ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 23-Aug-2022
Day Change Summary
Previous Current
22-Aug-2022 23-Aug-2022 Change Change % Previous Week
Open 111-258 111-160 -0-098 -0.3% 112-148
High 111-295 111-260 -0-035 -0.1% 112-270
Low 111-122 111-092 -0-030 -0.1% 111-210
Close 111-132 111-140 0-008 0.0% 111-232
Range 0-172 0-168 -0-005 -2.9% 1-060
ATR 0-199 0-197 -0-002 -1.1% 0-000
Volume 221,371 846,313 624,942 282.3% 367,097
Daily Pivots for day following 23-Aug-2022
Classic Woodie Camarilla DeMark
R4 113-027 112-251 111-232
R3 112-179 112-083 111-186
R2 112-012 112-012 111-171
R1 111-236 111-236 111-155 111-200
PP 111-164 111-164 111-164 111-146
S1 111-068 111-068 111-125 111-032
S2 110-317 110-317 111-109
S3 110-149 110-221 111-094
S4 109-302 110-053 111-048
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
5 112-138 111-092 1-045 1.0% 0-174 0.5% 13% False True 268,777
10 113-080 111-092 1-308 1.8% 0-184 0.5% 8% False True 150,051
20 114-105 111-092 3-012 2.7% 0-205 0.6% 5% False True 76,806
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 0-042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-012
2.618 113-059
1.618 112-211
1.000 112-108
0.618 112-044
HIGH 111-260
0.618 111-196
0.500 111-176
0.382 111-156
LOW 111-092
0.618 110-309
1.000 110-245
1.618 110-141
2.618 109-294
4.250 109-021
Fisher Pivots for day following 23-Aug-2022
Pivot 1 day 3 day
R1 111-176 111-232
PP 111-164 111-202
S1 111-152 111-171

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

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