ECBOT 5 Year T-Note Future September 2022
Trading Metrics calculated at close of trading on 16-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2022 |
16-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
109-095 |
109-052 |
-0-042 |
-0.1% |
110-080 |
High |
109-110 |
109-132 |
0-022 |
0.1% |
110-160 |
Low |
109-032 |
109-008 |
-0-025 |
-0.1% |
109-008 |
Close |
109-042 |
109-115 |
0-072 |
0.2% |
109-115 |
Range |
0-078 |
0-125 |
0-048 |
61.3% |
1-152 |
ATR |
0-185 |
0-181 |
-0-004 |
-2.3% |
0-000 |
Volume |
1,301 |
884 |
-417 |
-32.1% |
18,645 |
|
Daily Pivots for day following 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-140 |
110-092 |
109-184 |
|
R3 |
110-015 |
109-288 |
109-149 |
|
R2 |
109-210 |
109-210 |
109-138 |
|
R1 |
109-162 |
109-162 |
109-126 |
109-186 |
PP |
109-085 |
109-085 |
109-085 |
109-097 |
S1 |
109-038 |
109-038 |
109-104 |
109-061 |
S2 |
108-280 |
108-280 |
109-092 |
|
S3 |
108-155 |
108-232 |
109-081 |
|
S4 |
108-030 |
108-108 |
109-046 |
|
|
Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-018 |
113-059 |
110-055 |
|
R3 |
112-186 |
111-227 |
109-245 |
|
R2 |
111-033 |
111-033 |
109-202 |
|
R1 |
110-074 |
110-074 |
109-158 |
109-298 |
PP |
109-201 |
109-201 |
109-201 |
109-152 |
S1 |
108-242 |
108-242 |
109-072 |
108-145 |
S2 |
108-048 |
108-048 |
109-028 |
|
S3 |
106-216 |
107-089 |
108-305 |
|
S4 |
105-063 |
105-257 |
108-175 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
110-160 |
109-008 |
1-152 |
1.4% |
0-162 |
0.5% |
23% |
False |
True |
3,729 |
10 |
110-318 |
109-008 |
1-310 |
1.8% |
0-180 |
0.5% |
17% |
False |
True |
7,609 |
20 |
112-028 |
109-008 |
3-020 |
2.8% |
0-165 |
0.5% |
11% |
False |
True |
604,423 |
40 |
114-078 |
109-008 |
5-070 |
4.8% |
0-191 |
0.5% |
6% |
False |
True |
788,967 |
60 |
114-078 |
109-008 |
5-070 |
4.8% |
0-205 |
0.6% |
6% |
False |
True |
855,315 |
80 |
114-078 |
109-008 |
5-070 |
4.8% |
0-209 |
0.6% |
6% |
False |
True |
968,828 |
100 |
114-078 |
109-008 |
5-070 |
4.8% |
0-208 |
0.6% |
6% |
False |
True |
790,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-024 |
2.618 |
110-140 |
1.618 |
110-015 |
1.000 |
109-258 |
0.618 |
109-210 |
HIGH |
109-132 |
0.618 |
109-085 |
0.500 |
109-070 |
0.382 |
109-055 |
LOW |
109-008 |
0.618 |
108-250 |
1.000 |
108-202 |
1.618 |
108-125 |
2.618 |
108-000 |
4.250 |
107-116 |
|
|
Fisher Pivots for day following 16-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
109-100 |
109-110 |
PP |
109-085 |
109-106 |
S1 |
109-070 |
109-101 |
|