ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 29-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2022 |
29-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
111-125 |
111-000 |
-0-125 |
-0.4% |
111-240 |
| High |
111-150 |
111-035 |
-0-115 |
-0.3% |
111-272 |
| Low |
111-010 |
110-220 |
-0-110 |
-0.3% |
111-010 |
| Close |
111-062 |
110-272 |
-0-110 |
-0.3% |
111-062 |
| Range |
0-140 |
0-135 |
-0-005 |
-3.6% |
0-262 |
| ATR |
0-190 |
0-188 |
-0-002 |
-1.0% |
0-000 |
| Volume |
1,913,132 |
1,098,903 |
-814,229 |
-42.6% |
9,527,238 |
|
| Daily Pivots for day following 29-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-048 |
111-295 |
111-027 |
|
| R3 |
111-232 |
111-160 |
110-310 |
|
| R2 |
111-098 |
111-098 |
110-297 |
|
| R1 |
111-025 |
111-025 |
110-285 |
110-314 |
| PP |
110-282 |
110-282 |
110-282 |
110-267 |
| S1 |
110-210 |
110-210 |
110-260 |
110-179 |
| S2 |
110-148 |
110-148 |
110-248 |
|
| S3 |
110-012 |
110-075 |
110-235 |
|
| S4 |
109-198 |
109-260 |
110-198 |
|
|
| 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 |
111-240 |
110-220 |
1-020 |
1.0% |
0-142 |
0.4% |
15% |
False |
True |
1,929,718 |
| 10 |
112-228 |
110-220 |
2-008 |
1.8% |
0-156 |
0.4% |
8% |
False |
True |
1,402,816 |
| 20 |
114-078 |
110-220 |
3-178 |
3.2% |
0-197 |
0.6% |
5% |
False |
True |
1,166,664 |
| 40 |
114-078 |
110-220 |
3-178 |
3.2% |
0-210 |
0.6% |
5% |
False |
True |
1,082,088 |
| 60 |
114-078 |
109-058 |
5-020 |
4.6% |
0-223 |
0.6% |
33% |
False |
False |
1,092,780 |
| 80 |
114-078 |
109-058 |
5-020 |
4.6% |
0-213 |
0.6% |
33% |
False |
False |
978,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-289 |
|
2.618 |
112-068 |
|
1.618 |
111-253 |
|
1.000 |
111-170 |
|
0.618 |
111-118 |
|
HIGH |
111-035 |
|
0.618 |
110-303 |
|
0.500 |
110-288 |
|
0.382 |
110-272 |
|
LOW |
110-220 |
|
0.618 |
110-137 |
|
1.000 |
110-085 |
|
1.618 |
110-002 |
|
2.618 |
109-187 |
|
4.250 |
108-286 |
|
|
| Fisher Pivots for day following 29-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
110-288 |
111-025 |
| PP |
110-282 |
111-001 |
| S1 |
110-278 |
110-297 |
|