ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 26-Aug-2022

Day Change Summary
	Previous	Current
	25-Aug-2022	26-Aug-2022	Change	Change %	Previous Week
Open	111-055	111-125	0-070	0.2%	111-240
High	111-130	111-150	0-020	0.1%	111-272
Low	111-032	111-010	-0-022	-0.1%	111-010
Close	111-115	111-062	-0-052	-0.1%	111-062
Range	0-098	0-140	0-042	43.6%	0-262
ATR	0-194	0-190	-0-004	-2.0%	0-000
Volume	2,458,947	1,913,132	-545,815	-22.2%	9,527,238

Daily Pivots for day following 26-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	112-174	112-098	111-140
R3	112-034	111-278	111-101
R2	111-214	111-214	111-088
R1	111-138	111-138	111-075	111-106
PP	111-074	111-074	111-074	111-058
S1	110-318	110-318	111-050	110-286
S2	110-254	110-254	111-037
S3	110-114	110-178	111-024
S4	109-294	110-038	110-306

Weekly Pivots for week ending 26-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-262	113-105	111-207
R3	113-000	112-162	111-135
R2	112-058	112-058	111-111
R1	111-220	111-220	111-087	111-168
PP	111-115	111-115	111-115	111-089
S1	110-278	110-278	111-038	110-225
S2	110-172	110-172	111-014
S3	109-230	110-015	110-310
S4	108-288	109-072	110-238

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-272	111-010	0-262	0.7%	0-150	0.4%	20%	False	True	1,905,447
10	112-238	111-010	1-228	1.5%	0-160	0.4%	10%	False	True	1,352,131
20	114-078	111-010	3-068	2.9%	0-196	0.6%	5%	False	True	1,156,257
40	114-078	111-010	3-068	2.9%	0-217	0.6%	5%	False	True	1,088,333
60	114-078	109-058	5-020	4.6%	0-222	0.6%	40%	False	False	1,089,431
80	114-078	109-058	5-020	4.6%	0-215	0.6%	40%	False	False	965,266

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-105
2.618	112-197
1.618	112-057
1.000	111-290
0.618	111-237
HIGH	111-150
0.618	111-097
0.500	111-080
0.382	111-063
LOW	111-010
0.618	110-243
1.000	110-190
1.618	110-103
2.618	109-283
4.250	109-055

Fisher Pivots for day following 26-Aug-2022
Pivot	1 day	3 day
R1	111-080	111-099
PP	111-074	111-087
S1	111-068	111-075

Download as Excel Spreadsheet

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

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