 |
-0.2% |
112-092 |
| Range |
0-170 |
0-150 |
-0-020 |
-11.8% |
1-005 |
| ATR |
0-223 |
0-217 |
-0-005 |
-2.3% |
0-000 |
| Volume |
592,048 |
702,166 |
110,118 |
18.6% |
4,320,944 |
|
| Daily Pivots for day following 16-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-267 |
113-176 |
112-188 |
|
| R3 |
113-117 |
113-026 |
112-146 |
|
| R2 |
112-287 |
112-287 |
112-132 |
|
| R1 |
112-196 |
112-196 |
112-119 |
112-166 |
| PP |
112-137 |
112-137 |
112-137 |
112-122 |
| S1 |
112-046 |
112-046 |
112-091 |
112-016 |
| S2 |
111-307 |
111-307 |
112-078 |
|
| S3 |
111-157 |
111-216 |
112-064 |
|
| S4 |
111-007 |
111-066 |
112-022 |
|
|
| 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% |
0-198 |
0.5% |
18% |
False |
False |
864,752 |
| 10 |
113-120 |
112-045 |
1-075 |
1.1% |
0-208 |
0.6% |
15% |
False |
False |
872,386 |
| 20 |
114-078 |
111-110 |
2-288 |
2.6% |
0-224 |
0.6% |
34% |
False |
False |
972,580 |
| 40 |
114-078 |
110-042 |
4-035 |
3.7% |
0-226 |
0.6% |
53% |
False |
False |
979,107 |
| 60 |
114-078 |
109-058 |
5-020 |
4.5% |
0-222 |
0.6% |
62% |
False |
False |
1,076,468 |
| 80 |
114-078 |
109-058 |
5-020 |
4.5% |
0-218 |
0.6% |
62% |
False |
False |
812,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-225 |
|
2.618 |
113-300 |
|
1.618 |
113-150 |
|
1.000 |
113-058 |
|
0.618 |
113-000 |
|
HIGH |
112-228 |
|
0.618 |
112-170 |
|
0.500 |
112-152 |
|
0.382 |
112-135 |
|
LOW |
112-078 |
|
0.618 |
111-305 |
|
1.000 |
111-248 |
|
1.618 |
111-155 |
|
2.618 |
111-005 |
|
4.250 |
110-080 |
|
|
| Fisher Pivots for day following 16-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-152 |
112-152 |
| PP |
112-137 |
112-137 |
| S1 |
112-121 |
112-121 |
|