ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 30-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2022 |
30-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
107-285 |
108-050 |
0-085 |
0.2% |
107-132 |
| High |
107-318 |
108-165 |
0-168 |
0.5% |
108-165 |
| Low |
107-228 |
108-050 |
0-142 |
0.4% |
106-270 |
| Close |
107-302 |
108-090 |
0-108 |
0.3% |
108-090 |
| Range |
0-090 |
0-115 |
0-025 |
27.8% |
1-215 |
| ATR |
0-211 |
0-209 |
-0-002 |
-1.0% |
0-000 |
| Volume |
13 |
39 |
26 |
200.0% |
1,199 |
|
| Daily Pivots for day following 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-127 |
109-063 |
108-153 |
|
| R3 |
109-012 |
108-268 |
108-122 |
|
| R2 |
108-217 |
108-217 |
108-111 |
|
| R1 |
108-153 |
108-153 |
108-101 |
108-185 |
| PP |
108-102 |
108-102 |
108-102 |
108-118 |
| S1 |
108-038 |
108-038 |
108-079 |
108-070 |
| S2 |
107-307 |
107-307 |
108-069 |
|
| S3 |
107-192 |
107-243 |
108-058 |
|
| S4 |
107-077 |
107-128 |
108-027 |
|
|
| Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-287 |
112-083 |
109-064 |
|
| R3 |
111-072 |
110-188 |
108-237 |
|
| R2 |
109-177 |
109-177 |
108-188 |
|
| R1 |
108-293 |
108-293 |
108-139 |
109-075 |
| PP |
107-282 |
107-282 |
107-282 |
108-012 |
| S1 |
107-078 |
107-078 |
108-041 |
107-180 |
| S2 |
106-067 |
106-067 |
107-312 |
|
| S3 |
104-172 |
105-183 |
107-263 |
|
| S4 |
102-277 |
103-288 |
107-116 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108-165 |
106-270 |
1-215 |
1.5% |
0-203 |
0.6% |
86% |
True |
False |
239 |
| 10 |
109-055 |
106-270 |
2-105 |
2.2% |
0-186 |
0.5% |
62% |
False |
False |
256 |
| 20 |
110-318 |
106-270 |
4-048 |
3.8% |
0-183 |
0.5% |
35% |
False |
False |
3,932 |
| 40 |
113-090 |
106-270 |
6-140 |
5.9% |
0-179 |
0.5% |
22% |
False |
False |
516,689 |
| 60 |
114-078 |
106-270 |
7-128 |
6.8% |
0-194 |
0.6% |
19% |
False |
False |
679,865 |
| 80 |
114-078 |
106-270 |
7-128 |
6.8% |
0-213 |
0.6% |
19% |
False |
False |
798,971 |
| 100 |
114-078 |
106-270 |
7-128 |
6.8% |
0-205 |
0.6% |
19% |
False |
False |
789,782 |
| 120 |
114-078 |
106-270 |
7-128 |
6.8% |
0-205 |
0.6% |
19% |
False |
False |
658,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-014 |
|
2.618 |
109-146 |
|
1.618 |
109-031 |
|
1.000 |
108-280 |
|
0.618 |
108-236 |
|
HIGH |
108-165 |
|
0.618 |
108-121 |
|
0.500 |
108-108 |
|
0.382 |
108-094 |
|
LOW |
108-050 |
|
0.618 |
107-299 |
|
1.000 |
107-255 |
|
1.618 |
107-184 |
|
2.618 |
107-069 |
|
4.250 |
106-201 |
|
|
| Fisher Pivots for day following 30-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
108-108 |
108-028 |
| PP |
108-102 |
107-286 |
| S1 |
108-096 |
107-224 |
|