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 |
|
|
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 |
|