ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 18-Aug-2022

Day Change Summary
	Previous	Current
	17-Aug-2022	18-Aug-2022	Change	Change %	Previous Week
Open	112-095	111-290	-0-125	-0.3%	112-088
High	112-108	112-090	-0-018	0.0%	113-050
Low	111-232	111-240	0-008	0.0%	112-045
Close	111-295	112-005	0-030	0.1%	112-092
Range	0-195	0-170	-0-025	-12.8%	1-005
ATR	0-216	0-213	-0-003	-1.5%	0-000
Volume	1,020,402	902,873	-117,529	-11.5%	4,320,944

Daily Pivots for day following 18-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-195	113-110	112-098
R3	113-025	112-260	112-052
R2	112-175	112-175	112-036
R1	112-090	112-090	112-021	112-132
PP	112-005	112-005	112-005	112-026
S1	111-240	111-240	111-309	111-282
S2	111-155	111-155	111-294
S3	110-305	111-070	111-278
S4	110-135	110-220	111-232

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	112-238	111-232	1-005	0.9%	0-160	0.4%	28%	False	False	801,938
10	113-090	111-232	1-178	1.4%	0-198	0.6%	19%	False	False	857,654
20	114-078	111-232	2-165	2.2%	0-216	0.6%	11%	False	False	973,510
40	114-078	110-258	3-140	3.1%	0-225	0.6%	35%	False	False	980,761
60	114-078	109-058	5-020	4.5%	0-224	0.6%	56%	False	False	1,090,297
80	114-078	109-058	5-020	4.5%	0-218	0.6%	56%	False	False	836,591

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-037
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-172
2.618	113-215
1.618	113-045
1.000	112-260
0.618	112-195
HIGH	112-090
0.618	112-025
0.500	112-005
0.382	111-305
LOW	111-240
0.618	111-135
1.000	111-070
1.618	110-285
2.618	110-115
4.250	109-158

Fisher Pivots for day following 18-Aug-2022
Pivot	1 day	3 day
R1	112-005	112-070
PP	112-005	112-048
S1	112-005	112-027

Download as Excel Spreadsheet

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

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