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 |
|
|
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 |
|