ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 12-Sep-2022
Day Change Summary
Previous Current
09-Sep-2022 12-Sep-2022 Change Change % Previous Week
Open 110-082 110-042 -0-040 -0.1% 110-255
High 110-198 110-145 -0-052 -0.1% 110-310
Low 110-038 110-018 -0-020 -0.1% 110-012
Close 110-045 110-045 0-000 0.0% 110-045
Range 0-160 0-128 -0-032 -20.3% 0-298
ATR 0-191 0-186 -0-005 -2.4% 0-000
Volume 665,428 669,524 4,096 0.6% 3,239,762
Daily Pivots for day following 12-Sep-2022
Classic Woodie Camarilla DeMark
R4 111-132 111-056 110-115
R3 111-004 110-248 110-080
R2 110-197 110-197 110-068
R1 110-121 110-121 110-057 110-159
PP 110-069 110-069 110-069 110-088
S1 109-313 109-313 110-033 110-031
S2 109-262 109-262 110-022
S3 109-134 109-186 110-010
S4 109-007 109-058 109-295
Weekly Pivots for week ending 09-Sep-2022
Classic Woodie Camarilla DeMark
R4 113-055 112-188 110-209
R3 112-078 111-210 110-127
R2 111-100 111-100 110-100
R1 110-232 110-232 110-072 110-178
PP 110-122 110-122 110-122 110-095
S1 109-255 109-255 110-018 109-200
S2 109-145 109-145 109-310
S3 108-168 108-278 109-283
S4 107-190 107-300 109-201
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% 0-192 0.5% 11% False False 781,857
10 111-055 110-012 1-042 1.0% 0-179 0.5% 9% False False 919,345
20 112-270 110-012 2-258 2.5% 0-170 0.5% 4% False False 796,204
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-043
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 112-047
2.618 111-159
1.618 111-031
1.000 110-272
0.618 110-224
HIGH 110-145
0.618 110-096
0.500 110-081
0.382 110-066
LOW 110-018
0.618 109-259
1.000 109-210
1.618 109-131
2.618 109-004
4.250 108-116
Fisher Pivots for day following 12-Sep-2022
Pivot 1 day 3 day
R1 110-081 110-151
PP 110-069 110-116
S1 110-057 110-080

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

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