ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 28-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2022 |
28-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
107-050 |
108-002 |
0-272 |
0.8% |
109-055 |
| High |
107-170 |
108-075 |
0-225 |
0.7% |
109-055 |
| Low |
106-270 |
106-282 |
0-012 |
0.0% |
107-132 |
| Close |
106-312 |
108-075 |
1-082 |
1.2% |
107-252 |
| Range |
0-220 |
1-112 |
0-212 |
96.6% |
1-242 |
| ATR |
0-198 |
0-215 |
0-017 |
8.5% |
0-000 |
| Volume |
874 |
25 |
-849 |
-97.1% |
1,366 |
|
| Daily Pivots for day following 28-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-268 |
111-124 |
108-313 |
|
| R3 |
110-156 |
110-012 |
108-194 |
|
| R2 |
109-043 |
109-043 |
108-154 |
|
| R1 |
108-219 |
108-219 |
108-115 |
108-291 |
| PP |
107-251 |
107-251 |
107-251 |
107-287 |
| S1 |
107-107 |
107-107 |
108-035 |
107-179 |
| S2 |
106-138 |
106-138 |
107-316 |
|
| S3 |
105-026 |
105-314 |
107-276 |
|
| S4 |
103-233 |
104-202 |
107-157 |
|
|
| 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 |
108-225 |
106-270 |
1-275 |
1.7% |
0-250 |
0.7% |
75% |
False |
False |
342 |
| 10 |
109-132 |
106-270 |
2-182 |
2.4% |
0-186 |
0.5% |
54% |
False |
False |
469 |
| 20 |
110-318 |
106-270 |
4-048 |
3.8% |
0-188 |
0.5% |
34% |
False |
False |
11,306 |
| 40 |
113-120 |
106-270 |
6-170 |
6.0% |
0-185 |
0.5% |
21% |
False |
False |
568,452 |
| 60 |
114-078 |
106-270 |
7-128 |
6.8% |
0-200 |
0.6% |
19% |
False |
False |
712,645 |
| 80 |
114-078 |
106-270 |
7-128 |
6.8% |
0-215 |
0.6% |
19% |
False |
False |
817,931 |
| 100 |
114-078 |
106-270 |
7-128 |
6.8% |
0-207 |
0.6% |
19% |
False |
False |
789,986 |
| 120 |
114-078 |
106-270 |
7-128 |
6.8% |
0-205 |
0.6% |
19% |
False |
False |
658,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-313 |
|
2.618 |
111-247 |
|
1.618 |
110-135 |
|
1.000 |
109-188 |
|
0.618 |
109-022 |
|
HIGH |
108-075 |
|
0.618 |
107-230 |
|
0.500 |
107-179 |
|
0.382 |
107-128 |
|
LOW |
106-282 |
|
0.618 |
106-015 |
|
1.000 |
105-170 |
|
1.618 |
104-223 |
|
2.618 |
103-110 |
|
4.250 |
101-044 |
|
|
| Fisher Pivots for day following 28-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
108-003 |
108-001 |
| PP |
107-251 |
107-247 |
| S1 |
107-179 |
107-172 |
|