ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 30-Aug-2022

Day Change Summary
	Previous	Current
	29-Aug-2022	30-Aug-2022	Change	Change %	Previous Week
Open	111-000	110-282	-0-038	-0.1%	111-240
High	111-035	111-040	0-005	0.0%	111-272
Low	110-220	110-202	-0-018	0.0%	111-010
Close	110-272	110-252	-0-020	-0.1%	111-062
Range	0-135	0-158	0-022	16.7%	0-262
ATR	0-188	0-186	-0-002	-1.2%	0-000
Volume	1,098,903	462,130	-636,773	-57.9%	9,527,238

Daily Pivots for day following 30-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	112-104	112-016	111-019
R3	111-267	111-178	110-296
R2	111-109	111-109	110-281
R1	111-021	111-021	110-267	110-306
PP	110-272	110-272	110-272	110-254
S1	110-183	110-183	110-238	110-149
S2	110-114	110-114	110-224
S3	109-277	110-026	110-209
S4	109-119	109-188	110-166

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	111-188	110-202	0-305	0.9%	0-140	0.4%	16%	False	True	1,659,932
10	112-108	110-202	1-225	1.5%	0-157	0.4%	9%	False	True	1,378,813
20	113-120	110-202	2-238	2.5%	0-182	0.5%	6%	False	True	1,125,599
40	114-078	110-202	3-195	3.3%	0-206	0.6%	4%	False	True	1,063,314
60	114-078	109-058	5-020	4.6%	0-224	0.6%	32%	False	False	1,086,807
80	114-078	109-058	5-020	4.6%	0-212	0.6%	32%	False	False	984,656
100	114-078	109-058	5-020	4.6%	0-208	0.6%	32%	False	False	787,937

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	113-069
2.618	112-132
1.618	111-295
1.000	111-198
0.618	111-137
HIGH	111-040
0.618	110-300
0.500	110-281
0.382	110-263
LOW	110-202
0.618	110-105
1.000	110-045
1.618	109-268
2.618	109-110
4.250	108-173

Fisher Pivots for day following 30-Aug-2022
Pivot	1 day	3 day
R1	110-281	111-016
PP	110-272	110-308
S1	110-262	110-280

Download as Excel Spreadsheet

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

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