ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 25-Aug-2022
Day Change Summary
Previous Current
24-Aug-2022 25-Aug-2022 Change Change % Previous Week
Open 111-135 111-055 -0-080 -0.2% 112-112
High 111-188 111-130 -0-058 -0.2% 112-238
Low 111-018 111-032 0-015 0.0% 111-188
Close 111-052 111-115 0-062 0.2% 111-210
Range 0-170 0-098 -0-072 -42.6% 1-050
ATR 0-201 0-194 -0-007 -3.7% 0-000
Volume 2,366,548 2,458,947 92,399 3.9% 3,994,076
Daily Pivots for day following 25-Aug-2022
Classic Woodie Camarilla DeMark
R4 112-065 112-028 111-169
R3 111-288 111-250 111-142
R2 111-190 111-190 111-133
R1 111-152 111-152 111-124 111-171
PP 111-092 111-092 111-092 111-102
S1 111-055 111-055 111-106 111-074
S2 110-315 110-315 111-097
S3 110-218 110-278 111-088
S4 110-120 110-180 111-061
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
5 112-028 111-018 1-010 0.9% 0-154 0.4% 30% False False 1,678,138
10 112-238 111-018 1-220 1.5% 0-157 0.4% 18% False False 1,240,038
20 114-078 111-018 3-060 2.9% 0-198 0.6% 10% False False 1,127,270
40 114-078 111-018 3-060 2.9% 0-220 0.6% 10% False False 1,070,538
60 114-078 109-058 5-020 4.5% 0-223 0.6% 43% False False 1,077,969
80 114-078 109-058 5-020 4.5% 0-215 0.6% 43% False False 941,376
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 112-224
2.618 112-065
1.618 111-288
1.000 111-228
0.618 111-190
HIGH 111-130
0.618 111-093
0.500 111-081
0.382 111-070
LOW 111-032
0.618 110-292
1.000 110-255
1.618 110-195
2.618 110-097
4.250 109-258
Fisher Pivots for day following 25-Aug-2022
Pivot 1 day 3 day
R1 111-104 111-129
PP 111-092 111-124
S1 111-081 111-120

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

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