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 |
|
|
|
|
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 |
|