ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 31-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2022 |
31-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
110-282 |
110-262 |
-0-020 |
-0.1% |
111-240 |
| High |
111-040 |
110-298 |
-0-062 |
-0.2% |
111-272 |
| Low |
110-202 |
110-160 |
-0-042 |
-0.1% |
111-010 |
| Close |
110-252 |
110-250 |
-0-002 |
0.0% |
111-062 |
| Range |
0-158 |
0-138 |
-0-020 |
-12.7% |
0-262 |
| ATR |
0-186 |
0-182 |
-0-003 |
-1.9% |
0-000 |
| Volume |
462,130 |
112,318 |
-349,812 |
-75.7% |
9,527,238 |
|
| Daily Pivots for day following 31-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-008 |
111-267 |
111-006 |
|
| R3 |
111-191 |
111-129 |
110-288 |
|
| R2 |
111-053 |
111-053 |
110-275 |
|
| R1 |
110-312 |
110-312 |
110-263 |
110-274 |
| PP |
110-236 |
110-236 |
110-236 |
110-217 |
| S1 |
110-174 |
110-174 |
110-237 |
110-136 |
| S2 |
110-098 |
110-098 |
110-225 |
|
| S3 |
109-281 |
110-037 |
110-212 |
|
| S4 |
109-143 |
109-219 |
110-174 |
|
|
| 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 |
111-150 |
110-160 |
0-310 |
0.9% |
0-134 |
0.4% |
29% |
False |
True |
1,209,086 |
| 10 |
112-090 |
110-160 |
1-250 |
1.6% |
0-151 |
0.4% |
16% |
False |
True |
1,288,004 |
| 20 |
113-120 |
110-160 |
2-280 |
2.6% |
0-176 |
0.5% |
10% |
False |
True |
1,071,010 |
| 40 |
114-078 |
110-160 |
3-238 |
3.4% |
0-200 |
0.6% |
8% |
False |
True |
1,039,060 |
| 60 |
114-078 |
109-058 |
5-020 |
4.6% |
0-223 |
0.6% |
32% |
False |
False |
1,076,567 |
| 80 |
114-078 |
109-058 |
5-020 |
4.6% |
0-211 |
0.6% |
32% |
False |
False |
985,973 |
| 100 |
114-078 |
109-058 |
5-020 |
4.6% |
0-209 |
0.6% |
32% |
False |
False |
789,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-242 |
|
2.618 |
112-017 |
|
1.618 |
111-200 |
|
1.000 |
111-115 |
|
0.618 |
111-062 |
|
HIGH |
110-298 |
|
0.618 |
110-245 |
|
0.500 |
110-229 |
|
0.382 |
110-213 |
|
LOW |
110-160 |
|
0.618 |
110-075 |
|
1.000 |
110-022 |
|
1.618 |
109-258 |
|
2.618 |
109-120 |
|
4.250 |
108-216 |
|
|
| Fisher Pivots for day following 31-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
110-243 |
110-260 |
| PP |
110-236 |
110-257 |
| S1 |
110-229 |
110-253 |
|