ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 10-Aug-2022
Day Change Summary
Previous Current
09-Aug-2022 10-Aug-2022 Change Change % Previous Week
Open 112-188 112-095 -0-092 -0.3% 113-245
High 112-208 113-050 0-162 0.5% 114-078
Low 112-062 112-045 -0-018 0.0% 112-065
Close 112-072 112-178 0-105 0.3% 112-092
Range 0-145 1-005 0-180 124.1% 2-012
ATR 0-229 0-236 0-007 3.0% 0-000
Volume 677,380 1,257,031 579,651 85.6% 5,282,901
Daily Pivots for day following 10-Aug-2022
Classic Woodie Camarilla DeMark
R4 115-212 115-040 113-036
R3 114-208 114-035 112-267
R2 113-202 113-202 112-237
R1 113-030 113-030 112-207 113-116
PP 112-198 112-198 112-198 112-241
S1 112-025 112-025 112-148 112-111
S2 111-192 111-192 112-118
S3 110-188 111-020 112-088
S4 109-182 110-015 111-319
Weekly Pivots for week ending 05-Aug-2022
Classic Woodie Camarilla DeMark
R4 119-009 117-223 113-131
R3 116-317 115-211 112-272
R2 114-304 114-304 112-212
R1 113-198 113-198 112-152 113-085
PP 112-292 112-292 112-292 112-235
S1 111-186 111-186 112-033 111-072
S2 110-279 110-279 111-293
S3 108-267 109-173 111-233
S4 106-254 107-161 111-054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-120 112-045 1-075 1.1% 0-229 0.6% 34% False True 890,605
10 114-078 112-045 2-032 1.9% 0-251 0.7% 20% False True 1,062,945
20 114-078 111-110 2-288 2.6% 0-226 0.6% 42% False False 983,621
40 114-078 109-058 5-020 4.5% 0-246 0.7% 67% False False 1,039,206
60 114-078 109-058 5-020 4.5% 0-225 0.6% 67% False False 1,030,861
80 114-078 109-058 5-020 4.5% 0-218 0.6% 67% False False 774,221
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-052
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-151
2.618 115-261
1.618 114-256
1.000 114-055
0.618 113-251
HIGH 113-050
0.618 112-246
0.500 112-208
0.382 112-169
LOW 112-045
0.618 111-164
1.000 111-040
1.618 110-159
2.618 109-154
4.250 107-264
Fisher Pivots for day following 10-Aug-2022
Pivot 1 day 3 day
R1 112-208 112-208
PP 112-198 112-198
S1 112-188 112-188

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

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