ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 23-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2022 |
23-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
108-192 |
108-012 |
-0-180 |
-0.5% |
109-055 |
| High |
108-225 |
108-042 |
-0-182 |
-0.5% |
109-055 |
| Low |
108-012 |
107-132 |
-0-200 |
-0.6% |
107-132 |
| Close |
108-020 |
107-252 |
-0-088 |
-0.3% |
107-252 |
| Range |
0-212 |
0-230 |
0-018 |
8.2% |
1-242 |
| ATR |
0-187 |
0-190 |
0-003 |
1.7% |
0-000 |
| Volume |
535 |
31 |
-504 |
-94.2% |
1,366 |
|
| Daily Pivots for day following 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-299 |
109-186 |
108-059 |
|
| R3 |
109-069 |
108-276 |
107-316 |
|
| R2 |
108-159 |
108-159 |
107-295 |
|
| R1 |
108-046 |
108-046 |
107-274 |
107-308 |
| PP |
107-249 |
107-249 |
107-249 |
107-220 |
| S1 |
107-136 |
107-136 |
107-231 |
107-078 |
| S2 |
107-019 |
107-019 |
107-210 |
|
| S3 |
106-109 |
106-226 |
107-189 |
|
| S4 |
105-199 |
105-316 |
107-126 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-128 |
112-112 |
108-242 |
|
| R3 |
111-205 |
110-190 |
108-087 |
|
| R2 |
109-282 |
109-282 |
108-036 |
|
| R1 |
108-268 |
108-268 |
107-304 |
108-154 |
| PP |
108-040 |
108-040 |
108-040 |
107-303 |
| S1 |
107-025 |
107-025 |
107-201 |
106-231 |
| S2 |
106-118 |
106-118 |
107-149 |
|
| S3 |
104-195 |
105-102 |
107-098 |
|
| S4 |
102-272 |
103-180 |
106-263 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109-055 |
107-132 |
1-242 |
1.6% |
0-170 |
0.5% |
21% |
False |
True |
273 |
| 10 |
110-160 |
107-132 |
3-028 |
2.9% |
0-166 |
0.5% |
12% |
False |
True |
2,001 |
| 20 |
111-150 |
107-132 |
4-018 |
3.8% |
0-169 |
0.5% |
9% |
False |
True |
184,957 |
| 40 |
114-078 |
107-132 |
6-265 |
6.3% |
0-184 |
0.5% |
5% |
False |
True |
656,113 |
| 60 |
114-078 |
107-132 |
6-265 |
6.3% |
0-203 |
0.6% |
5% |
False |
True |
775,344 |
| 80 |
114-078 |
107-132 |
6-265 |
6.3% |
0-210 |
0.6% |
5% |
False |
True |
854,716 |
| 100 |
114-078 |
107-132 |
6-265 |
6.3% |
0-206 |
0.6% |
5% |
False |
True |
790,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-060 |
|
2.618 |
110-005 |
|
1.618 |
109-095 |
|
1.000 |
108-272 |
|
0.618 |
108-185 |
|
HIGH |
108-042 |
|
0.618 |
107-275 |
|
0.500 |
107-248 |
|
0.382 |
107-220 |
|
LOW |
107-132 |
|
0.618 |
106-310 |
|
1.000 |
106-222 |
|
1.618 |
106-080 |
|
2.618 |
105-170 |
|
4.250 |
104-115 |
|
|
| Fisher Pivots for day following 23-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
107-251 |
108-081 |
| PP |
107-249 |
108-032 |
| S1 |
107-248 |
107-302 |
|