ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 16-Sep-2022
Day Change Summary
Previous Current
15-Sep-2022 16-Sep-2022 Change Change % Previous Week
Open 109-118 109-032 -0-085 -0.2% 110-042
High 109-140 109-118 -0-022 -0.1% 110-152
Low 109-000 108-302 -0-018 -0.1% 108-302
Close 109-025 109-098 0-072 0.2% 109-098
Range 0-140 0-135 -0-005 -3.6% 1-170
ATR 0-191 0-187 -0-004 -2.1% 0-000
Volume 888,385 889,871 1,486 0.2% 4,971,942
Daily Pivots for day following 16-Sep-2022
Classic Woodie Camarilla DeMark
R4 110-151 110-099 109-172
R3 110-016 109-284 109-135
R2 109-201 109-201 109-122
R1 109-149 109-149 109-110 109-175
PP 109-066 109-066 109-066 109-079
S1 109-014 109-014 109-085 109-040
S2 108-251 108-251 109-073
S3 108-116 108-199 109-060
S4 107-301 108-064 109-023
Weekly Pivots for week ending 16-Sep-2022
Classic Woodie Camarilla DeMark
R4 114-054 113-086 110-047
R3 112-204 111-236 109-232
R2 111-034 111-034 109-187
R1 110-066 110-066 109-142 109-285
PP 109-184 109-184 109-184 109-134
S1 108-216 108-216 109-053 108-115
S2 108-014 108-014 109-008
S3 106-164 107-046 108-283
S4 104-314 105-196 108-148
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-152 108-302 1-170 1.4% 0-180 0.5% 23% False True 994,388
10 110-310 108-302 2-008 1.9% 0-196 0.6% 18% False True 918,166
20 112-052 108-302 3-070 2.9% 0-175 0.5% 11% False True 998,460
40 114-105 108-302 5-122 4.9% 0-189 0.5% 7% False True 508,222
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-046
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111-051
2.618 110-151
1.618 110-016
1.000 109-252
0.618 109-201
HIGH 109-118
0.618 109-066
0.500 109-050
0.382 109-034
LOW 108-302
0.618 108-219
1.000 108-168
1.618 108-084
2.618 107-269
4.250 107-049
Fisher Pivots for day following 16-Sep-2022
Pivot 1 day 3 day
R1 109-082 109-094
PP 109-066 109-091
S1 109-050 109-088

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

View Archives - Comment on this page... - Back to Index of Symbols