ECBOT 5 Year T-Note Future September 2022
Trading Metrics calculated at close of trading on 26-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2022 |
26-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
111-055 |
111-125 |
0-070 |
0.2% |
111-240 |
High |
111-130 |
111-150 |
0-020 |
0.1% |
111-272 |
Low |
111-032 |
111-010 |
-0-022 |
-0.1% |
111-010 |
Close |
111-115 |
111-062 |
-0-052 |
-0.1% |
111-062 |
Range |
0-098 |
0-140 |
0-042 |
43.6% |
0-262 |
ATR |
0-194 |
0-190 |
-0-004 |
-2.0% |
0-000 |
Volume |
2,458,947 |
1,913,132 |
-545,815 |
-22.2% |
9,527,238 |
|
Daily Pivots for day following 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-174 |
112-098 |
111-140 |
|
R3 |
112-034 |
111-278 |
111-101 |
|
R2 |
111-214 |
111-214 |
111-088 |
|
R1 |
111-138 |
111-138 |
111-075 |
111-106 |
PP |
111-074 |
111-074 |
111-074 |
111-058 |
S1 |
110-318 |
110-318 |
111-050 |
110-286 |
S2 |
110-254 |
110-254 |
111-037 |
|
S3 |
110-114 |
110-178 |
111-024 |
|
S4 |
109-294 |
110-038 |
110-306 |
|
|
Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-262 |
113-105 |
111-207 |
|
R3 |
113-000 |
112-162 |
111-135 |
|
R2 |
112-058 |
112-058 |
111-111 |
|
R1 |
111-220 |
111-220 |
111-087 |
111-168 |
PP |
111-115 |
111-115 |
111-115 |
111-089 |
S1 |
110-278 |
110-278 |
111-038 |
110-225 |
S2 |
110-172 |
110-172 |
111-014 |
|
S3 |
109-230 |
110-015 |
110-310 |
|
S4 |
108-288 |
109-072 |
110-238 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
111-272 |
111-010 |
0-262 |
0.7% |
0-150 |
0.4% |
20% |
False |
True |
1,905,447 |
10 |
112-238 |
111-010 |
1-228 |
1.5% |
0-160 |
0.4% |
10% |
False |
True |
1,352,131 |
20 |
114-078 |
111-010 |
3-068 |
2.9% |
0-196 |
0.6% |
5% |
False |
True |
1,156,257 |
40 |
114-078 |
111-010 |
3-068 |
2.9% |
0-217 |
0.6% |
5% |
False |
True |
1,088,333 |
60 |
114-078 |
109-058 |
5-020 |
4.6% |
0-222 |
0.6% |
40% |
False |
False |
1,089,431 |
80 |
114-078 |
109-058 |
5-020 |
4.6% |
0-215 |
0.6% |
40% |
False |
False |
965,266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-105 |
2.618 |
112-197 |
1.618 |
112-057 |
1.000 |
111-290 |
0.618 |
111-237 |
HIGH |
111-150 |
0.618 |
111-097 |
0.500 |
111-080 |
0.382 |
111-063 |
LOW |
111-010 |
0.618 |
110-243 |
1.000 |
110-190 |
1.618 |
110-103 |
2.618 |
109-283 |
4.250 |
109-055 |
|
|
Fisher Pivots for day following 26-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
111-080 |
111-099 |
PP |
111-074 |
111-087 |
S1 |
111-068 |
111-075 |
|