ECBOT 5 Year T-Note Future December 2022
Trading Metrics calculated at close of trading on 05-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2022 |
05-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
113-008 |
113-100 |
0-092 |
0.3% |
114-002 |
High |
113-145 |
113-120 |
-0-025 |
-0.1% |
114-105 |
Low |
112-282 |
112-098 |
-0-185 |
-0.5% |
112-098 |
Close |
113-118 |
112-120 |
-0-318 |
-0.9% |
112-120 |
Range |
0-182 |
1-022 |
0-160 |
87.7% |
2-008 |
ATR |
|
|
|
|
|
Volume |
8,668 |
2,325 |
-6,343 |
-73.2% |
25,229 |
|
Daily Pivots for day following 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-287 |
115-066 |
112-308 |
|
R3 |
114-264 |
114-043 |
112-214 |
|
R2 |
113-242 |
113-242 |
112-183 |
|
R1 |
113-021 |
113-021 |
112-151 |
112-280 |
PP |
112-219 |
112-219 |
112-219 |
112-189 |
S1 |
111-318 |
111-318 |
112-089 |
111-258 |
S2 |
111-197 |
111-197 |
112-057 |
|
S3 |
110-174 |
110-296 |
112-026 |
|
S4 |
109-152 |
109-273 |
111-252 |
|
|
Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-023 |
117-239 |
113-156 |
|
R3 |
117-016 |
115-232 |
112-298 |
|
R2 |
115-008 |
115-008 |
112-239 |
|
R1 |
113-224 |
113-224 |
112-179 |
113-112 |
PP |
113-001 |
113-001 |
113-001 |
112-265 |
S1 |
111-217 |
111-217 |
112-061 |
111-105 |
S2 |
110-313 |
110-313 |
112-001 |
|
S3 |
108-306 |
109-209 |
111-262 |
|
S4 |
106-298 |
107-202 |
111-084 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-296 |
2.618 |
116-057 |
1.618 |
115-034 |
1.000 |
114-142 |
0.618 |
114-012 |
HIGH |
113-120 |
0.618 |
112-309 |
0.500 |
112-269 |
0.382 |
112-228 |
LOW |
112-098 |
0.618 |
111-206 |
1.000 |
111-075 |
1.618 |
110-183 |
2.618 |
109-161 |
4.250 |
107-242 |
|
|
Fisher Pivots for day following 05-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
112-269 |
112-281 |
PP |
112-219 |
112-228 |
S1 |
112-170 |
112-174 |
|