ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 09-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2022 |
09-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
110-202 |
110-145 |
-0-058 |
-0.2% |
110-292 |
| High |
110-290 |
110-208 |
-0-082 |
-0.2% |
110-318 |
| Low |
110-088 |
110-055 |
-0-032 |
-0.1% |
110-038 |
| Close |
110-132 |
110-060 |
-0-072 |
-0.2% |
110-060 |
| Range |
0-202 |
0-152 |
-0-050 |
-24.7% |
0-280 |
| ATR |
0-190 |
0-188 |
-0-003 |
-1.4% |
0-000 |
| Volume |
5,115 |
3,269 |
-1,846 |
-36.1% |
30,079 |
|
| Daily Pivots for day following 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-245 |
111-145 |
110-144 |
|
| R3 |
111-092 |
110-312 |
110-102 |
|
| R2 |
110-260 |
110-260 |
110-088 |
|
| R1 |
110-160 |
110-160 |
110-074 |
110-134 |
| PP |
110-108 |
110-108 |
110-108 |
110-094 |
| S1 |
110-008 |
110-008 |
110-046 |
109-301 |
| S2 |
109-275 |
109-275 |
110-032 |
|
| S3 |
109-122 |
109-175 |
110-018 |
|
| S4 |
108-290 |
109-022 |
109-296 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-018 |
112-159 |
110-214 |
|
| R3 |
112-058 |
111-199 |
110-137 |
|
| R2 |
111-098 |
111-098 |
110-111 |
|
| R1 |
110-239 |
110-239 |
110-086 |
110-189 |
| PP |
110-138 |
110-138 |
110-138 |
110-113 |
| S1 |
109-279 |
109-279 |
110-034 |
109-229 |
| S2 |
109-178 |
109-178 |
110-009 |
|
| S3 |
108-218 |
108-319 |
109-303 |
|
| S4 |
107-258 |
108-039 |
109-226 |
|
|
| 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% |
0-200 |
0.6% |
8% |
False |
False |
11,489 |
| 10 |
111-150 |
110-038 |
1-112 |
1.2% |
0-173 |
0.5% |
5% |
False |
False |
367,912 |
| 20 |
112-238 |
110-038 |
2-200 |
2.4% |
0-165 |
0.5% |
3% |
False |
False |
803,975 |
| 40 |
114-078 |
110-038 |
4-040 |
3.7% |
0-196 |
0.6% |
2% |
False |
False |
888,632 |
| 60 |
114-078 |
109-085 |
4-312 |
4.5% |
0-216 |
0.6% |
19% |
False |
False |
951,275 |
| 80 |
114-078 |
109-058 |
5-020 |
4.6% |
0-211 |
0.6% |
20% |
False |
False |
986,062 |
| 100 |
114-078 |
109-058 |
5-020 |
4.6% |
0-209 |
0.6% |
20% |
False |
False |
789,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-216 |
|
2.618 |
111-287 |
|
1.618 |
111-134 |
|
1.000 |
111-040 |
|
0.618 |
110-302 |
|
HIGH |
110-208 |
|
0.618 |
110-149 |
|
0.500 |
110-131 |
|
0.382 |
110-113 |
|
LOW |
110-055 |
|
0.618 |
109-281 |
|
1.000 |
109-222 |
|
1.618 |
109-128 |
|
2.618 |
108-296 |
|
4.250 |
108-047 |
|
|
| Fisher Pivots for day following 09-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
110-131 |
110-164 |
| PP |
110-108 |
110-129 |
| S1 |
110-084 |
110-095 |
|