ECBOT 5 Year T-Note Future September 2022
Trading Metrics calculated at close of trading on 25-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2022 |
25-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
111-135 |
111-055 |
-0-080 |
-0.2% |
112-112 |
High |
111-188 |
111-130 |
-0-058 |
-0.2% |
112-238 |
Low |
111-018 |
111-032 |
0-015 |
0.0% |
111-188 |
Close |
111-052 |
111-115 |
0-062 |
0.2% |
111-210 |
Range |
0-170 |
0-098 |
-0-072 |
-42.6% |
1-050 |
ATR |
0-201 |
0-194 |
-0-007 |
-3.7% |
0-000 |
Volume |
2,366,548 |
2,458,947 |
92,399 |
3.9% |
3,994,076 |
|
Daily Pivots for day following 25-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-065 |
112-028 |
111-169 |
|
R3 |
111-288 |
111-250 |
111-142 |
|
R2 |
111-190 |
111-190 |
111-133 |
|
R1 |
111-152 |
111-152 |
111-124 |
111-171 |
PP |
111-092 |
111-092 |
111-092 |
111-102 |
S1 |
111-055 |
111-055 |
111-106 |
111-074 |
S2 |
110-315 |
110-315 |
111-097 |
|
S3 |
110-218 |
110-278 |
111-088 |
|
S4 |
110-120 |
110-180 |
111-061 |
|
|
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 |
112-028 |
111-018 |
1-010 |
0.9% |
0-154 |
0.4% |
30% |
False |
False |
1,678,138 |
10 |
112-238 |
111-018 |
1-220 |
1.5% |
0-157 |
0.4% |
18% |
False |
False |
1,240,038 |
20 |
114-078 |
111-018 |
3-060 |
2.9% |
0-198 |
0.6% |
10% |
False |
False |
1,127,270 |
40 |
114-078 |
111-018 |
3-060 |
2.9% |
0-220 |
0.6% |
10% |
False |
False |
1,070,538 |
60 |
114-078 |
109-058 |
5-020 |
4.5% |
0-223 |
0.6% |
43% |
False |
False |
1,077,969 |
80 |
114-078 |
109-058 |
5-020 |
4.5% |
0-215 |
0.6% |
43% |
False |
False |
941,376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-224 |
2.618 |
112-065 |
1.618 |
111-288 |
1.000 |
111-228 |
0.618 |
111-190 |
HIGH |
111-130 |
0.618 |
111-093 |
0.500 |
111-081 |
0.382 |
111-070 |
LOW |
111-032 |
0.618 |
110-292 |
1.000 |
110-255 |
1.618 |
110-195 |
2.618 |
110-097 |
4.250 |
109-258 |
|
|
Fisher Pivots for day following 25-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
111-104 |
111-129 |
PP |
111-092 |
111-124 |
S1 |
111-081 |
111-120 |
|