ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 15-Sep-2022
Day Change Summary
Previous Current
14-Sep-2022 15-Sep-2022 Change Change % Previous Week
Open 109-172 109-118 -0-055 -0.2% 110-255
High 109-192 109-140 -0-052 -0.1% 110-310
Low 109-058 109-000 -0-058 -0.2% 110-012
Close 109-142 109-025 -0-118 -0.3% 110-045
Range 0-135 0-140 0-005 3.7% 0-298
ATR 0-194 0-191 -0-004 -1.9% 0-000
Volume 1,054,275 888,385 -165,890 -15.7% 3,239,762
Daily Pivots for day following 15-Sep-2022
Classic Woodie Camarilla DeMark
R4 110-155 110-070 109-102
R3 110-015 109-250 109-064
R2 109-195 109-195 109-051
R1 109-110 109-110 109-038 109-082
PP 109-055 109-055 109-055 109-041
S1 108-290 108-290 109-012 108-262
S2 108-235 108-235 108-319
S3 108-095 108-150 108-306
S4 107-275 108-010 108-268
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
5 110-198 109-000 1-198 1.5% 0-185 0.5% 5% False True 949,499
10 110-310 109-000 1-310 1.8% 0-200 0.6% 4% False True 929,516
20 112-120 109-000 3-120 3.1% 0-176 0.5% 2% False True 959,058
40 114-105 109-000 5-105 4.9% 0-193 0.6% 1% False True 485,976
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 0-046
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111-095
2.618 110-187
1.618 110-047
1.000 109-280
0.618 109-227
HIGH 109-140
0.618 109-087
0.500 109-070
0.382 109-053
LOW 109-000
0.618 108-233
1.000 108-180
1.618 108-093
2.618 107-273
4.250 107-045
Fisher Pivots for day following 15-Sep-2022
Pivot 1 day 3 day
R1 109-070 109-236
PP 109-055 109-166
S1 109-040 109-095

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

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