ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 15-Aug-2022
Day Change Summary
Previous Current
12-Aug-2022 15-Aug-2022 Change Change % Previous Week
Open 112-115 112-148 0-032 0.1% 112-110
High 112-202 112-270 0-068 0.2% 113-080
Low 112-090 112-098 0-008 0.0% 112-082
Close 112-120 112-212 0-092 0.3% 112-120
Range 0-112 0-172 0-060 53.3% 0-318
ATR 0-215 0-212 -0-003 -1.4% 0-000
Volume 22,591 30,270 7,679 34.0% 75,699
Daily Pivots for day following 15-Aug-2022
Classic Woodie Camarilla DeMark
R4 114-071 113-314 112-307
R3 113-218 113-142 112-260
R2 113-046 113-046 112-244
R1 112-289 112-289 112-228 113-008
PP 112-193 112-193 112-193 112-212
S1 112-117 112-117 112-197 112-155
S2 112-021 112-021 112-181
S3 111-168 111-264 112-165
S4 110-316 111-092 112-118
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% 0-194 0.5% 41% False False 20,977
10 114-105 112-082 2-022 1.8% 0-237 0.7% 20% False False 13,083
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 0-034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-043
2.618 114-082
1.618 113-229
1.000 113-122
0.618 113-057
HIGH 112-270
0.618 112-204
0.500 112-184
0.382 112-163
LOW 112-098
0.618 111-311
1.000 111-245
1.618 111-138
2.618 110-286
4.250 110-004
Fisher Pivots for day following 15-Aug-2022
Pivot 1 day 3 day
R1 112-203 112-210
PP 112-193 112-208
S1 112-184 112-205

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

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