ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 30-Aug-2022
Day Change Summary
Previous Current
29-Aug-2022 30-Aug-2022 Change Change % Previous Week
Open 111-010 110-308 -0-022 -0.1% 111-258
High 111-032 111-055 0-022 0.1% 111-295
Low 110-228 110-208 -0-020 -0.1% 111-018
Close 110-285 110-262 -0-022 -0.1% 111-070
Range 0-125 0-168 0-042 34.0% 0-278
ATR 0-184 0-183 -0-001 -0.6% 0-000
Volume 1,194,089 1,023,226 -170,863 -14.3% 6,363,526
Daily Pivots for day following 30-Aug-2022
Classic Woodie Camarilla DeMark
R4 112-144 112-051 111-035
R3 111-297 111-203 110-309
R2 111-129 111-129 110-293
R1 111-036 111-036 110-278 110-319
PP 110-282 110-282 110-282 110-263
S1 110-188 110-188 110-247 110-151
S2 110-114 110-114 110-232
S3 109-267 110-021 110-216
S4 109-099 109-173 110-170
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
5 111-205 110-208 0-318 0.9% 0-144 0.4% 17% False True 1,502,631
10 112-138 110-208 1-250 1.6% 0-158 0.4% 10% False True 885,704
20 113-145 110-208 2-258 2.5% 0-182 0.5% 6% False True 451,946
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 113-127
2.618 112-174
1.618 112-006
1.000 111-222
0.618 111-159
HIGH 111-055
0.618 110-311
0.500 110-291
0.382 110-271
LOW 110-208
0.618 110-104
1.000 110-040
1.618 109-256
2.618 109-089
4.250 108-136
Fisher Pivots for day following 30-Aug-2022
Pivot 1 day 3 day
R1 110-291 111-026
PP 110-282 110-318
S1 110-272 110-290

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

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