ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 12-Aug-2022
Day Change Summary
Previous Current
11-Aug-2022 12-Aug-2022 Change Change % Previous Week
Open 112-220 112-115 -0-105 -0.3% 112-110
High 113-000 112-202 -0-118 -0.3% 113-080
Low 112-095 112-090 -0-005 0.0% 112-082
Close 112-118 112-120 0-002 0.0% 112-120
Range 0-225 0-112 -0-112 -50.0% 0-318
ATR 0-223 0-215 -0-008 -3.5% 0-000
Volume 23,556 22,591 -965 -4.1% 75,699
Daily Pivots for day following 12-Aug-2022
Classic Woodie Camarilla DeMark
R4 113-155 113-090 112-182
R3 113-042 112-298 112-151
R2 112-250 112-250 112-141
R1 112-185 112-185 112-130 112-218
PP 112-138 112-138 112-138 112-154
S1 112-072 112-072 112-110 112-105
S2 112-025 112-025 112-099
S3 111-232 111-280 112-089
S4 111-120 111-168 112-058
Weekly Pivots for week ending 12-Aug-2022
Classic Woodie Camarilla DeMark
R4 115-193 114-314 112-295
R3 114-196 113-317 112-207
R2 113-198 113-198 112-178
R1 112-319 112-319 112-149 113-099
PP 112-201 112-201 112-201 112-251
S1 112-002 112-002 112-091 112-101
S2 111-203 111-203 112-062
S3 110-206 111-004 112-033
S4 109-208 110-007 111-265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-080 112-082 0-318 0.9% 0-189 0.5% 12% False False 15,139
10 114-105 112-082 2-022 1.8% 0-230 0.6% 6% False False 10,092
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-030
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 114-041
2.618 113-177
1.618 113-065
1.000 112-315
0.618 112-272
HIGH 112-202
0.618 112-160
0.500 112-146
0.382 112-133
LOW 112-090
0.618 112-020
1.000 111-298
1.618 111-228
2.618 111-115
4.250 110-252
Fisher Pivots for day following 12-Aug-2022
Pivot 1 day 3 day
R1 112-146 112-241
PP 112-138 112-201
S1 112-129 112-160

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

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