ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 29-Aug-2022
Day Change Summary
Previous Current
26-Aug-2022 29-Aug-2022 Change Change % Previous Week
Open 111-132 111-010 -0-122 -0.3% 111-258
High 111-165 111-032 -0-132 -0.4% 111-295
Low 111-018 110-228 -0-110 -0.3% 111-018
Close 111-070 110-285 -0-105 -0.3% 111-070
Range 0-148 0-125 -0-022 -15.3% 0-278
ATR 0-186 0-184 -0-002 -0.9% 0-000
Volume 1,567,648 1,194,089 -373,559 -23.8% 6,363,526
Daily Pivots for day following 29-Aug-2022
Classic Woodie Camarilla DeMark
R4 112-023 111-279 111-034
R3 111-218 111-154 110-319
R2 111-093 111-093 110-308
R1 111-029 111-029 110-296 110-319
PP 110-288 110-288 110-288 110-273
S1 110-224 110-224 110-274 110-194
S2 110-163 110-163 110-262
S3 110-038 110-099 110-251
S4 109-233 109-294 110-216
Weekly Pivots for week ending 26-Aug-2022
Classic Woodie Camarilla DeMark
R4 114-000 113-152 111-223
R3 113-042 112-195 111-146
R2 112-085 112-085 111-121
R1 111-238 111-238 111-095 111-182
PP 111-128 111-128 111-128 111-100
S1 110-280 110-280 111-045 110-225
S2 110-170 110-170 111-019
S3 109-212 110-002 110-314
S4 108-255 109-045 110-237
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-260 110-228 1-032 1.0% 0-144 0.4% 16% False True 1,467,248
10 112-258 110-228 2-030 1.9% 0-156 0.4% 9% False True 789,444
20 114-105 110-228 3-198 3.3% 0-197 0.6% 5% False True 401,263
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 0-032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112-244
2.618 112-040
1.618 111-235
1.000 111-158
0.618 111-110
HIGH 111-032
0.618 110-305
0.500 110-290
0.382 110-275
LOW 110-228
0.618 110-150
1.000 110-102
1.618 110-025
2.618 109-220
4.250 109-016
Fisher Pivots for day following 29-Aug-2022
Pivot 1 day 3 day
R1 110-290 111-036
PP 110-288 111-012
S1 110-287 110-309

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

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