ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 01-Sep-2022
Day Change Summary
Previous Current
31-Aug-2022 01-Sep-2022 Change Change % Previous Week
Open 110-278 110-165 -0-112 -0.3% 111-258
High 110-302 110-212 -0-090 -0.3% 111-295
Low 110-160 110-038 -0-122 -0.3% 111-018
Close 110-262 110-092 -0-170 -0.5% 111-070
Range 0-142 0-175 0-032 22.8% 0-278
ATR 0-180 0-183 0-003 1.8% 0-000
Volume 1,093,529 1,003,365 -90,164 -8.2% 6,363,526
Daily Pivots for day following 01-Sep-2022
Classic Woodie Camarilla DeMark
R4 111-319 111-221 110-189
R3 111-144 111-046 110-141
R2 110-289 110-289 110-125
R1 110-191 110-191 110-109 110-152
PP 110-114 110-114 110-114 110-095
S1 110-016 110-016 110-076 109-298
S2 109-259 109-259 110-060
S3 109-084 109-161 110-044
S4 108-229 108-306 109-316
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
5 111-165 110-038 1-128 1.3% 0-152 0.4% 12% False True 1,176,371
10 112-052 110-038 2-015 1.9% 0-154 0.4% 8% False True 1,078,753
20 113-120 110-038 3-082 3.0% 0-176 0.5% 5% False True 556,142
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-037
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 112-316
2.618 112-031
1.618 111-176
1.000 111-068
0.618 111-001
HIGH 110-212
0.618 110-146
0.500 110-125
0.382 110-104
LOW 110-038
0.618 109-249
1.000 109-182
1.618 109-074
2.618 108-219
4.250 107-254
Fisher Pivots for day following 01-Sep-2022
Pivot 1 day 3 day
R1 110-125 110-206
PP 110-114 110-168
S1 110-103 110-130

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

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