ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 31-Aug-2022
Day Change Summary
Previous Current
30-Aug-2022 31-Aug-2022 Change Change % Previous Week
Open 110-308 110-278 -0-030 -0.1% 111-258
High 111-055 110-302 -0-072 -0.2% 111-295
Low 110-208 110-160 -0-048 -0.1% 111-018
Close 110-262 110-262 0-000 0.0% 111-070
Range 0-168 0-142 -0-025 -14.9% 0-278
ATR 0-183 0-180 -0-003 -1.6% 0-000
Volume 1,023,226 1,093,529 70,303 6.9% 6,363,526
Daily Pivots for day following 31-Aug-2022
Classic Woodie Camarilla DeMark
R4 112-029 111-288 111-021
R3 111-207 111-146 110-302
R2 111-064 111-064 110-289
R1 111-003 111-003 110-276 110-282
PP 110-242 110-242 110-242 110-221
S1 110-181 110-181 110-249 110-140
S2 110-099 110-099 110-236
S3 109-277 110-038 110-223
S4 109-134 109-216 110-184
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
5 111-165 110-160 1-005 0.9% 0-138 0.4% 32% False True 1,381,034
10 112-120 110-160 1-280 1.7% 0-153 0.4% 17% False True 988,600
20 113-145 110-160 2-305 2.7% 0-176 0.5% 11% False True 506,407
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 0-038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112-268
2.618 112-036
1.618 111-213
1.000 111-125
0.618 111-071
HIGH 110-302
0.618 110-248
0.500 110-231
0.382 110-214
LOW 110-160
0.618 110-072
1.000 110-018
1.618 109-249
2.618 109-107
4.250 108-194
Fisher Pivots for day following 31-Aug-2022
Pivot 1 day 3 day
R1 110-252 110-268
PP 110-242 110-266
S1 110-231 110-264

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

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