ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 23-Aug-2022
Day Change Summary
Previous Current
22-Aug-2022 23-Aug-2022 Change Change % Previous Week
Open 111-240 111-138 -0-102 -0.3% 112-112
High 111-272 111-240 -0-032 -0.1% 112-238
Low 111-098 111-070 -0-028 -0.1% 111-188
Close 111-108 111-120 0-012 0.0% 111-210
Range 0-175 0-170 -0-005 -2.9% 1-050
ATR 0-206 0-204 -0-003 -1.3% 0-000
Volume 977,550 1,811,061 833,511 85.3% 3,994,076
Daily Pivots for day following 23-Aug-2022
Classic Woodie Camarilla DeMark
R4 113-013 112-237 111-214
R3 112-163 112-067 111-167
R2 111-313 111-313 111-151
R1 111-217 111-217 111-136 111-180
PP 111-143 111-143 111-143 111-125
S1 111-047 111-047 111-104 111-010
S2 110-293 110-293 111-089
S3 110-123 110-197 111-073
S4 109-273 110-027 111-026
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
5 112-108 111-070 1-038 1.0% 0-174 0.5% 14% False True 1,097,694
10 113-050 111-070 1-300 1.7% 0-186 0.5% 8% False True 981,223
20 114-078 111-070 3-008 2.7% 0-212 0.6% 5% False True 1,009,129
40 114-078 110-258 3-140 3.1% 0-220 0.6% 17% False False 985,506
60 114-078 109-058 5-020 4.5% 0-224 0.6% 43% False False 1,039,140
80 114-078 109-058 5-020 4.5% 0-216 0.6% 43% False False 881,128
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 0-041
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-002
2.618 113-045
1.618 112-195
1.000 112-090
0.618 112-025
HIGH 111-240
0.618 111-175
0.500 111-155
0.382 111-135
LOW 111-070
0.618 110-285
1.000 110-220
1.618 110-115
2.618 109-265
4.250 108-308
Fisher Pivots for day following 23-Aug-2022
Pivot 1 day 3 day
R1 111-155 111-209
PP 111-143 111-179
S1 111-132 111-150

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

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