ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 02-Sep-2022
Day Change Summary
Previous Current
01-Sep-2022 02-Sep-2022 Change Change % Previous Week
Open 110-165 110-105 -0-060 -0.2% 111-010
High 110-212 110-310 0-098 0.3% 111-055
Low 110-038 110-090 0-052 0.1% 110-038
Close 110-092 110-265 0-172 0.5% 110-265
Range 0-175 0-220 0-045 25.7% 1-018
ATR 0-183 0-186 0-003 1.4% 0-000
Volume 1,003,365 969,963 -33,402 -3.3% 5,284,172
Daily Pivots for day following 02-Sep-2022
Classic Woodie Camarilla DeMark
R4 112-242 112-153 111-066
R3 112-022 111-253 111-006
R2 111-122 111-122 110-305
R1 111-033 111-033 110-285 111-078
PP 110-222 110-222 110-222 110-244
S1 110-133 110-133 110-245 110-178
S2 110-002 110-002 110-225
S3 109-102 109-233 110-204
S4 108-202 109-013 110-144
Weekly Pivots for week ending 02-Sep-2022
Classic Woodie Camarilla DeMark
R4 113-278 113-129 111-131
R3 112-261 112-112 111-038
R2 111-243 111-243 111-007
R1 111-094 111-094 110-296 111-000
PP 110-226 110-226 110-226 110-179
S1 110-077 110-077 110-234 109-302
S2 109-208 109-208 110-203
S3 108-191 109-059 110-172
S4 107-173 108-042 110-079
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-055 110-038 1-018 1.0% 0-166 0.5% 67% False False 1,056,834
10 111-295 110-038 1-258 1.6% 0-160 0.4% 39% False False 1,164,769
20 113-080 110-038 3-042 2.8% 0-169 0.5% 23% False False 604,524
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 0-038
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 113-285
2.618 112-246
1.618 112-026
1.000 111-210
0.618 111-126
HIGH 110-310
0.618 110-226
0.500 110-200
0.382 110-174
LOW 110-090
0.618 109-274
1.000 109-190
1.618 109-054
2.618 108-154
4.250 107-115
Fisher Pivots for day following 02-Sep-2022
Pivot 1 day 3 day
R1 110-243 110-235
PP 110-222 110-204
S1 110-200 110-174

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

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