ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 24-Aug-2022
Day Change Summary
Previous Current
23-Aug-2022 24-Aug-2022 Change Change % Previous Week
Open 111-160 111-162 0-002 0.0% 112-148
High 111-260 111-205 -0-055 -0.2% 112-270
Low 111-092 111-032 -0-060 -0.2% 111-210
Close 111-140 111-065 -0-075 -0.2% 111-232
Range 0-168 0-172 0-005 3.0% 1-060
ATR 0-197 0-195 -0-002 -0.9% 0-000
Volume 846,313 1,701,515 855,202 101.1% 367,097
Daily Pivots for day following 24-Aug-2022
Classic Woodie Camarilla DeMark
R4 112-298 112-194 111-160
R3 112-126 112-022 111-112
R2 111-273 111-273 111-097
R1 111-169 111-169 111-081 111-135
PP 111-101 111-101 111-101 111-084
S1 110-317 110-317 111-049 110-282
S2 110-248 110-248 111-033
S3 110-076 110-144 111-018
S4 109-223 109-292 110-290
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
5 112-120 111-032 1-088 1.1% 0-169 0.5% 8% False True 596,166
10 113-000 111-032 1-288 1.7% 0-170 0.5% 5% False True 318,244
20 114-105 111-032 3-072 2.9% 0-206 0.6% 3% False True 161,874
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 0-042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-298
2.618 113-017
1.618 112-164
1.000 112-058
0.618 111-312
HIGH 111-205
0.618 111-139
0.500 111-119
0.382 111-098
LOW 111-032
0.618 110-246
1.000 110-180
1.618 110-073
2.618 109-221
4.250 108-259
Fisher Pivots for day following 24-Aug-2022
Pivot 1 day 3 day
R1 111-119 111-164
PP 111-101 111-131
S1 111-083 111-098

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

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