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 |
|
|
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 |
|