ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 23-Aug-2022

Day Change Summary
	Previous	Current
	22-Aug-2022	23-Aug-2022	Change	Change %	Previous Week
Open	111-240	111-138	-0-102	-0.3%	112-112
High	111-272	111-240	-0-032	-0.1%	112-238
Low	111-098	111-070	-0-028	-0.1%	111-188
Close	111-108	111-120	0-012	0.0%	111-210
Range	0-175	0-170	-0-005	-2.9%	1-050
ATR	0-206	0-204	-0-003	-1.3%	0-000
Volume	977,550	1,811,061	833,511	85.3%	3,994,076

Daily Pivots for day following 23-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-013	112-237	111-214
R3	112-163	112-067	111-167
R2	111-313	111-313	111-151
R1	111-217	111-217	111-136	111-180
PP	111-143	111-143	111-143	111-125
S1	111-047	111-047	111-104	111-010
S2	110-293	110-293	111-089
S3	110-123	110-197	111-073
S4	109-273	110-027	111-026

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	112-108	111-070	1-038	1.0%	0-174	0.5%	14%	False	True	1,097,694
10	113-050	111-070	1-300	1.7%	0-186	0.5%	8%	False	True	981,223
20	114-078	111-070	3-008	2.7%	0-212	0.6%	5%	False	True	1,009,129
40	114-078	110-258	3-140	3.1%	0-220	0.6%	17%	False	False	985,506
60	114-078	109-058	5-020	4.5%	0-224	0.6%	43%	False	False	1,039,140
80	114-078	109-058	5-020	4.5%	0-216	0.6%	43%	False	False	881,128

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	0-041
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-002
2.618	113-045
1.618	112-195
1.000	112-090
0.618	112-025
HIGH	111-240
0.618	111-175
0.500	111-155
0.382	111-135
LOW	111-070
0.618	110-285
1.000	110-220
1.618	110-115
2.618	109-265
4.250	108-308

Fisher Pivots for day following 23-Aug-2022
Pivot	1 day	3 day
R1	111-155	111-209
PP	111-143	111-179
S1	111-132	111-150

Download as Excel Spreadsheet

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

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