ECBOT 5 Year T-Note Future September 2022
Trading Metrics calculated at close of trading on 14-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2022 |
14-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
110-098 |
109-155 |
-0-262 |
-0.7% |
110-292 |
High |
110-160 |
109-195 |
-0-285 |
-0.8% |
110-318 |
Low |
109-122 |
109-065 |
-0-058 |
-0.2% |
110-038 |
Close |
109-165 |
109-150 |
-0-015 |
0.0% |
110-060 |
Range |
1-038 |
0-130 |
-0-228 |
-63.6% |
0-280 |
ATR |
0-195 |
0-191 |
-0-005 |
-2.4% |
0-000 |
Volume |
10,452 |
2,932 |
-7,520 |
-71.9% |
30,079 |
|
Daily Pivots for day following 14-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-207 |
110-148 |
109-222 |
|
R3 |
110-077 |
110-018 |
109-186 |
|
R2 |
109-267 |
109-267 |
109-174 |
|
R1 |
109-208 |
109-208 |
109-162 |
109-172 |
PP |
109-137 |
109-137 |
109-137 |
109-119 |
S1 |
109-078 |
109-078 |
109-138 |
109-042 |
S2 |
109-007 |
109-007 |
109-126 |
|
S3 |
108-197 |
108-268 |
109-114 |
|
S4 |
108-067 |
108-138 |
109-078 |
|
|
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 |
109-065 |
1-225 |
1.6% |
0-192 |
0.5% |
16% |
False |
True |
4,968 |
10 |
110-318 |
109-065 |
1-252 |
1.6% |
0-190 |
0.5% |
15% |
False |
True |
22,142 |
20 |
112-108 |
109-065 |
3-042 |
2.9% |
0-174 |
0.5% |
8% |
False |
True |
700,477 |
40 |
114-078 |
109-065 |
5-012 |
4.6% |
0-199 |
0.6% |
5% |
False |
True |
836,528 |
60 |
114-078 |
109-065 |
5-012 |
4.6% |
0-208 |
0.6% |
5% |
False |
True |
886,230 |
80 |
114-078 |
109-058 |
5-020 |
4.6% |
0-210 |
0.6% |
6% |
False |
False |
982,470 |
100 |
114-078 |
109-058 |
5-020 |
4.6% |
0-209 |
0.6% |
6% |
False |
False |
790,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-108 |
2.618 |
110-215 |
1.618 |
110-085 |
1.000 |
110-005 |
0.618 |
109-275 |
HIGH |
109-195 |
0.618 |
109-145 |
0.500 |
109-130 |
0.382 |
109-115 |
LOW |
109-065 |
0.618 |
108-305 |
1.000 |
108-255 |
1.618 |
108-175 |
2.618 |
108-045 |
4.250 |
107-152 |
|
|
Fisher Pivots for day following 14-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
109-143 |
109-272 |
PP |
109-137 |
109-232 |
S1 |
109-130 |
109-191 |
|