ECBOT 5 Year T-Note Future December 2022
| Trading Metrics calculated at close of trading on 28-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2022 |
28-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
106-212 |
106-248 |
0-035 |
0.1% |
109-085 |
| High |
107-115 |
108-032 |
0-238 |
0.7% |
109-102 |
| Low |
106-175 |
106-172 |
-0-002 |
0.0% |
107-052 |
| Close |
106-218 |
108-020 |
1-122 |
1.3% |
107-185 |
| Range |
0-260 |
1-180 |
0-240 |
92.3% |
2-050 |
| ATR |
0-214 |
0-234 |
0-020 |
9.6% |
0-000 |
| Volume |
1,629,095 |
2,023,140 |
394,045 |
24.2% |
5,631,032 |
|
| Daily Pivots for day following 28-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-082 |
111-231 |
108-295 |
|
| R3 |
110-222 |
110-051 |
108-158 |
|
| R2 |
109-042 |
109-042 |
108-112 |
|
| R1 |
108-191 |
108-191 |
108-066 |
108-276 |
| PP |
107-182 |
107-182 |
107-182 |
107-224 |
| S1 |
107-011 |
107-011 |
107-294 |
107-096 |
| S2 |
106-002 |
106-002 |
107-248 |
|
| S3 |
104-142 |
105-151 |
107-202 |
|
| S4 |
102-282 |
103-291 |
107-065 |
|
|
| 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 |
114-238 |
|
2.618 |
112-062 |
|
1.618 |
110-202 |
|
1.000 |
109-212 |
|
0.618 |
109-022 |
|
HIGH |
108-032 |
|
0.618 |
107-162 |
|
0.500 |
107-102 |
|
0.382 |
107-044 |
|
LOW |
106-172 |
|
0.618 |
105-184 |
|
1.000 |
104-312 |
|
1.618 |
104-004 |
|
2.618 |
102-144 |
|
4.250 |
99-288 |
|
|
| Fisher Pivots for day following 28-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
107-261 |
107-261 |
| PP |
107-182 |
107-182 |
| S1 |
107-102 |
107-102 |
|