ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 29-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2022 |
29-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
108-002 |
107-285 |
-0-038 |
-0.1% |
109-055 |
| High |
108-075 |
107-318 |
-0-078 |
-0.2% |
109-055 |
| Low |
106-282 |
107-228 |
0-265 |
0.8% |
107-132 |
| Close |
108-075 |
107-302 |
-0-092 |
-0.3% |
107-252 |
| Range |
1-112 |
0-090 |
-1-022 |
-79.2% |
1-242 |
| ATR |
0-215 |
0-211 |
-0-003 |
-1.6% |
0-000 |
| Volume |
25 |
13 |
-12 |
-48.0% |
1,366 |
|
| Daily Pivots for day following 29-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108-232 |
108-198 |
108-032 |
|
| R3 |
108-142 |
108-108 |
108-007 |
|
| R2 |
108-052 |
108-052 |
107-319 |
|
| R1 |
108-018 |
108-018 |
107-311 |
108-035 |
| PP |
107-282 |
107-282 |
107-282 |
107-291 |
| S1 |
107-248 |
107-248 |
107-294 |
107-265 |
| S2 |
107-192 |
107-192 |
107-286 |
|
| S3 |
107-102 |
107-158 |
107-278 |
|
| S4 |
107-012 |
107-068 |
107-253 |
|
|
| 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 |
108-075 |
106-270 |
1-125 |
1.3% |
0-226 |
0.7% |
79% |
False |
False |
238 |
| 10 |
109-132 |
106-270 |
2-182 |
2.4% |
0-187 |
0.5% |
43% |
False |
False |
341 |
| 20 |
110-318 |
106-270 |
4-048 |
3.8% |
0-186 |
0.5% |
27% |
False |
False |
5,690 |
| 40 |
113-120 |
106-270 |
6-170 |
6.1% |
0-181 |
0.5% |
17% |
False |
False |
538,350 |
| 60 |
114-078 |
106-270 |
7-128 |
6.9% |
0-195 |
0.6% |
15% |
False |
False |
694,603 |
| 80 |
114-078 |
106-270 |
7-128 |
6.9% |
0-214 |
0.6% |
15% |
False |
False |
808,848 |
| 100 |
114-078 |
106-270 |
7-128 |
6.9% |
0-206 |
0.6% |
15% |
False |
False |
789,917 |
| 120 |
114-078 |
106-270 |
7-128 |
6.9% |
0-205 |
0.6% |
15% |
False |
False |
658,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109-060 |
|
2.618 |
108-233 |
|
1.618 |
108-143 |
|
1.000 |
108-088 |
|
0.618 |
108-053 |
|
HIGH |
107-318 |
|
0.618 |
107-283 |
|
0.500 |
107-272 |
|
0.382 |
107-262 |
|
LOW |
107-228 |
|
0.618 |
107-172 |
|
1.000 |
107-138 |
|
1.618 |
107-082 |
|
2.618 |
106-312 |
|
4.250 |
106-165 |
|
|
| Fisher Pivots for day following 29-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
107-292 |
107-259 |
| PP |
107-282 |
107-216 |
| S1 |
107-272 |
107-172 |
|