ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 15-Sep-2022
Day Change Summary
Previous Current
14-Sep-2022 15-Sep-2022 Change Change % Previous Week
Open 109-155 109-095 -0-060 -0.2% 110-292
High 109-195 109-110 -0-085 -0.2% 110-318
Low 109-065 109-032 -0-032 -0.1% 110-038
Close 109-150 109-042 -0-108 -0.3% 110-060
Range 0-130 0-078 -0-052 -40.4% 0-280
ATR 0-191 0-185 -0-005 -2.7% 0-000
Volume 2,932 1,301 -1,631 -55.6% 30,079
Daily Pivots for day following 15-Sep-2022
Classic Woodie Camarilla DeMark
R4 109-294 109-246 109-085
R3 109-217 109-168 109-064
R2 109-139 109-139 109-057
R1 109-091 109-091 109-050 109-076
PP 109-062 109-062 109-062 109-054
S1 109-013 109-013 109-035 108-319
S2 108-304 108-304 109-028
S3 108-227 108-256 109-021
S4 108-149 108-178 109-000
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
5 110-208 109-032 1-175 1.4% 0-167 0.5% 2% False True 4,206
10 110-318 109-032 1-285 1.7% 0-184 0.5% 2% False True 11,040
20 112-090 109-032 3-058 2.9% 0-168 0.5% 1% False True 649,522
40 114-078 109-032 5-045 4.7% 0-197 0.6% 1% False True 818,895
60 114-078 109-032 5-045 4.7% 0-208 0.6% 1% False True 872,615
80 114-078 109-032 5-045 4.7% 0-209 0.6% 1% False True 978,660
100 114-078 109-032 5-045 4.7% 0-208 0.6% 1% False True 790,149
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-041
Narrowest range in 75 trading days
Fibonacci Retracements and Extensions
4.250 110-119
2.618 109-313
1.618 109-235
1.000 109-188
0.618 109-158
HIGH 109-110
0.618 109-080
0.500 109-071
0.382 109-062
LOW 109-032
0.618 108-305
1.000 108-275
1.618 108-227
2.618 108-150
4.250 108-023
Fisher Pivots for day following 15-Sep-2022
Pivot 1 day 3 day
R1 109-071 109-256
PP 109-062 109-185
S1 109-052 109-114

These figures are updated between 7pm and 10pm EST after a trading day.

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