ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 27-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2022 |
27-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
107-132 |
107-050 |
-0-082 |
-0.2% |
109-055 |
| High |
107-132 |
107-170 |
0-038 |
0.1% |
109-055 |
| Low |
106-295 |
106-270 |
-0-025 |
-0.1% |
107-132 |
| Close |
107-030 |
106-312 |
-0-038 |
-0.1% |
107-252 |
| Range |
0-158 |
0-220 |
0-062 |
39.7% |
1-242 |
| ATR |
0-196 |
0-198 |
0-002 |
0.9% |
0-000 |
| Volume |
248 |
874 |
626 |
252.4% |
1,366 |
|
| Daily Pivots for day following 27-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-058 |
108-245 |
107-114 |
|
| R3 |
108-158 |
108-025 |
107-053 |
|
| R2 |
107-258 |
107-258 |
107-033 |
|
| R1 |
107-125 |
107-125 |
107-013 |
107-081 |
| PP |
107-038 |
107-038 |
107-038 |
107-016 |
| S1 |
106-225 |
106-225 |
106-292 |
106-181 |
| S2 |
106-138 |
106-138 |
106-272 |
|
| S3 |
105-238 |
106-005 |
106-252 |
|
| S4 |
105-018 |
105-105 |
106-192 |
|
|
| 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 |
109-030 |
106-270 |
2-080 |
2.1% |
0-206 |
0.6% |
6% |
False |
True |
356 |
| 10 |
109-195 |
106-270 |
2-245 |
2.6% |
0-156 |
0.5% |
5% |
False |
True |
760 |
| 20 |
111-040 |
106-270 |
4-090 |
4.0% |
0-174 |
0.5% |
3% |
False |
True |
34,411 |
| 40 |
114-078 |
106-270 |
7-128 |
6.9% |
0-186 |
0.5% |
2% |
False |
True |
600,538 |
| 60 |
114-078 |
106-270 |
7-128 |
6.9% |
0-198 |
0.6% |
2% |
False |
True |
732,862 |
| 80 |
114-078 |
106-270 |
7-128 |
6.9% |
0-211 |
0.6% |
2% |
False |
True |
828,188 |
| 100 |
114-078 |
106-270 |
7-128 |
6.9% |
0-205 |
0.6% |
2% |
False |
True |
790,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-145 |
|
2.618 |
109-106 |
|
1.618 |
108-206 |
|
1.000 |
108-070 |
|
0.618 |
107-306 |
|
HIGH |
107-170 |
|
0.618 |
107-086 |
|
0.500 |
107-060 |
|
0.382 |
107-034 |
|
LOW |
106-270 |
|
0.618 |
106-134 |
|
1.000 |
106-050 |
|
1.618 |
105-234 |
|
2.618 |
105-014 |
|
4.250 |
103-295 |
|
|
| Fisher Pivots for day following 27-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
107-060 |
107-156 |
| PP |
107-038 |
107-102 |
| S1 |
107-015 |
107-047 |
|