ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 18-Aug-2022
Day Change Summary
Previous Current
17-Aug-2022 18-Aug-2022 Change Change % Previous Week
Open 112-122 112-010 -0-112 -0.3% 112-110
High 112-138 112-120 -0-018 0.0% 113-080
Low 111-262 111-270 0-008 0.0% 112-082
Close 112-002 112-032 0-030 0.1% 112-120
Range 0-195 0-170 -0-025 -12.8% 0-318
ATR 0-206 0-204 -0-003 -1.3% 0-000
Volume 64,567 101,834 37,267 57.7% 75,699
Daily Pivots for day following 18-Aug-2022
Classic Woodie Camarilla DeMark
R4 113-224 113-138 112-126
R3 113-054 112-288 112-079
R2 112-204 112-204 112-064
R1 112-118 112-118 112-048 112-161
PP 112-034 112-034 112-034 112-056
S1 111-268 111-268 112-017 111-311
S2 111-184 111-184 112-001
S3 111-014 111-098 111-306
S4 110-164 110-248 111-259
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
5 112-270 111-262 1-008 0.9% 0-160 0.4% 27% False False 55,977
10 113-120 111-262 1-178 1.4% 0-197 0.5% 18% False False 33,532
20 114-105 111-262 2-162 2.2% 0-203 0.6% 11% False False 17,985
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 0-034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-202
2.618 113-245
1.618 113-075
1.000 112-290
0.618 112-225
HIGH 112-120
0.618 112-055
0.500 112-035
0.382 112-015
LOW 111-270
0.618 111-165
1.000 111-100
1.618 110-315
2.618 110-145
4.250 109-188
Fisher Pivots for day following 18-Aug-2022
Pivot 1 day 3 day
R1 112-035 112-100
PP 112-034 112-078
S1 112-033 112-055

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

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