ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 02-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2022 |
02-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
110-162 |
110-118 |
-0-045 |
-0.1% |
111-000 |
| High |
110-210 |
110-318 |
0-108 |
0.3% |
111-040 |
| Low |
110-050 |
110-102 |
0-052 |
0.1% |
110-050 |
| Close |
110-102 |
110-275 |
0-172 |
0.5% |
110-275 |
| Range |
0-160 |
0-215 |
0-055 |
34.4% |
0-310 |
| ATR |
0-184 |
0-186 |
0-002 |
1.2% |
0-000 |
| Volume |
35,200 |
27,367 |
-7,833 |
-22.3% |
1,735,918 |
|
| Daily Pivots for day following 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-237 |
112-151 |
111-073 |
|
| R3 |
112-022 |
111-256 |
111-014 |
|
| R2 |
111-127 |
111-127 |
110-314 |
|
| R1 |
111-041 |
111-041 |
110-295 |
111-084 |
| PP |
110-232 |
110-232 |
110-232 |
110-253 |
| S1 |
110-146 |
110-146 |
110-255 |
110-189 |
| S2 |
110-017 |
110-017 |
110-236 |
|
| S3 |
109-122 |
109-251 |
110-216 |
|
| S4 |
108-227 |
109-036 |
110-157 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-198 |
113-067 |
111-126 |
|
| R3 |
112-208 |
112-077 |
111-040 |
|
| R2 |
111-218 |
111-218 |
111-012 |
|
| R1 |
111-087 |
111-087 |
110-303 |
110-318 |
| PP |
110-228 |
110-228 |
110-228 |
110-184 |
| S1 |
110-097 |
110-097 |
110-247 |
110-008 |
| S2 |
109-238 |
109-238 |
110-218 |
|
| S3 |
108-248 |
109-107 |
110-190 |
|
| S4 |
107-258 |
108-117 |
110-104 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-040 |
110-050 |
0-310 |
0.9% |
0-161 |
0.5% |
73% |
False |
False |
347,183 |
| 10 |
111-272 |
110-050 |
1-222 |
1.5% |
0-156 |
0.4% |
41% |
False |
False |
1,126,315 |
| 20 |
113-050 |
110-050 |
3-000 |
2.7% |
0-168 |
0.5% |
23% |
False |
False |
978,908 |
| 40 |
114-078 |
110-050 |
4-028 |
3.7% |
0-198 |
0.6% |
17% |
False |
False |
995,338 |
| 60 |
114-078 |
109-058 |
5-020 |
4.6% |
0-225 |
0.6% |
33% |
False |
False |
1,052,287 |
| 80 |
114-078 |
109-058 |
5-020 |
4.6% |
0-210 |
0.6% |
33% |
False |
False |
986,454 |
| 100 |
114-078 |
109-058 |
5-020 |
4.6% |
0-211 |
0.6% |
33% |
False |
False |
789,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-271 |
|
2.618 |
112-240 |
|
1.618 |
112-025 |
|
1.000 |
111-212 |
|
0.618 |
111-130 |
|
HIGH |
110-318 |
|
0.618 |
110-235 |
|
0.500 |
110-210 |
|
0.382 |
110-185 |
|
LOW |
110-102 |
|
0.618 |
109-290 |
|
1.000 |
109-208 |
|
1.618 |
109-075 |
|
2.618 |
108-180 |
|
4.250 |
107-149 |
|
|
| Fisher Pivots for day following 02-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
110-253 |
110-245 |
| PP |
110-232 |
110-214 |
| S1 |
110-210 |
110-184 |
|