ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 07-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2022 |
07-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
110-292 |
110-052 |
-0-240 |
-0.7% |
111-000 |
| High |
110-318 |
110-195 |
-0-122 |
-0.3% |
111-040 |
| Low |
110-048 |
110-038 |
-0-010 |
0.0% |
110-050 |
| Close |
110-072 |
110-188 |
0-115 |
0.3% |
110-275 |
| Range |
0-270 |
0-158 |
-0-112 |
-41.7% |
0-310 |
| ATR |
0-192 |
0-189 |
-0-002 |
-1.3% |
0-000 |
| Volume |
13,999 |
7,696 |
-6,303 |
-45.0% |
1,735,918 |
|
| Daily Pivots for day following 07-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-292 |
111-238 |
110-274 |
|
| R3 |
111-135 |
111-080 |
110-231 |
|
| R2 |
110-298 |
110-298 |
110-216 |
|
| R1 |
110-242 |
110-242 |
110-202 |
110-270 |
| PP |
110-140 |
110-140 |
110-140 |
110-154 |
| S1 |
110-085 |
110-085 |
110-173 |
110-112 |
| S2 |
109-302 |
109-302 |
110-159 |
|
| S3 |
109-145 |
109-248 |
110-144 |
|
| S4 |
108-308 |
109-090 |
110-101 |
|
|
| 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 |
110-318 |
110-038 |
0-280 |
0.8% |
0-188 |
0.5% |
54% |
False |
True |
39,316 |
| 10 |
111-188 |
110-038 |
1-150 |
1.3% |
0-164 |
0.5% |
32% |
False |
True |
849,624 |
| 20 |
113-050 |
110-038 |
3-012 |
2.7% |
0-175 |
0.5% |
15% |
False |
True |
915,423 |
| 40 |
114-078 |
110-038 |
4-040 |
3.7% |
0-200 |
0.6% |
11% |
False |
True |
955,725 |
| 60 |
114-078 |
109-058 |
5-020 |
4.6% |
0-225 |
0.6% |
28% |
False |
False |
1,009,963 |
| 80 |
114-078 |
109-058 |
5-020 |
4.6% |
0-210 |
0.6% |
28% |
False |
False |
986,367 |
| 100 |
114-078 |
109-058 |
5-020 |
4.6% |
0-209 |
0.6% |
28% |
False |
False |
789,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-224 |
|
2.618 |
111-287 |
|
1.618 |
111-130 |
|
1.000 |
111-032 |
|
0.618 |
110-292 |
|
HIGH |
110-195 |
|
0.618 |
110-135 |
|
0.500 |
110-116 |
|
0.382 |
110-098 |
|
LOW |
110-038 |
|
0.618 |
109-260 |
|
1.000 |
109-200 |
|
1.618 |
109-103 |
|
2.618 |
108-265 |
|
4.250 |
108-008 |
|
|
| Fisher Pivots for day following 07-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
110-164 |
110-184 |
| PP |
110-140 |
110-181 |
| S1 |
110-116 |
110-178 |
|