ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 22-Aug-2022

Day Change Summary
	Previous	Current
	19-Aug-2022	22-Aug-2022	Change	Change %	Previous Week
Open	112-018	111-240	-0-098	-0.3%	112-112
High	112-028	111-272	-0-075	-0.2%	112-238
Low	111-188	111-098	-0-090	-0.3%	111-188
Close	111-210	111-108	-0-102	-0.3%	111-210
Range	0-160	0-175	0-015	9.4%	1-050
ATR	0-209	0-206	-0-002	-1.2%	0-000
Volume	776,587	977,550	200,963	25.9%	3,994,076

Daily Pivots for day following 22-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-044	112-251	111-204
R3	112-189	112-076	111-156
R2	112-014	112-014	111-140
R1	111-221	111-221	111-124	111-190
PP	111-159	111-159	111-159	111-144
S1	111-046	111-046	111-091	111-015
S2	110-304	110-304	111-075
S3	110-129	110-191	111-059
S4	109-274	110-016	111-011

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	112-228	111-098	1-130	1.3%	0-170	0.5%	2%	False	True	875,915
10	113-050	111-098	1-272	1.7%	0-183	0.5%	2%	False	True	867,855
20	114-078	111-098	2-300	2.6%	0-212	0.6%	1%	False	True	960,493
40	114-078	110-258	3-140	3.1%	0-221	0.6%	15%	False	False	962,723
60	114-078	109-058	5-020	4.5%	0-223	0.6%	43%	False	False	1,033,443
80	114-078	109-058	5-020	4.5%	0-216	0.6%	43%	False	False	858,492

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	0-036
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114-056
2.618	113-091
1.618	112-236
1.000	112-128
0.618	112-061
HIGH	111-272
0.618	111-206
0.500	111-185
0.382	111-164
LOW	111-098
0.618	110-309
1.000	110-242
1.618	110-134
2.618	109-279
4.250	108-314

Fisher Pivots for day following 22-Aug-2022
Pivot	1 day	3 day
R1	111-185	111-254
PP	111-159	111-205
S1	111-133	111-156

Download as Excel Spreadsheet

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

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