ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 12-Aug-2022

Day Change Summary
	Previous	Current
	11-Aug-2022	12-Aug-2022	Change	Change %	Previous Week
Open	112-175	112-088	-0-088	-0.2%	112-088
High	112-300	112-180	-0-120	-0.3%	113-050
Low	112-070	112-068	-0-002	0.0%	112-045
Close	112-095	112-092	-0-002	0.0%	112-092
Range	0-230	0-112	-0-118	-51.1%	1-005
ATR	0-235	0-227	-0-009	-3.7%	0-000
Volume	980,312	792,203	-188,109	-19.2%	4,320,944

Daily Pivots for day following 12-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-131	113-064	112-154
R3	113-018	112-272	112-123
R2	112-226	112-226	112-113
R1	112-159	112-159	112-103	112-192
PP	112-113	112-113	112-113	112-130
S1	112-047	112-047	112-082	112-080
S2	112-001	112-001	112-072
S3	111-208	111-254	112-062
S4	111-096	111-142	112-031

Weekly Pivots for week ending 12-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	115-184	114-303	112-271
R3	114-179	113-298	112-182
R2	113-174	113-174	112-152
R1	112-293	112-293	112-122	113-074
PP	112-169	112-169	112-169	112-219
S1	111-288	111-288	112-063	112-069
S2	111-164	111-164	112-033
S3	110-159	110-283	112-003
S4	109-154	109-278	111-234

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-050	112-045	1-005	0.9%	0-191	0.5%	15%	False	False	864,188
10	114-078	112-045	2-032	1.9%	0-233	0.6%	7%	False	False	960,384
20	114-078	111-110	2-288	2.6%	0-224	0.6%	33%	False	False	970,728
40	114-078	109-108	4-290	4.4%	0-235	0.7%	60%	False	False	1,008,268
60	114-078	109-058	5-020	4.5%	0-224	0.6%	61%	False	False	1,059,119
80	114-078	109-058	5-020	4.5%	0-218	0.6%	61%	False	False	796,377

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-052
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	114-018
2.618	113-155
1.618	113-042
1.000	112-292
0.618	112-250
HIGH	112-180
0.618	112-137
0.500	112-124
0.382	112-110
LOW	112-068
0.618	111-318
1.000	111-275
1.618	111-205
2.618	111-093
4.250	110-229

Fisher Pivots for day following 12-Aug-2022
Pivot	1 day	3 day
R1	112-124	112-208
PP	112-113	112-169
S1	112-103	112-131

Download as Excel Spreadsheet

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

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