ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 15-Aug-2022

Day Change Summary
	Previous	Current
	12-Aug-2022	15-Aug-2022	Change	Change %	Previous Week
Open	112-088	112-112	0-025	0.1%	112-088
High	112-180	112-238	0-058	0.2%	113-050
Low	112-068	112-068	0-000	0.0%	112-045
Close	112-092	112-180	0-088	0.2%	112-092
Range	0-112	0-170	0-058	51.1%	1-005
ATR	0-227	0-223	-0-004	-1.8%	0-000
Volume	792,203	592,048	-200,155	-25.3%	4,320,944

Daily Pivots for day following 15-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	114-032	113-276	112-274
R3	113-182	113-106	112-227
R2	113-012	113-012	112-211
R1	112-256	112-256	112-196	112-294
PP	112-162	112-162	112-162	112-181
S1	112-086	112-086	112-164	112-124
S2	111-312	111-312	112-149
S3	111-142	111-236	112-133
S4	110-292	111-066	112-086

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%	0-196	0.5%	42%	False	False	859,794
10	114-078	112-045	2-032	1.9%	0-238	0.7%	20%	False	False	930,513
20	114-078	111-110	2-288	2.6%	0-224	0.6%	42%	False	False	968,607
40	114-078	110-028	4-050	3.7%	0-228	0.6%	60%	False	False	984,351
60	114-078	109-058	5-020	4.5%	0-223	0.6%	67%	False	False	1,068,409
80	114-078	109-058	5-020	4.5%	0-218	0.6%	67%	False	False	803,777

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-000
2.618	114-043
1.618	113-193
1.000	113-088
0.618	113-023
HIGH	112-238
0.618	112-173
0.500	112-152
0.382	112-132
LOW	112-068
0.618	111-282
1.000	111-218
1.618	111-112
2.618	110-262
4.250	109-305

Fisher Pivots for day following 15-Aug-2022
Pivot	1 day	3 day
R1	112-171	112-184
PP	112-162	112-182
S1	112-152	112-181

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols