ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 13-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2022 |
13-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
110-080 |
110-098 |
0-018 |
0.0% |
110-292 |
| High |
110-155 |
110-160 |
0-005 |
0.0% |
110-318 |
| Low |
110-038 |
109-122 |
-0-235 |
-0.7% |
110-038 |
| Close |
110-058 |
109-165 |
-0-212 |
-0.6% |
110-060 |
| Range |
0-118 |
1-038 |
0-240 |
204.3% |
0-280 |
| ATR |
0-183 |
0-195 |
0-012 |
6.8% |
0-000 |
| Volume |
3,076 |
10,452 |
7,376 |
239.8% |
30,079 |
|
| Daily Pivots for day following 13-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-048 |
112-144 |
110-042 |
|
| R3 |
112-011 |
111-107 |
109-263 |
|
| R2 |
110-293 |
110-293 |
109-231 |
|
| R1 |
110-069 |
110-069 |
109-198 |
110-002 |
| PP |
109-256 |
109-256 |
109-256 |
109-222 |
| S1 |
109-032 |
109-032 |
109-132 |
108-285 |
| S2 |
108-218 |
108-218 |
109-099 |
|
| S3 |
107-181 |
107-314 |
109-067 |
|
| S4 |
106-143 |
106-277 |
108-288 |
|
|
| 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 |
110-290 |
109-122 |
1-168 |
1.4% |
0-198 |
0.6% |
9% |
False |
True |
5,921 |
| 10 |
111-040 |
109-122 |
1-238 |
1.6% |
0-193 |
0.6% |
8% |
False |
True |
68,062 |
| 20 |
112-228 |
109-122 |
3-105 |
3.0% |
0-174 |
0.5% |
4% |
False |
True |
735,439 |
| 40 |
114-078 |
109-122 |
4-275 |
4.4% |
0-199 |
0.6% |
3% |
False |
True |
852,023 |
| 60 |
114-078 |
109-122 |
4-275 |
4.4% |
0-210 |
0.6% |
3% |
False |
True |
901,380 |
| 80 |
114-078 |
109-058 |
5-020 |
4.6% |
0-211 |
0.6% |
7% |
False |
False |
985,166 |
| 100 |
114-078 |
109-058 |
5-020 |
4.6% |
0-209 |
0.6% |
7% |
False |
False |
790,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-079 |
|
2.618 |
113-136 |
|
1.618 |
112-098 |
|
1.000 |
111-198 |
|
0.618 |
111-061 |
|
HIGH |
110-160 |
|
0.618 |
110-023 |
|
0.500 |
109-301 |
|
0.382 |
109-259 |
|
LOW |
109-122 |
|
0.618 |
108-222 |
|
1.000 |
108-085 |
|
1.618 |
107-184 |
|
2.618 |
106-147 |
|
4.250 |
104-203 |
|
|
| Fisher Pivots for day following 13-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
109-301 |
110-005 |
| PP |
109-256 |
109-272 |
| S1 |
109-210 |
109-218 |
|