ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 04-Aug-2022
Day Change Summary
Previous Current
03-Aug-2022 04-Aug-2022 Change Change % Previous Week
Open 113-055 113-008 -0-048 -0.1% 113-012
High 113-070 113-145 0-075 0.2% 114-002
Low 112-122 112-282 0-160 0.4% 112-252
Close 112-282 113-118 0-155 0.4% 113-252
Range 0-268 0-182 -0-085 -31.8% 1-070
ATR
Volume 4,307 8,668 4,361 101.3% 662
Daily Pivots for day following 04-Aug-2022
Classic Woodie Camarilla DeMark
R4 114-302 114-232 113-218
R3 114-120 114-050 113-168
R2 113-258 113-258 113-151
R1 113-188 113-188 113-134 113-222
PP 113-075 113-075 113-075 113-092
S1 113-005 113-005 113-101 113-040
S2 112-212 112-212 113-084
S3 112-030 112-142 113-067
S4 111-168 111-280 113-017
Weekly Pivots for week ending 29-Jul-2022
Classic Woodie Camarilla DeMark
R4 117-059 116-226 114-147
R3 115-309 115-156 114-040
R2 114-239 114-239 114-004
R1 114-086 114-086 113-288 114-162
PP 113-169 113-169 113-169 113-208
S1 113-016 113-016 113-217 113-092
S2 112-099 112-099 113-181
S3 111-029 111-266 113-145
S4 109-279 110-196 113-038
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-105 112-122 1-302 1.7% 0-232 0.6% 51% False False 4,613
10 114-105 112-122 1-302 1.7% 0-209 0.6% 51% False False 2,438
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115-281
2.618 114-303
1.618 114-120
1.000 114-008
0.618 113-258
HIGH 113-145
0.618 113-075
0.500 113-054
0.382 113-032
LOW 112-282
0.618 112-170
1.000 112-100
1.618 111-307
2.618 111-125
4.250 110-147
Fisher Pivots for day following 04-Aug-2022
Pivot 1 day 3 day
R1 113-096 113-116
PP 113-075 113-115
S1 113-054 113-114

These figures are updated between 7pm and 10pm EST after a trading day.

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