ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 19-Sep-2022
Day Change Summary
Previous Current
16-Sep-2022 19-Sep-2022 Change Change % Previous Week
Open 109-032 109-085 0-052 0.2% 110-042
High 109-118 109-102 -0-015 0.0% 110-152
Low 108-302 108-280 -0-022 -0.1% 108-302
Close 109-098 108-308 -0-110 -0.3% 109-098
Range 0-135 0-142 0-008 5.6% 1-170
ATR 0-187 0-184 -0-003 -1.7% 0-000
Volume 889,871 678,640 -211,231 -23.7% 4,971,942
Daily Pivots for day following 19-Sep-2022
Classic Woodie Camarilla DeMark
R4 110-124 110-038 109-066
R3 109-302 109-216 109-027
R2 109-159 109-159 109-014
R1 109-073 109-073 109-001 109-045
PP 109-017 109-017 109-017 109-002
S1 108-251 108-251 108-294 108-222
S2 108-194 108-194 108-281
S3 108-052 108-108 108-268
S4 107-229 107-286 108-229
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
5 110-152 108-280 1-192 1.5% 0-183 0.5% 5% False True 996,211
10 110-310 108-280 2-030 1.9% 0-188 0.5% 4% False True 889,034
20 111-295 108-280 3-015 2.8% 0-174 0.5% 3% False True 1,026,902
40 114-105 108-280 5-145 5.0% 0-187 0.5% 2% False True 525,168
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 111-068
2.618 110-156
1.618 110-013
1.000 109-245
0.618 109-191
HIGH 109-102
0.618 109-048
0.500 109-031
0.382 109-014
LOW 108-280
0.618 108-192
1.000 108-138
1.618 108-049
2.618 107-227
4.250 106-314
Fisher Pivots for day following 19-Sep-2022
Pivot 1 day 3 day
R1 109-031 109-050
PP 109-017 109-029
S1 109-002 109-008

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

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