ECBOT 5 Year T-Note Future December 2022
Trading Metrics calculated at close of trading on 26-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2022 |
26-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
107-268 |
107-200 |
-0-068 |
-0.2% |
109-085 |
High |
107-312 |
107-200 |
-0-112 |
-0.3% |
109-102 |
Low |
107-052 |
106-205 |
-0-168 |
-0.5% |
107-052 |
Close |
107-185 |
106-268 |
-0-238 |
-0.7% |
107-185 |
Range |
0-260 |
0-315 |
0-055 |
21.2% |
2-050 |
ATR |
0-202 |
0-210 |
0-008 |
4.0% |
0-000 |
Volume |
1,348,205 |
1,441,610 |
93,405 |
6.9% |
5,631,032 |
|
Daily Pivots for day following 26-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-316 |
109-127 |
107-121 |
|
R3 |
109-001 |
108-132 |
107-034 |
|
R2 |
108-006 |
108-006 |
107-005 |
|
R1 |
107-137 |
107-137 |
106-296 |
107-074 |
PP |
107-011 |
107-011 |
107-011 |
106-299 |
S1 |
106-142 |
106-142 |
106-239 |
106-079 |
S2 |
106-016 |
106-016 |
106-210 |
|
S3 |
105-021 |
105-147 |
106-181 |
|
S4 |
104-026 |
104-152 |
106-094 |
|
|
Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-157 |
113-061 |
108-244 |
|
R3 |
112-107 |
111-011 |
108-055 |
|
R2 |
110-057 |
110-057 |
107-312 |
|
R1 |
108-281 |
108-281 |
107-248 |
108-144 |
PP |
108-007 |
108-007 |
108-007 |
107-258 |
S1 |
106-231 |
106-231 |
107-122 |
106-094 |
S2 |
105-277 |
105-277 |
107-058 |
|
S3 |
103-227 |
104-181 |
106-315 |
|
S4 |
101-177 |
102-131 |
106-126 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-259 |
2.618 |
110-065 |
1.618 |
109-070 |
1.000 |
108-195 |
0.618 |
108-075 |
HIGH |
107-200 |
0.618 |
107-080 |
0.500 |
107-042 |
0.382 |
107-005 |
LOW |
106-205 |
0.618 |
106-010 |
1.000 |
105-210 |
1.618 |
105-015 |
2.618 |
104-020 |
4.250 |
102-146 |
|
|
Fisher Pivots for day following 26-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
107-042 |
107-198 |
PP |
107-011 |
107-114 |
S1 |
106-299 |
107-031 |
|