ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 08-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2022 |
08-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
110-052 |
110-202 |
0-150 |
0.4% |
111-000 |
| High |
110-195 |
110-290 |
0-095 |
0.3% |
111-040 |
| Low |
110-038 |
110-088 |
0-050 |
0.1% |
110-050 |
| Close |
110-188 |
110-132 |
-0-055 |
-0.2% |
110-275 |
| Range |
0-158 |
0-202 |
0-045 |
28.6% |
0-310 |
| ATR |
0-189 |
0-190 |
0-001 |
0.5% |
0-000 |
| Volume |
7,696 |
5,115 |
-2,581 |
-33.5% |
1,735,918 |
|
| Daily Pivots for day following 08-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-138 |
112-018 |
110-244 |
|
| R3 |
111-255 |
111-135 |
110-188 |
|
| R2 |
111-052 |
111-052 |
110-170 |
|
| R1 |
110-252 |
110-252 |
110-151 |
110-211 |
| PP |
110-170 |
110-170 |
110-170 |
110-149 |
| S1 |
110-050 |
110-050 |
110-114 |
110-009 |
| S2 |
109-288 |
109-288 |
110-095 |
|
| S3 |
109-085 |
109-168 |
110-077 |
|
| S4 |
108-202 |
108-285 |
110-021 |
|
|
| 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% |
0-201 |
0.6% |
34% |
False |
False |
17,875 |
| 10 |
111-150 |
110-038 |
1-112 |
1.2% |
0-167 |
0.5% |
22% |
False |
False |
613,480 |
| 20 |
112-300 |
110-038 |
2-262 |
2.6% |
0-169 |
0.5% |
11% |
False |
False |
852,827 |
| 40 |
114-078 |
110-038 |
4-040 |
3.7% |
0-198 |
0.6% |
7% |
False |
False |
918,224 |
| 60 |
114-078 |
109-058 |
5-020 |
4.6% |
0-220 |
0.6% |
24% |
False |
False |
977,080 |
| 80 |
114-078 |
109-058 |
5-020 |
4.6% |
0-211 |
0.6% |
24% |
False |
False |
986,352 |
| 100 |
114-078 |
109-058 |
5-020 |
4.6% |
0-208 |
0.6% |
24% |
False |
False |
789,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-191 |
|
2.618 |
112-180 |
|
1.618 |
111-298 |
|
1.000 |
111-172 |
|
0.618 |
111-095 |
|
HIGH |
110-290 |
|
0.618 |
110-213 |
|
0.500 |
110-189 |
|
0.382 |
110-165 |
|
LOW |
110-088 |
|
0.618 |
109-282 |
|
1.000 |
109-205 |
|
1.618 |
109-080 |
|
2.618 |
108-197 |
|
4.250 |
107-187 |
|
|
| Fisher Pivots for day following 08-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
110-189 |
110-178 |
| PP |
110-170 |
110-162 |
| S1 |
110-151 |
110-148 |
|