ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 06-Sep-2022
Day Change Summary
Previous Current
02-Sep-2022 06-Sep-2022 Change Change % Previous Week
Open 110-105 110-255 0-150 0.4% 111-010
High 110-310 110-310 0-000 0.0% 111-055
Low 110-090 110-022 -0-068 -0.2% 110-038
Close 110-265 110-052 -0-212 -0.6% 110-265
Range 0-220 0-288 0-068 30.7% 1-018
ATR 0-186 0-193 0-007 3.9% 0-000
Volume 969,963 955,812 -14,151 -1.5% 5,284,172
Daily Pivots for day following 06-Sep-2022
Classic Woodie Camarilla DeMark
R4 113-031 112-169 110-211
R3 112-063 111-202 110-132
R2 111-096 111-096 110-105
R1 110-234 110-234 110-079 110-181
PP 110-128 110-128 110-128 110-102
S1 109-267 109-267 110-026 109-214
S2 109-161 109-161 110-000
S3 108-193 108-299 109-293
S4 107-226 108-012 109-214
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
5 111-055 110-022 1-032 1.0% 0-198 0.6% 9% False True 1,009,179
10 111-260 110-022 1-238 1.6% 0-171 0.5% 5% False True 1,238,213
20 113-080 110-022 3-058 2.9% 0-176 0.5% 3% False True 652,261
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 0-039
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 114-252
2.618 113-103
1.618 112-135
1.000 111-278
0.618 111-168
HIGH 110-310
0.618 110-200
0.500 110-166
0.382 110-132
LOW 110-022
0.618 109-165
1.000 109-055
1.618 108-197
2.618 107-230
4.250 106-081
Fisher Pivots for day following 06-Sep-2022
Pivot 1 day 3 day
R1 110-166 110-166
PP 110-128 110-128
S1 110-090 110-090

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

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