ECBOT 5 Year T-Note Future September 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	112-112	112-210	0-098	0.3%	112-088
High	112-238	112-228	-0-010	0.0%	113-050
Low	112-068	112-078	0-010	0.0%	112-045
Close	112-180	112-105	-0-075	-0.2%	112-092
Range	0-170	0-150	-0-020	-11.8%	1-005
ATR	0-223	0-217	-0-005	-2.3%	0-000
Volume	592,048	702,166	110,118	18.6%	4,320,944

Daily Pivots for day following 16-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-267	113-176	112-188
R3	113-117	113-026	112-146
R2	112-287	112-287	112-132
R1	112-196	112-196	112-119	112-166
PP	112-137	112-137	112-137	112-122
S1	112-046	112-046	112-091	112-016
S2	111-307	111-307	112-078
S3	111-157	111-216	112-064
S4	111-007	111-066	112-022

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%	0-198	0.5%	18%	False	False	864,752
10	113-120	112-045	1-075	1.1%	0-208	0.6%	15%	False	False	872,386
20	114-078	111-110	2-288	2.6%	0-224	0.6%	34%	False	False	972,580
40	114-078	110-042	4-035	3.7%	0-226	0.6%	53%	False	False	979,107
60	114-078	109-058	5-020	4.5%	0-222	0.6%	62%	False	False	1,076,468
80	114-078	109-058	5-020	4.5%	0-218	0.6%	62%	False	False	812,554

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-045
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-225
2.618	113-300
1.618	113-150
1.000	113-058
0.618	113-000
HIGH	112-228
0.618	112-170
0.500	112-152
0.382	112-135
LOW	112-078
0.618	111-305
1.000	111-248
1.618	111-155
2.618	111-005
4.250	110-080

Fisher Pivots for day following 16-Aug-2022
Pivot	1 day	3 day
R1	112-152	112-152
PP	112-137	112-137
S1	112-121	112-121

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