ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 31-Aug-2022

Day Change Summary
	Previous	Current
	30-Aug-2022	31-Aug-2022	Change	Change %	Previous Week
Open	110-282	110-262	-0-020	-0.1%	111-240
High	111-040	110-298	-0-062	-0.2%	111-272
Low	110-202	110-160	-0-042	-0.1%	111-010
Close	110-252	110-250	-0-002	0.0%	111-062
Range	0-158	0-138	-0-020	-12.7%	0-262
ATR	0-186	0-182	-0-003	-1.9%	0-000
Volume	462,130	112,318	-349,812	-75.7%	9,527,238

Daily Pivots for day following 31-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	112-008	111-267	111-006
R3	111-191	111-129	110-288
R2	111-053	111-053	110-275
R1	110-312	110-312	110-263	110-274
PP	110-236	110-236	110-236	110-217
S1	110-174	110-174	110-237	110-136
S2	110-098	110-098	110-225
S3	109-281	110-037	110-212
S4	109-143	109-219	110-174

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	111-150	110-160	0-310	0.9%	0-134	0.4%	29%	False	True	1,209,086
10	112-090	110-160	1-250	1.6%	0-151	0.4%	16%	False	True	1,288,004
20	113-120	110-160	2-280	2.6%	0-176	0.5%	10%	False	True	1,071,010
40	114-078	110-160	3-238	3.4%	0-200	0.6%	8%	False	True	1,039,060
60	114-078	109-058	5-020	4.6%	0-223	0.6%	32%	False	False	1,076,567
80	114-078	109-058	5-020	4.6%	0-211	0.6%	32%	False	False	985,973
100	114-078	109-058	5-020	4.6%	0-209	0.6%	32%	False	False	789,055

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	0-041
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112-242
2.618	112-017
1.618	111-200
1.000	111-115
0.618	111-062
HIGH	110-298
0.618	110-245
0.500	110-229
0.382	110-213
LOW	110-160
0.618	110-075
1.000	110-022
1.618	109-258
2.618	109-120
4.250	108-216

Fisher Pivots for day following 31-Aug-2022
Pivot	1 day	3 day
R1	110-243	110-260
PP	110-236	110-257
S1	110-229	110-253

Download as Excel Spreadsheet

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

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