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 |
|
|
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 |
|