ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 19-Aug-2022
Day Change Summary
Previous Current
18-Aug-2022 19-Aug-2022 Change Change % Previous Week
Open 111-290 112-018 0-048 0.1% 112-112
High 112-090 112-028 -0-062 -0.2% 112-238
Low 111-240 111-188 -0-052 -0.1% 111-188
Close 112-005 111-210 -0-115 -0.3% 111-210
Range 0-170 0-160 -0-010 -5.9% 1-050
ATR 0-213 0-209 -0-004 -1.8% 0-000
Volume 902,873 776,587 -126,286 -14.0% 3,994,076
Daily Pivots for day following 19-Aug-2022
Classic Woodie Camarilla DeMark
R4 113-088 112-309 111-298
R3 112-248 112-149 111-254
R2 112-088 112-088 111-239
R1 111-309 111-309 111-225 111-279
PP 111-248 111-248 111-248 111-233
S1 111-149 111-149 111-195 111-119
S2 111-088 111-088 111-181
S3 110-248 110-309 111-166
S4 110-088 110-149 111-122
Weekly Pivots for week ending 19-Aug-2022
Classic Woodie Camarilla DeMark
R4 115-148 114-229 112-094
R3 114-098 113-179 111-312
R2 113-048 113-048 111-278
R1 112-129 112-129 111-244 112-064
PP 111-318 111-318 111-318 111-286
S1 111-079 111-079 111-176 111-014
S2 110-268 110-268 111-142
S3 109-218 110-029 111-108
S4 108-168 108-299 111-006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-238 111-188 1-050 1.0% 0-169 0.5% 6% False True 798,815
10 113-050 111-188 1-182 1.4% 0-180 0.5% 4% False True 831,502
20 114-078 111-188 2-210 2.4% 0-208 0.6% 3% False True 951,422
40 114-078 110-258 3-140 3.1% 0-221 0.6% 25% False False 962,474
60 114-078 109-058 5-020 4.5% 0-222 0.6% 49% False False 1,067,418
80 114-078 109-058 5-020 4.5% 0-216 0.6% 49% False False 846,291
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0-035
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114-068
2.618 113-126
1.618 112-286
1.000 112-188
0.618 112-126
HIGH 112-028
0.618 111-286
0.500 111-268
0.382 111-249
LOW 111-188
0.618 111-089
1.000 111-028
1.618 110-249
2.618 110-089
4.250 109-148
Fisher Pivots for day following 19-Aug-2022
Pivot 1 day 3 day
R1 111-268 111-308
PP 111-248 111-275
S1 111-229 111-242

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

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