ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 08-Sep-2022
Day Change Summary
Previous Current
07-Sep-2022 08-Sep-2022 Change Change % Previous Week
Open 110-040 110-170 0-130 0.4% 111-010
High 110-188 110-285 0-098 0.3% 111-055
Low 110-012 110-072 0-060 0.2% 110-038
Close 110-175 110-120 -0-055 -0.2% 110-265
Range 0-175 0-212 0-038 21.4% 1-018
ATR 0-192 0-193 0-001 0.8% 0-000
Volume 769,115 849,407 80,292 10.4% 5,284,172
Daily Pivots for day following 08-Sep-2022
Classic Woodie Camarilla DeMark
R4 112-157 112-031 110-237
R3 111-264 111-138 110-178
R2 111-052 111-052 110-159
R1 110-246 110-246 110-139 110-202
PP 110-159 110-159 110-159 110-138
S1 110-033 110-033 110-101 109-310
S2 109-267 109-267 110-081
S3 109-054 109-141 110-062
S4 108-162 108-248 110-003
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
5 110-310 110-012 0-298 0.8% 0-214 0.6% 36% False False 909,532
10 111-165 110-012 1-152 1.3% 0-176 0.5% 23% False False 1,145,283
20 113-000 110-012 2-308 2.7% 0-173 0.5% 11% False False 731,763
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-228
2.618 112-201
1.618 111-309
1.000 111-178
0.618 111-096
HIGH 110-285
0.618 110-204
0.500 110-179
0.382 110-154
LOW 110-072
0.618 109-261
1.000 109-180
1.618 109-049
2.618 108-156
4.250 107-129
Fisher Pivots for day following 08-Sep-2022
Pivot 1 day 3 day
R1 110-179 110-161
PP 110-159 110-148
S1 110-140 110-134

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

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