ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 11-Aug-2022
Day Change Summary
Previous Current
10-Aug-2022 11-Aug-2022 Change Change % Previous Week
Open 112-128 112-220 0-092 0.3% 114-002
High 113-080 113-000 -0-080 -0.2% 114-105
Low 112-082 112-095 0-012 0.0% 112-098
Close 112-205 112-118 -0-088 -0.2% 112-120
Range 0-318 0-225 -0-092 -29.1% 2-008
ATR 0-223 0-223 0-000 0.1% 0-000
Volume 19,587 23,556 3,969 20.3% 25,229
Daily Pivots for day following 11-Aug-2022
Classic Woodie Camarilla DeMark
R4 114-212 114-070 112-241
R3 113-308 113-165 112-179
R2 113-082 113-082 112-159
R1 112-260 112-260 112-138 112-219
PP 112-178 112-178 112-178 112-157
S1 112-035 112-035 112-097 111-314
S2 111-272 111-272 112-076
S3 111-048 111-130 112-056
S4 110-142 110-225 111-314
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
5 113-120 112-082 1-038 1.0% 0-235 0.7% 10% False False 11,086
10 114-105 112-082 2-022 1.8% 0-233 0.6% 5% False False 7,849
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-316
2.618 114-269
1.618 114-044
1.000 113-225
0.618 113-139
HIGH 113-000
0.618 112-234
0.500 112-208
0.382 112-181
LOW 112-095
0.618 111-276
1.000 111-190
1.618 111-051
2.618 110-146
4.250 109-099
Fisher Pivots for day following 11-Aug-2022
Pivot 1 day 3 day
R1 112-208 112-241
PP 112-178 112-200
S1 112-148 112-159

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

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