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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 2 trading days
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

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

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