ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 24-Aug-2022

Day Change Summary
	Previous	Current
	23-Aug-2022	24-Aug-2022	Change	Change %	Previous Week
Open	111-138	111-135	-0-002	0.0%	112-112
High	111-240	111-188	-0-052	-0.1%	112-238
Low	111-070	111-018	-0-052	-0.1%	111-188
Close	111-120	111-052	-0-068	-0.2%	111-210
Range	0-170	0-170	0-000	0.0%	1-050
ATR	0-204	0-201	-0-002	-1.2%	0-000
Volume	1,811,061	2,366,548	555,487	30.7%	3,994,076

Daily Pivots for day following 24-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	112-276	112-174	111-146
R3	112-106	112-004	111-099
R2	111-256	111-256	111-084
R1	111-154	111-154	111-068	111-120
PP	111-086	111-086	111-086	111-069
S1	110-304	110-304	111-037	110-270
S2	110-236	110-236	111-021
S3	110-066	110-134	111-006
S4	109-216	109-284	110-279

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	112-090	111-018	1-072	1.1%	0-169	0.5%	9%	False	True	1,366,923
10	112-300	111-018	1-282	1.7%	0-170	0.5%	6%	False	True	1,092,175
20	114-078	111-018	3-060	2.9%	0-210	0.6%	3%	False	True	1,077,560
40	114-078	111-018	3-060	2.9%	0-221	0.6%	3%	False	True	1,026,937
60	114-078	109-058	5-020	4.6%	0-225	0.6%	39%	False	False	1,064,777
80	114-078	109-058	5-020	4.6%	0-216	0.6%	39%	False	False	910,704

Crabel Price Patterns
NR	False
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

Fibonacci Retracements and Extensions
4.250	113-270
2.618	112-313
1.618	112-143
1.000	112-038
0.618	111-293
HIGH	111-188
0.618	111-123
0.500	111-102
0.382	111-082
LOW	111-018
0.618	110-232
1.000	110-168
1.618	110-062
2.618	109-212
4.250	108-255

Fisher Pivots for day following 24-Aug-2022
Pivot	1 day	3 day
R1	111-102	111-145
PP	111-086	111-114
S1	111-069	111-083

Download as Excel Spreadsheet

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

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