ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 24-Aug-2022
Day Change Summary
Previous Current
23-Aug-2022 24-Aug-2022 Change Change % Previous Week
Open 111-138 111-135 -0-002 0.0% 112-112
High 111-240 111-188 -0-052 -0.1% 112-238
Low 111-070 111-018 -0-052 -0.1% 111-188
Close 111-120 111-052 -0-068 -0.2% 111-210
Range 0-170 0-170 0-000 0.0% 1-050
ATR 0-204 0-201 -0-002 -1.2% 0-000
Volume 1,811,061 2,366,548 555,487 30.7% 3,994,076
Daily Pivots for day following 24-Aug-2022
Classic Woodie Camarilla DeMark
R4 112-276 112-174 111-146
R3 112-106 112-004 111-099
R2 111-256 111-256 111-084
R1 111-154 111-154 111-068 111-120
PP 111-086 111-086 111-086 111-069
S1 110-304 110-304 111-037 110-270
S2 110-236 110-236 111-021
S3 110-066 110-134 111-006
S4 109-216 109-284 110-279
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
5 112-090 111-018 1-072 1.1% 0-169 0.5% 9% False True 1,366,923
10 112-300 111-018 1-282 1.7% 0-170 0.5% 6% False True 1,092,175
20 114-078 111-018 3-060 2.9% 0-210 0.6% 3% False True 1,077,560
40 114-078 111-018 3-060 2.9% 0-221 0.6% 3% False True 1,026,937
60 114-078 109-058 5-020 4.6% 0-225 0.6% 39% False False 1,064,777
80 114-078 109-058 5-020 4.6% 0-216 0.6% 39% False False 910,704
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 113-270
2.618 112-313
1.618 112-143
1.000 112-038
0.618 111-293
HIGH 111-188
0.618 111-123
0.500 111-102
0.382 111-082
LOW 111-018
0.618 110-232
1.000 110-168
1.618 110-062
2.618 109-212
4.250 108-255
Fisher Pivots for day following 24-Aug-2022
Pivot 1 day 3 day
R1 111-102 111-145
PP 111-086 111-114
S1 111-069 111-083

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

View Archives - Comment on this page... - Back to Index of Symbols