ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 18-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2022 |
18-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
112-095 |
111-290 |
-0-125 |
-0.3% |
112-088 |
| High |
112-108 |
112-090 |
-0-018 |
0.0% |
113-050 |
| Low |
111-232 |
111-240 |
0-008 |
0.0% |
112-045 |
| Close |
111-295 |
112-005 |
0-030 |
0.1% |
112-092 |
| Range |
0-195 |
0-170 |
-0-025 |
-12.8% |
1-005 |
| ATR |
0-216 |
0-213 |
-0-003 |
-1.5% |
0-000 |
| Volume |
1,020,402 |
902,873 |
-117,529 |
-11.5% |
4,320,944 |
|
| Daily Pivots for day following 18-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-195 |
113-110 |
112-098 |
|
| R3 |
113-025 |
112-260 |
112-052 |
|
| R2 |
112-175 |
112-175 |
112-036 |
|
| R1 |
112-090 |
112-090 |
112-021 |
112-132 |
| PP |
112-005 |
112-005 |
112-005 |
112-026 |
| S1 |
111-240 |
111-240 |
111-309 |
111-282 |
| S2 |
111-155 |
111-155 |
111-294 |
|
| S3 |
110-305 |
111-070 |
111-278 |
|
| S4 |
110-135 |
110-220 |
111-232 |
|
|
| 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 |
112-238 |
111-232 |
1-005 |
0.9% |
0-160 |
0.4% |
28% |
False |
False |
801,938 |
| 10 |
113-090 |
111-232 |
1-178 |
1.4% |
0-198 |
0.6% |
19% |
False |
False |
857,654 |
| 20 |
114-078 |
111-232 |
2-165 |
2.2% |
0-216 |
0.6% |
11% |
False |
False |
973,510 |
| 40 |
114-078 |
110-258 |
3-140 |
3.1% |
0-225 |
0.6% |
35% |
False |
False |
980,761 |
| 60 |
114-078 |
109-058 |
5-020 |
4.5% |
0-224 |
0.6% |
56% |
False |
False |
1,090,297 |
| 80 |
114-078 |
109-058 |
5-020 |
4.5% |
0-218 |
0.6% |
56% |
False |
False |
836,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-172 |
|
2.618 |
113-215 |
|
1.618 |
113-045 |
|
1.000 |
112-260 |
|
0.618 |
112-195 |
|
HIGH |
112-090 |
|
0.618 |
112-025 |
|
0.500 |
112-005 |
|
0.382 |
111-305 |
|
LOW |
111-240 |
|
0.618 |
111-135 |
|
1.000 |
111-070 |
|
1.618 |
110-285 |
|
2.618 |
110-115 |
|
4.250 |
109-158 |
|
|
| Fisher Pivots for day following 18-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
112-005 |
112-070 |
| PP |
112-005 |
112-048 |
| S1 |
112-005 |
112-027 |
|