ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 22-Aug-2022
Day Change Summary
Previous Current
19-Aug-2022 22-Aug-2022 Change Change % Previous Week
Open 112-018 111-240 -0-098 -0.3% 112-112
High 112-028 111-272 -0-075 -0.2% 112-238
Low 111-188 111-098 -0-090 -0.3% 111-188
Close 111-210 111-108 -0-102 -0.3% 111-210
Range 0-160 0-175 0-015 9.4% 1-050
ATR 0-209 0-206 -0-002 -1.2% 0-000
Volume 776,587 977,550 200,963 25.9% 3,994,076
Daily Pivots for day following 22-Aug-2022
Classic Woodie Camarilla DeMark
R4 113-044 112-251 111-204
R3 112-189 112-076 111-156
R2 112-014 112-014 111-140
R1 111-221 111-221 111-124 111-190
PP 111-159 111-159 111-159 111-144
S1 111-046 111-046 111-091 111-015
S2 110-304 110-304 111-075
S3 110-129 110-191 111-059
S4 109-274 110-016 111-011
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
5 112-228 111-098 1-130 1.3% 0-170 0.5% 2% False True 875,915
10 113-050 111-098 1-272 1.7% 0-183 0.5% 2% False True 867,855
20 114-078 111-098 2-300 2.6% 0-212 0.6% 1% False True 960,493
40 114-078 110-258 3-140 3.1% 0-221 0.6% 15% False False 962,723
60 114-078 109-058 5-020 4.5% 0-223 0.6% 43% False False 1,033,443
80 114-078 109-058 5-020 4.5% 0-216 0.6% 43% False False 858,492
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-036
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114-056
2.618 113-091
1.618 112-236
1.000 112-128
0.618 112-061
HIGH 111-272
0.618 111-206
0.500 111-185
0.382 111-164
LOW 111-098
0.618 110-309
1.000 110-242
1.618 110-134
2.618 109-279
4.250 108-314
Fisher Pivots for day following 22-Aug-2022
Pivot 1 day 3 day
R1 111-185 111-254
PP 111-159 111-205
S1 111-133 111-156

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

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