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 |
|
|
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 |
|