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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-041
Widest range in 2 trading days
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

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

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