ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 21-Sep-2022
Day Change Summary
Previous Current
20-Sep-2022 21-Sep-2022 Change Change % Previous Week
Open 109-008 108-232 -0-095 -0.3% 110-042
High 109-022 108-315 -0-028 -0.1% 110-152
Low 108-195 108-058 -0-138 -0.4% 108-302
Close 108-230 108-275 0-045 0.1% 109-098
Range 0-148 0-258 0-110 74.6% 1-170
ATR 0-181 0-186 0-005 3.0% 0-000
Volume 869,774 1,252,580 382,806 44.0% 4,971,942
Daily Pivots for day following 21-Sep-2022
Classic Woodie Camarilla DeMark
R4 111-028 110-249 109-097
R3 110-091 109-312 109-026
R2 109-153 109-153 109-002
R1 109-054 109-054 108-299 109-104
PP 108-216 108-216 108-216 108-241
S1 108-117 108-117 108-251 108-166
S2 107-278 107-278 108-228
S3 107-021 107-179 108-204
S4 106-083 106-242 108-133
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
5 109-140 108-058 1-082 1.2% 0-164 0.5% 54% False True 915,850
10 110-285 108-058 2-228 2.5% 0-182 0.5% 25% False True 928,777
20 111-205 108-058 3-148 3.2% 0-177 0.5% 20% False True 1,079,635
40 114-105 108-058 6-048 5.6% 0-191 0.5% 11% False True 578,220
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 0-048
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 112-129
2.618 111-029
1.618 110-092
1.000 109-252
0.618 109-154
HIGH 108-315
0.618 108-217
0.500 108-186
0.382 108-156
LOW 108-058
0.618 107-218
1.000 107-120
1.618 106-281
2.618 106-023
4.250 104-243
Fisher Pivots for day following 21-Sep-2022
Pivot 1 day 3 day
R1 108-245 108-263
PP 108-216 108-252
S1 108-186 108-240

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

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