ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 22-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2022 |
22-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
109-030 |
108-192 |
-0-158 |
-0.5% |
110-080 |
| High |
109-030 |
108-225 |
-0-125 |
-0.4% |
110-160 |
| Low |
108-138 |
108-012 |
-0-125 |
-0.4% |
109-008 |
| Close |
109-015 |
108-020 |
-0-315 |
-0.9% |
109-115 |
| Range |
0-212 |
0-212 |
0-000 |
0.0% |
1-152 |
| ATR |
0-176 |
0-187 |
0-010 |
5.9% |
0-000 |
| Volume |
93 |
535 |
442 |
475.3% |
18,645 |
|
| Daily Pivots for day following 22-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-083 |
109-264 |
108-137 |
|
| R3 |
109-191 |
109-052 |
108-078 |
|
| R2 |
108-298 |
108-298 |
108-059 |
|
| R1 |
108-159 |
108-159 |
108-039 |
108-122 |
| PP |
108-086 |
108-086 |
108-086 |
108-068 |
| S1 |
107-267 |
107-267 |
108-001 |
107-230 |
| S2 |
107-193 |
107-193 |
107-301 |
|
| S3 |
106-301 |
107-054 |
107-282 |
|
| S4 |
106-088 |
106-162 |
107-223 |
|
|
| 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 |
108-012 |
1-120 |
1.3% |
0-148 |
0.4% |
2% |
False |
True |
443 |
| 10 |
110-208 |
108-012 |
2-195 |
2.4% |
0-158 |
0.5% |
1% |
False |
True |
2,324 |
| 20 |
111-150 |
108-012 |
3-138 |
3.2% |
0-162 |
0.5% |
1% |
False |
True |
307,902 |
| 40 |
114-078 |
108-012 |
6-065 |
5.7% |
0-186 |
0.5% |
0% |
False |
True |
692,731 |
| 60 |
114-078 |
108-012 |
6-065 |
5.7% |
0-202 |
0.6% |
0% |
False |
True |
787,259 |
| 80 |
114-078 |
108-012 |
6-065 |
5.7% |
0-209 |
0.6% |
0% |
False |
True |
875,558 |
| 100 |
114-078 |
108-012 |
6-065 |
5.7% |
0-205 |
0.6% |
0% |
False |
True |
790,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-168 |
|
2.618 |
110-141 |
|
1.618 |
109-249 |
|
1.000 |
109-118 |
|
0.618 |
109-036 |
|
HIGH |
108-225 |
|
0.618 |
108-144 |
|
0.500 |
108-119 |
|
0.382 |
108-094 |
|
LOW |
108-012 |
|
0.618 |
107-201 |
|
1.000 |
107-120 |
|
1.618 |
106-309 |
|
2.618 |
106-096 |
|
4.250 |
105-069 |
|
|
| Fisher Pivots for day following 22-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
108-119 |
108-186 |
| PP |
108-086 |
108-131 |
| S1 |
108-053 |
108-075 |
|