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 |
|
|
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 |
|