ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 17-Aug-2022

Day Change Summary
	Previous	Current
	16-Aug-2022	17-Aug-2022	Change	Change %	Previous Week
Open	112-210	112-095	-0-115	-0.3%	112-088
High	112-228	112-108	-0-120	-0.3%	113-050
Low	112-078	111-232	-0-165	-0.5%	112-045
Close	112-105	111-295	-0-130	-0.4%	112-092
Range	0-150	0-195	0-045	30.0%	1-005
ATR	0-217	0-216	-0-002	-0.7%	0-000
Volume	702,166	1,020,402	318,236	45.3%	4,320,944

Daily Pivots for day following 17-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-263	113-154	112-082
R3	113-068	112-279	112-029
R2	112-193	112-193	112-011
R1	112-084	112-084	111-313	112-041
PP	111-318	111-318	111-318	111-297
S1	111-209	111-209	111-277	111-166
S2	111-123	111-123	111-259
S3	110-248	111-014	111-241
S4	110-053	110-139	111-188

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	112-300	111-232	1-068	1.1%	0-172	0.5%	16%	False	True	817,426
10	113-120	111-232	1-208	1.5%	0-200	0.6%	12%	False	True	854,015
20	114-078	111-110	2-288	2.6%	0-226	0.6%	20%	False	False	988,267
40	114-078	110-112	3-285	3.5%	0-228	0.6%	40%	False	False	984,161
60	114-078	109-058	5-020	4.5%	0-223	0.6%	54%	False	False	1,088,373
80	114-078	109-058	5-020	4.5%	0-218	0.6%	54%	False	False	825,306

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-038
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	114-296
2.618	113-298
1.618	113-103
1.000	112-302
0.618	112-228
HIGH	112-108
0.618	112-033
0.500	112-010
0.382	111-307
LOW	111-232
0.618	111-112
1.000	111-038
1.618	110-237
2.618	110-042
4.250	109-044

Fisher Pivots for day following 17-Aug-2022
Pivot	1 day	3 day
R1	112-010	112-075
PP	111-318	112-042
S1	111-307	112-008

Download as Excel Spreadsheet

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

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