ECBOT 5 Year T-Note Future December 2022
Trading Metrics calculated at close of trading on 20-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2022 |
20-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
109-085 |
109-008 |
-0-078 |
-0.2% |
110-042 |
High |
109-102 |
109-022 |
-0-080 |
-0.2% |
110-152 |
Low |
108-280 |
108-195 |
-0-085 |
-0.2% |
108-302 |
Close |
108-308 |
108-230 |
-0-078 |
-0.2% |
109-098 |
Range |
0-142 |
0-148 |
0-005 |
3.5% |
1-170 |
ATR |
0-184 |
0-181 |
-0-003 |
-1.4% |
0-000 |
Volume |
678,640 |
869,774 |
191,134 |
28.2% |
4,971,942 |
|
Daily Pivots for day following 20-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-058 |
109-292 |
108-311 |
|
R3 |
109-231 |
109-144 |
108-271 |
|
R2 |
109-083 |
109-083 |
108-257 |
|
R1 |
108-317 |
108-317 |
108-244 |
108-286 |
PP |
108-256 |
108-256 |
108-256 |
108-241 |
S1 |
108-169 |
108-169 |
108-216 |
108-139 |
S2 |
108-108 |
108-108 |
108-203 |
|
S3 |
107-281 |
108-022 |
108-189 |
|
S4 |
107-133 |
107-194 |
108-149 |
|
|
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 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-009 |
2.618 |
110-089 |
1.618 |
109-261 |
1.000 |
109-170 |
0.618 |
109-114 |
HIGH |
109-022 |
0.618 |
108-286 |
0.500 |
108-269 |
0.382 |
108-251 |
LOW |
108-195 |
0.618 |
108-104 |
1.000 |
108-048 |
1.618 |
107-276 |
2.618 |
107-129 |
4.250 |
106-208 |
|
|
Fisher Pivots for day following 20-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
108-269 |
108-316 |
PP |
108-256 |
108-288 |
S1 |
108-243 |
108-259 |
|