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
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-105 112-098 2-008 1.8% 0-272 0.8% 3% False True 5,045
10 114-105 112-098 2-008 1.8% 0-220 0.6% 3% False True 2,589
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-016
Widest range in 3 trading days
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

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

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