ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 30-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2022 |
30-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
111-000 |
110-282 |
-0-038 |
-0.1% |
111-240 |
| High |
111-035 |
111-040 |
0-005 |
0.0% |
111-272 |
| Low |
110-220 |
110-202 |
-0-018 |
0.0% |
111-010 |
| Close |
110-272 |
110-252 |
-0-020 |
-0.1% |
111-062 |
| Range |
0-135 |
0-158 |
0-022 |
16.7% |
0-262 |
| ATR |
0-188 |
0-186 |
-0-002 |
-1.2% |
0-000 |
| Volume |
1,098,903 |
462,130 |
-636,773 |
-57.9% |
9,527,238 |
|
| Daily Pivots for day following 30-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-104 |
112-016 |
111-019 |
|
| R3 |
111-267 |
111-178 |
110-296 |
|
| R2 |
111-109 |
111-109 |
110-281 |
|
| R1 |
111-021 |
111-021 |
110-267 |
110-306 |
| PP |
110-272 |
110-272 |
110-272 |
110-254 |
| S1 |
110-183 |
110-183 |
110-238 |
110-149 |
| S2 |
110-114 |
110-114 |
110-224 |
|
| S3 |
109-277 |
110-026 |
110-209 |
|
| S4 |
109-119 |
109-188 |
110-166 |
|
|
| 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 |
111-188 |
110-202 |
0-305 |
0.9% |
0-140 |
0.4% |
16% |
False |
True |
1,659,932 |
| 10 |
112-108 |
110-202 |
1-225 |
1.5% |
0-157 |
0.4% |
9% |
False |
True |
1,378,813 |
| 20 |
113-120 |
110-202 |
2-238 |
2.5% |
0-182 |
0.5% |
6% |
False |
True |
1,125,599 |
| 40 |
114-078 |
110-202 |
3-195 |
3.3% |
0-206 |
0.6% |
4% |
False |
True |
1,063,314 |
| 60 |
114-078 |
109-058 |
5-020 |
4.6% |
0-224 |
0.6% |
32% |
False |
False |
1,086,807 |
| 80 |
114-078 |
109-058 |
5-020 |
4.6% |
0-212 |
0.6% |
32% |
False |
False |
984,656 |
| 100 |
114-078 |
109-058 |
5-020 |
4.6% |
0-208 |
0.6% |
32% |
False |
False |
787,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-069 |
|
2.618 |
112-132 |
|
1.618 |
111-295 |
|
1.000 |
111-198 |
|
0.618 |
111-137 |
|
HIGH |
111-040 |
|
0.618 |
110-300 |
|
0.500 |
110-281 |
|
0.382 |
110-263 |
|
LOW |
110-202 |
|
0.618 |
110-105 |
|
1.000 |
110-045 |
|
1.618 |
109-268 |
|
2.618 |
109-110 |
|
4.250 |
108-173 |
|
|
| Fisher Pivots for day following 30-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
110-281 |
111-016 |
| PP |
110-272 |
110-308 |
| S1 |
110-262 |
110-280 |
|