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 |
|
|
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 |
|