ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 19-Aug-2022

Day Change Summary
	Previous	Current
	18-Aug-2022	19-Aug-2022	Change	Change %	Previous Week
Open	111-290	112-018	0-048	0.1%	112-112
High	112-090	112-028	-0-062	-0.2%	112-238
Low	111-240	111-188	-0-052	-0.1%	111-188
Close	112-005	111-210	-0-115	-0.3%	111-210
Range	0-170	0-160	-0-010	-5.9%	1-050
ATR	0-213	0-209	-0-004	-1.8%	0-000
Volume	902,873	776,587	-126,286	-14.0%	3,994,076

Daily Pivots for day following 19-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-088	112-309	111-298
R3	112-248	112-149	111-254
R2	112-088	112-088	111-239
R1	111-309	111-309	111-225	111-279
PP	111-248	111-248	111-248	111-233
S1	111-149	111-149	111-195	111-119
S2	111-088	111-088	111-181
S3	110-248	110-309	111-166
S4	110-088	110-149	111-122

Weekly Pivots for week ending 19-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	115-148	114-229	112-094
R3	114-098	113-179	111-312
R2	113-048	113-048	111-278
R1	112-129	112-129	111-244	112-064
PP	111-318	111-318	111-318	111-286
S1	111-079	111-079	111-176	111-014
S2	110-268	110-268	111-142
S3	109-218	110-029	111-108
S4	108-168	108-299	111-006

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-238	111-188	1-050	1.0%	0-169	0.5%	6%	False	True	798,815
10	113-050	111-188	1-182	1.4%	0-180	0.5%	4%	False	True	831,502
20	114-078	111-188	2-210	2.4%	0-208	0.6%	3%	False	True	951,422
40	114-078	110-258	3-140	3.1%	0-221	0.6%	25%	False	False	962,474
60	114-078	109-058	5-020	4.5%	0-222	0.6%	49%	False	False	1,067,418
80	114-078	109-058	5-020	4.5%	0-216	0.6%	49%	False	False	846,291

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-035
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114-068
2.618	113-126
1.618	112-286
1.000	112-188
0.618	112-126
HIGH	112-028
0.618	111-286
0.500	111-268
0.382	111-249
LOW	111-188
0.618	111-089
1.000	111-028
1.618	110-249
2.618	110-089
4.250	109-148

Fisher Pivots for day following 19-Aug-2022
Pivot	1 day	3 day
R1	111-268	111-308
PP	111-248	111-275
S1	111-229	111-242

Download as Excel Spreadsheet

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

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