ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 21-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2022 |
21-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
108-302 |
109-030 |
0-048 |
0.1% |
110-080 |
| High |
109-040 |
109-030 |
-0-010 |
0.0% |
110-160 |
| Low |
108-240 |
108-138 |
-0-102 |
-0.3% |
109-008 |
| Close |
108-258 |
109-015 |
0-078 |
0.2% |
109-115 |
| Range |
0-120 |
0-212 |
0-092 |
77.1% |
1-152 |
| ATR |
0-173 |
0-176 |
0-003 |
1.6% |
0-000 |
| Volume |
91 |
93 |
2 |
2.2% |
18,645 |
|
| Daily Pivots for day following 21-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-272 |
110-196 |
109-132 |
|
| R3 |
110-059 |
109-303 |
109-073 |
|
| R2 |
109-167 |
109-167 |
109-054 |
|
| R1 |
109-091 |
109-091 |
109-034 |
109-022 |
| PP |
108-274 |
108-274 |
108-274 |
108-240 |
| S1 |
108-198 |
108-198 |
108-316 |
108-130 |
| S2 |
108-062 |
108-062 |
108-296 |
|
| S3 |
107-169 |
107-306 |
108-277 |
|
| S4 |
106-277 |
107-093 |
108-218 |
|
|
| 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 |
109-132 |
108-138 |
0-315 |
0.9% |
0-122 |
0.3% |
63% |
False |
True |
597 |
| 10 |
110-290 |
108-138 |
2-152 |
2.3% |
0-157 |
0.4% |
25% |
False |
True |
2,782 |
| 20 |
111-188 |
108-138 |
3-050 |
2.9% |
0-160 |
0.5% |
20% |
False |
True |
426,203 |
| 40 |
114-078 |
108-138 |
5-260 |
5.3% |
0-186 |
0.5% |
11% |
False |
True |
717,666 |
| 60 |
114-078 |
108-138 |
5-260 |
5.3% |
0-200 |
0.6% |
11% |
False |
True |
799,072 |
| 80 |
114-078 |
108-138 |
5-260 |
5.3% |
0-208 |
0.6% |
11% |
False |
True |
885,906 |
| 100 |
114-078 |
108-138 |
5-260 |
5.3% |
0-205 |
0.6% |
11% |
False |
True |
790,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-293 |
|
2.618 |
110-266 |
|
1.618 |
110-054 |
|
1.000 |
109-242 |
|
0.618 |
109-161 |
|
HIGH |
109-030 |
|
0.618 |
108-269 |
|
0.500 |
108-244 |
|
0.382 |
108-219 |
|
LOW |
108-138 |
|
0.618 |
108-006 |
|
1.000 |
107-245 |
|
1.618 |
107-114 |
|
2.618 |
106-221 |
|
4.250 |
105-194 |
|
|
| Fisher Pivots for day following 21-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
108-305 |
108-309 |
| PP |
108-274 |
108-282 |
| S1 |
108-244 |
108-256 |
|