ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 17-Aug-2022
Day Change Summary
Previous Current
16-Aug-2022 17-Aug-2022 Change Change % Previous Week
Open 112-210 112-095 -0-115 -0.3% 112-088
High 112-228 112-108 -0-120 -0.3% 113-050
Low 112-078 111-232 -0-165 -0.5% 112-045
Close 112-105 111-295 -0-130 -0.4% 112-092
Range 0-150 0-195 0-045 30.0% 1-005
ATR 0-217 0-216 -0-002 -0.7% 0-000
Volume 702,166 1,020,402 318,236 45.3% 4,320,944
Daily Pivots for day following 17-Aug-2022
Classic Woodie Camarilla DeMark
R4 113-263 113-154 112-082
R3 113-068 112-279 112-029
R2 112-193 112-193 112-011
R1 112-084 112-084 111-313 112-041
PP 111-318 111-318 111-318 111-297
S1 111-209 111-209 111-277 111-166
S2 111-123 111-123 111-259
S3 110-248 111-014 111-241
S4 110-053 110-139 111-188
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
5 112-300 111-232 1-068 1.1% 0-172 0.5% 16% False True 817,426
10 113-120 111-232 1-208 1.5% 0-200 0.6% 12% False True 854,015
20 114-078 111-110 2-288 2.6% 0-226 0.6% 20% False False 988,267
40 114-078 110-112 3-285 3.5% 0-228 0.6% 40% False False 984,161
60 114-078 109-058 5-020 4.5% 0-223 0.6% 54% False False 1,088,373
80 114-078 109-058 5-020 4.5% 0-218 0.6% 54% False False 825,306
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 114-296
2.618 113-298
1.618 113-103
1.000 112-302
0.618 112-228
HIGH 112-108
0.618 112-033
0.500 112-010
0.382 111-307
LOW 111-232
0.618 111-112
1.000 111-038
1.618 110-237
2.618 110-042
4.250 109-044
Fisher Pivots for day following 17-Aug-2022
Pivot 1 day 3 day
R1 112-010 112-075
PP 111-318 112-042
S1 111-307 112-008

These figures are updated between 7pm and 10pm EST after a trading day.

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