ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 13-Sep-2022
Day Change Summary
Previous Current
12-Sep-2022 13-Sep-2022 Change Change % Previous Week
Open 110-042 110-048 0-005 0.0% 110-255
High 110-145 110-152 0-008 0.0% 110-310
Low 110-018 109-110 -0-228 -0.6% 110-012
Close 110-045 109-158 -0-208 -0.6% 110-045
Range 0-128 1-042 0-235 184.3% 0-298
ATR 0-186 0-199 0-013 6.8% 0-000
Volume 669,524 1,469,887 800,363 119.5% 3,239,762
Daily Pivots for day following 13-Sep-2022
Classic Woodie Camarilla DeMark
R4 113-054 112-148 110-037
R3 112-012 111-106 109-257
R2 110-289 110-289 109-224
R1 110-063 110-063 109-191 109-315
PP 109-247 109-247 109-247 109-212
S1 109-021 109-021 109-124 108-272
S2 108-204 108-204 109-091
S3 107-162 107-298 109-058
S4 106-119 106-256 108-278
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
5 110-285 109-110 1-175 1.4% 0-208 0.6% 10% False True 884,672
10 111-055 109-110 1-265 1.7% 0-203 0.6% 8% False True 946,925
20 112-258 109-110 3-148 3.2% 0-180 0.5% 4% False True 868,184
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-051
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 115-093
2.618 113-142
1.618 112-099
1.000 111-195
0.618 111-057
HIGH 110-152
0.618 110-014
0.500 109-291
0.382 109-248
LOW 109-110
0.618 108-206
1.000 108-068
1.618 107-163
2.618 106-121
4.250 104-169
Fisher Pivots for day following 13-Sep-2022
Pivot 1 day 3 day
R1 109-291 109-314
PP 109-247 109-262
S1 109-202 109-210

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

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