ECBOT 5 Year T-Note Future September 2022
Trading Metrics calculated at close of trading on 19-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2022 |
19-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
109-052 |
109-055 |
0-002 |
0.0% |
110-080 |
High |
109-132 |
109-055 |
-0-078 |
-0.2% |
110-160 |
Low |
109-008 |
108-302 |
-0-025 |
-0.1% |
109-008 |
Close |
109-115 |
109-010 |
-0-105 |
-0.3% |
109-115 |
Range |
0-125 |
0-072 |
-0-052 |
-42.0% |
1-152 |
ATR |
0-181 |
0-178 |
-0-003 |
-1.9% |
0-000 |
Volume |
884 |
616 |
-268 |
-30.3% |
18,645 |
|
Daily Pivots for day following 19-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-233 |
109-194 |
109-050 |
|
R3 |
109-161 |
109-122 |
109-030 |
|
R2 |
109-088 |
109-088 |
109-023 |
|
R1 |
109-049 |
109-049 |
109-017 |
109-032 |
PP |
109-016 |
109-016 |
109-016 |
109-008 |
S1 |
108-297 |
108-297 |
109-003 |
108-280 |
S2 |
108-263 |
108-263 |
108-317 |
|
S3 |
108-191 |
108-224 |
108-310 |
|
S4 |
108-118 |
108-152 |
108-290 |
|
|
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 |
108-302 |
1-178 |
1.4% |
0-152 |
0.4% |
6% |
False |
True |
3,237 |
10 |
110-318 |
108-302 |
2-015 |
1.9% |
0-166 |
0.5% |
4% |
False |
True |
4,934 |
20 |
111-272 |
108-302 |
2-290 |
2.7% |
0-161 |
0.5% |
3% |
False |
True |
565,624 |
40 |
114-078 |
108-302 |
5-095 |
4.9% |
0-185 |
0.5% |
2% |
False |
True |
758,523 |
60 |
114-078 |
108-302 |
5-095 |
4.9% |
0-201 |
0.6% |
2% |
False |
True |
830,191 |
80 |
114-078 |
108-302 |
5-095 |
4.9% |
0-207 |
0.6% |
2% |
False |
True |
941,970 |
100 |
114-078 |
108-302 |
5-095 |
4.9% |
0-205 |
0.6% |
2% |
False |
True |
790,157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110-043 |
2.618 |
109-245 |
1.618 |
109-172 |
1.000 |
109-128 |
0.618 |
109-100 |
HIGH |
109-055 |
0.618 |
109-027 |
0.500 |
109-019 |
0.382 |
109-010 |
LOW |
108-302 |
0.618 |
108-258 |
1.000 |
108-230 |
1.618 |
108-185 |
2.618 |
108-113 |
4.250 |
107-314 |
|
|
Fisher Pivots for day following 19-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
109-019 |
109-058 |
PP |
109-016 |
109-042 |
S1 |
109-013 |
109-026 |
|