ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 01-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2022 |
01-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
110-262 |
110-162 |
-0-100 |
-0.3% |
111-240 |
| High |
110-298 |
110-210 |
-0-088 |
-0.2% |
111-272 |
| Low |
110-160 |
110-050 |
-0-110 |
-0.3% |
111-010 |
| Close |
110-250 |
110-102 |
-0-148 |
-0.4% |
111-062 |
| Range |
0-138 |
0-160 |
0-022 |
16.4% |
0-262 |
| ATR |
0-182 |
0-184 |
0-001 |
0.7% |
0-000 |
| Volume |
112,318 |
35,200 |
-77,118 |
-68.7% |
9,527,238 |
|
| Daily Pivots for day following 01-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-281 |
111-192 |
110-190 |
|
| R3 |
111-121 |
111-032 |
110-146 |
|
| R2 |
110-281 |
110-281 |
110-132 |
|
| R1 |
110-192 |
110-192 |
110-117 |
110-156 |
| PP |
110-121 |
110-121 |
110-121 |
110-103 |
| S1 |
110-032 |
110-032 |
110-088 |
109-316 |
| S2 |
109-281 |
109-281 |
110-073 |
|
| S3 |
109-121 |
109-192 |
110-058 |
|
| S4 |
108-281 |
109-032 |
110-014 |
|
|
| 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 |
110-050 |
1-100 |
1.2% |
0-146 |
0.4% |
13% |
False |
True |
724,336 |
| 10 |
112-028 |
110-050 |
1-298 |
1.7% |
0-150 |
0.4% |
9% |
False |
True |
1,201,237 |
| 20 |
113-090 |
110-050 |
3-040 |
2.8% |
0-174 |
0.5% |
5% |
False |
True |
1,029,445 |
| 40 |
114-078 |
110-050 |
4-028 |
3.7% |
0-199 |
0.6% |
4% |
False |
True |
1,017,831 |
| 60 |
114-078 |
109-058 |
5-020 |
4.6% |
0-223 |
0.6% |
23% |
False |
False |
1,063,984 |
| 80 |
114-078 |
109-058 |
5-020 |
4.6% |
0-210 |
0.6% |
23% |
False |
False |
986,245 |
| 100 |
114-078 |
109-058 |
5-020 |
4.6% |
0-210 |
0.6% |
23% |
False |
False |
789,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-250 |
|
2.618 |
111-309 |
|
1.618 |
111-149 |
|
1.000 |
111-050 |
|
0.618 |
110-309 |
|
HIGH |
110-210 |
|
0.618 |
110-149 |
|
0.500 |
110-130 |
|
0.382 |
110-111 |
|
LOW |
110-050 |
|
0.618 |
109-271 |
|
1.000 |
109-210 |
|
1.618 |
109-111 |
|
2.618 |
108-271 |
|
4.250 |
108-010 |
|
|
| Fisher Pivots for day following 01-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
110-130 |
110-205 |
| PP |
110-121 |
110-171 |
| S1 |
110-112 |
110-137 |
|