ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 29-Aug-2022

Day Change Summary
	Previous	Current
	26-Aug-2022	29-Aug-2022	Change	Change %	Previous Week
Open	111-125	111-000	-0-125	-0.4%	111-240
High	111-150	111-035	-0-115	-0.3%	111-272
Low	111-010	110-220	-0-110	-0.3%	111-010
Close	111-062	110-272	-0-110	-0.3%	111-062
Range	0-140	0-135	-0-005	-3.6%	0-262
ATR	0-190	0-188	-0-002	-1.0%	0-000
Volume	1,913,132	1,098,903	-814,229	-42.6%	9,527,238

Daily Pivots for day following 29-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	112-048	111-295	111-027
R3	111-232	111-160	110-310
R2	111-098	111-098	110-297
R1	111-025	111-025	110-285	110-314
PP	110-282	110-282	110-282	110-267
S1	110-210	110-210	110-260	110-179
S2	110-148	110-148	110-248
S3	110-012	110-075	110-235
S4	109-198	109-260	110-198

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	111-240	110-220	1-020	1.0%	0-142	0.4%	15%	False	True	1,929,718
10	112-228	110-220	2-008	1.8%	0-156	0.4%	8%	False	True	1,402,816
20	114-078	110-220	3-178	3.2%	0-197	0.6%	5%	False	True	1,166,664
40	114-078	110-220	3-178	3.2%	0-210	0.6%	5%	False	True	1,082,088
60	114-078	109-058	5-020	4.6%	0-223	0.6%	33%	False	False	1,092,780
80	114-078	109-058	5-020	4.6%	0-213	0.6%	33%	False	False	978,936

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	0-032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112-289
2.618	112-068
1.618	111-253
1.000	111-170
0.618	111-118
HIGH	111-035
0.618	110-303
0.500	110-288
0.382	110-272
LOW	110-220
0.618	110-137
1.000	110-085
1.618	110-002
2.618	109-187
4.250	108-286

Fisher Pivots for day following 29-Aug-2022
Pivot	1 day	3 day
R1	110-288	111-025
PP	110-282	111-001
S1	110-278	110-297

Download as Excel Spreadsheet

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

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