ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 19-Aug-2022
Day Change Summary
Previous Current
18-Aug-2022 19-Aug-2022 Change Change % Previous Week
Open 112-010 112-040 0-030 0.1% 112-148
High 112-120 112-052 -0-068 -0.2% 112-270
Low 111-270 111-210 -0-060 -0.2% 111-210
Close 112-032 111-232 -0-120 -0.3% 111-232
Range 0-170 0-162 -0-008 -4.4% 1-060
ATR 0-204 0-201 -0-003 -1.4% 0-000
Volume 101,834 109,801 7,967 7.8% 367,097
Daily Pivots for day following 19-Aug-2022
Classic Woodie Camarilla DeMark
R4 113-119 113-018 112-002
R3 112-277 112-176 111-277
R2 112-114 112-114 111-262
R1 112-013 112-013 111-247 111-302
PP 111-272 111-272 111-272 111-256
S1 111-171 111-171 111-218 111-140
S2 111-109 111-109 111-203
S3 110-267 111-008 111-188
S4 110-104 110-166 111-143
Weekly Pivots for week ending 19-Aug-2022
Classic Woodie Camarilla DeMark
R4 115-204 114-278 112-122
R3 114-144 113-218 112-017
R2 113-084 113-084 111-302
R1 112-158 112-158 111-267 112-091
PP 112-024 112-024 112-024 111-311
S1 111-098 111-098 111-198 111-031
S2 110-284 110-284 111-163
S3 109-224 110-038 111-128
S4 108-164 108-298 111-024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-270 111-210 1-060 1.1% 0-170 0.5% 6% False True 73,419
10 113-080 111-210 1-190 1.4% 0-179 0.5% 4% False True 44,279
20 114-105 111-210 2-215 2.4% 0-200 0.6% 3% False True 23,434
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114-103
2.618 113-158
1.618 112-315
1.000 112-215
0.618 112-153
HIGH 112-052
0.618 111-310
0.500 111-291
0.382 111-272
LOW 111-210
0.618 111-110
1.000 111-048
1.618 110-267
2.618 110-105
4.250 109-159
Fisher Pivots for day following 19-Aug-2022
Pivot 1 day 3 day
R1 111-291 112-014
PP 111-272 111-300
S1 111-252 111-266

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

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