ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 16-Aug-2022

Day Change Summary
	Previous	Current
	15-Aug-2022	16-Aug-2022	Change	Change %	Previous Week
Open	112-148	112-245	0-098	0.3%	112-110
High	112-270	112-258	-0-012	0.0%	113-080
Low	112-098	112-110	0-012	0.0%	112-082
Close	112-212	112-135	-0-078	-0.2%	112-120
Range	0-172	0-148	-0-025	-14.5%	0-318
ATR	0-212	0-207	-0-005	-2.2%	0-000
Volume	30,270	60,625	30,355	100.3%	75,699

Daily Pivots for day following 16-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-290	113-200	112-216
R3	113-142	113-052	112-176
R2	112-315	112-315	112-162
R1	112-225	112-225	112-149	112-196
PP	112-168	112-168	112-168	112-153
S1	112-078	112-078	112-121	112-049
S2	112-020	112-020	112-108
S3	111-192	111-250	112-094
S4	111-045	111-102	112-054

Weekly Pivots for week ending 12-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	115-193	114-314	112-295
R3	114-196	113-317	112-207
R2	113-198	113-198	112-178
R1	112-319	112-319	112-149	113-099
PP	112-201	112-201	112-201	112-251
S1	112-002	112-002	112-091	112-101
S2	111-203	111-203	112-062
S3	110-206	111-004	112-033
S4	109-208	110-007	111-265

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-080	112-082	0-318	0.9%	0-195	0.5%	17%	False	False	31,325
10	113-145	112-082	1-062	1.1%	0-206	0.6%	14%	False	False	18,189

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-244
2.618	114-004
1.618	113-176
1.000	113-085
0.618	113-029
HIGH	112-258
0.618	112-201
0.500	112-184
0.382	112-166
LOW	112-110
0.618	112-019
1.000	111-282
1.618	111-191
2.618	111-044
4.250	110-123

Fisher Pivots for day following 16-Aug-2022
Pivot	1 day	3 day
R1	112-184	112-180
PP	112-168	112-165
S1	112-151	112-150

Download as Excel Spreadsheet

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

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