ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 20-Sep-2022
Day Change Summary
Previous Current
19-Sep-2022 20-Sep-2022 Change Change % Previous Week
Open 109-055 108-302 -0-072 -0.2% 110-080
High 109-055 109-040 -0-015 0.0% 110-160
Low 108-302 108-240 -0-062 -0.2% 109-008
Close 109-010 108-258 -0-072 -0.2% 109-115
Range 0-072 0-120 0-048 65.5% 1-152
ATR 0-178 0-173 -0-004 -2.3% 0-000
Volume 616 91 -525 -85.2% 18,645
Daily Pivots for day following 20-Sep-2022
Classic Woodie Camarilla DeMark
R4 110-006 109-252 109-004
R3 109-206 109-132 108-290
R2 109-086 109-086 108-280
R1 109-012 109-012 108-268 108-309
PP 108-286 108-286 108-286 108-274
S1 108-212 108-212 108-246 108-189
S2 108-166 108-166 108-236
S3 108-046 108-092 108-224
S4 107-246 107-292 108-192
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
5 109-195 108-240 0-275 0.8% 0-105 0.3% 6% False True 1,164
10 110-290 108-240 2-050 2.0% 0-151 0.4% 3% False True 3,543
20 111-240 108-240 3-000 2.8% 0-158 0.5% 2% False True 516,751
40 114-078 108-240 5-158 5.0% 0-185 0.5% 1% False True 738,622
60 114-078 108-240 5-158 5.0% 0-200 0.6% 1% False True 814,066
80 114-078 108-240 5-158 5.0% 0-207 0.6% 1% False True 904,270
100 114-078 108-240 5-158 5.0% 0-205 0.6% 1% False True 790,144
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-043
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110-230
2.618 110-034
1.618 109-234
1.000 109-160
0.618 109-114
HIGH 109-040
0.618 108-314
0.500 108-300
0.382 108-286
LOW 108-240
0.618 108-166
1.000 108-120
1.618 108-046
2.618 107-246
4.250 107-050
Fisher Pivots for day following 20-Sep-2022
Pivot 1 day 3 day
R1 108-300 109-026
PP 108-286 108-317
S1 108-272 108-287

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

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