ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 26-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2022 |
26-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
108-012 |
107-132 |
-0-200 |
-0.6% |
109-055 |
| High |
108-042 |
107-132 |
-0-230 |
-0.7% |
109-055 |
| Low |
107-132 |
106-295 |
-0-158 |
-0.5% |
107-132 |
| Close |
107-252 |
107-030 |
-0-222 |
-0.6% |
107-252 |
| Range |
0-230 |
0-158 |
-0-072 |
-31.5% |
1-242 |
| ATR |
0-190 |
0-196 |
0-006 |
3.3% |
0-000 |
| Volume |
31 |
248 |
217 |
700.0% |
1,366 |
|
| Daily Pivots for day following 26-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-198 |
108-112 |
107-117 |
|
| R3 |
108-041 |
107-274 |
107-073 |
|
| R2 |
107-203 |
107-203 |
107-059 |
|
| R1 |
107-117 |
107-117 |
107-044 |
107-081 |
| PP |
107-046 |
107-046 |
107-046 |
107-028 |
| S1 |
106-279 |
106-279 |
107-016 |
106-244 |
| S2 |
106-208 |
106-208 |
107-001 |
|
| S3 |
106-051 |
106-122 |
106-307 |
|
| S4 |
105-213 |
105-284 |
106-263 |
|
|
| 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 |
109-040 |
106-295 |
2-065 |
2.1% |
0-186 |
0.5% |
8% |
False |
True |
199 |
| 10 |
110-160 |
106-295 |
3-185 |
3.3% |
0-170 |
0.5% |
5% |
False |
True |
1,718 |
| 20 |
111-040 |
106-295 |
4-065 |
3.9% |
0-170 |
0.5% |
4% |
False |
True |
89,312 |
| 40 |
114-078 |
106-295 |
7-102 |
6.8% |
0-183 |
0.5% |
2% |
False |
True |
622,785 |
| 60 |
114-078 |
106-295 |
7-102 |
6.8% |
0-201 |
0.6% |
2% |
False |
True |
755,326 |
| 80 |
114-078 |
106-295 |
7-102 |
6.8% |
0-209 |
0.6% |
2% |
False |
True |
839,401 |
| 100 |
114-078 |
106-295 |
7-102 |
6.8% |
0-206 |
0.6% |
2% |
False |
True |
790,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-162 |
|
2.618 |
108-225 |
|
1.618 |
108-067 |
|
1.000 |
107-290 |
|
0.618 |
107-230 |
|
HIGH |
107-132 |
|
0.618 |
107-072 |
|
0.500 |
107-054 |
|
0.382 |
107-035 |
|
LOW |
106-295 |
|
0.618 |
106-198 |
|
1.000 |
106-138 |
|
1.618 |
106-040 |
|
2.618 |
105-203 |
|
4.250 |
104-266 |
|
|
| Fisher Pivots for day following 26-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
107-054 |
107-260 |
| PP |
107-046 |
107-183 |
| S1 |
107-038 |
107-107 |
|