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
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-192 108-195 0-318 0.9% 0-140 0.4% 11% False True 876,189
10 110-285 108-195 2-090 2.1% 0-174 0.5% 5% False True 880,430
20 111-260 108-195 3-065 2.9% 0-172 0.5% 3% False True 1,059,322
40 114-105 108-195 5-230 5.3% 0-188 0.5% 2% False True 546,909
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Widest range in 5 trading days
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

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

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