ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 06-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2022 |
06-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
110-118 |
110-292 |
0-175 |
0.5% |
111-000 |
| High |
110-318 |
110-318 |
0-000 |
0.0% |
111-040 |
| Low |
110-102 |
110-048 |
-0-055 |
-0.2% |
110-050 |
| Close |
110-275 |
110-072 |
-0-202 |
-0.6% |
110-275 |
| Range |
0-215 |
0-270 |
0-055 |
25.6% |
0-310 |
| ATR |
0-186 |
0-192 |
0-006 |
3.2% |
0-000 |
| Volume |
27,367 |
13,999 |
-13,368 |
-48.8% |
1,735,918 |
|
| Daily Pivots for day following 06-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-316 |
112-144 |
110-221 |
|
| R3 |
112-046 |
111-194 |
110-147 |
|
| R2 |
111-096 |
111-096 |
110-122 |
|
| R1 |
110-244 |
110-244 |
110-097 |
110-195 |
| PP |
110-146 |
110-146 |
110-146 |
110-121 |
| S1 |
109-294 |
109-294 |
110-048 |
109-245 |
| S2 |
109-196 |
109-196 |
110-023 |
|
| S3 |
108-246 |
109-024 |
109-318 |
|
| S4 |
107-296 |
108-074 |
109-244 |
|
|
| 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 |
110-048 |
0-312 |
0.9% |
0-188 |
0.5% |
8% |
False |
True |
130,202 |
| 10 |
111-240 |
110-048 |
1-192 |
1.5% |
0-165 |
0.5% |
5% |
False |
True |
1,029,960 |
| 20 |
113-050 |
110-048 |
3-002 |
2.7% |
0-174 |
0.5% |
3% |
False |
True |
948,907 |
| 40 |
114-078 |
110-048 |
4-030 |
3.7% |
0-200 |
0.6% |
2% |
False |
True |
977,989 |
| 60 |
114-078 |
109-058 |
5-020 |
4.6% |
0-228 |
0.6% |
21% |
False |
False |
1,037,254 |
| 80 |
114-078 |
109-058 |
5-020 |
4.6% |
0-210 |
0.6% |
21% |
False |
False |
986,481 |
| 100 |
114-078 |
109-058 |
5-020 |
4.6% |
0-211 |
0.6% |
21% |
False |
False |
789,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-185 |
|
2.618 |
113-064 |
|
1.618 |
112-114 |
|
1.000 |
111-268 |
|
0.618 |
111-164 |
|
HIGH |
110-318 |
|
0.618 |
110-214 |
|
0.500 |
110-182 |
|
0.382 |
110-151 |
|
LOW |
110-048 |
|
0.618 |
109-201 |
|
1.000 |
109-098 |
|
1.618 |
108-251 |
|
2.618 |
107-301 |
|
4.250 |
106-180 |
|
|
| Fisher Pivots for day following 06-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
110-182 |
110-182 |
| PP |
110-146 |
110-146 |
| S1 |
110-109 |
110-109 |
|