ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 01-Sep-2022

Day Change Summary
	Previous	Current
	31-Aug-2022	01-Sep-2022	Change	Change %	Previous Week
Open	110-262	110-162	-0-100	-0.3%	111-240
High	110-298	110-210	-0-088	-0.2%	111-272
Low	110-160	110-050	-0-110	-0.3%	111-010
Close	110-250	110-102	-0-148	-0.4%	111-062
Range	0-138	0-160	0-022	16.4%	0-262
ATR	0-182	0-184	0-001	0.7%	0-000
Volume	112,318	35,200	-77,118	-68.7%	9,527,238

Daily Pivots for day following 01-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	111-281	111-192	110-190
R3	111-121	111-032	110-146
R2	110-281	110-281	110-132
R1	110-192	110-192	110-117	110-156
PP	110-121	110-121	110-121	110-103
S1	110-032	110-032	110-088	109-316
S2	109-281	109-281	110-073
S3	109-121	109-192	110-058
S4	108-281	109-032	110-014

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	110-050	1-100	1.2%	0-146	0.4%	13%	False	True	724,336
10	112-028	110-050	1-298	1.7%	0-150	0.4%	9%	False	True	1,201,237
20	113-090	110-050	3-040	2.8%	0-174	0.5%	5%	False	True	1,029,445
40	114-078	110-050	4-028	3.7%	0-199	0.6%	4%	False	True	1,017,831
60	114-078	109-058	5-020	4.6%	0-223	0.6%	23%	False	False	1,063,984
80	114-078	109-058	5-020	4.6%	0-210	0.6%	23%	False	False	986,245
100	114-078	109-058	5-020	4.6%	0-210	0.6%	23%	False	False	789,407

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	112-250
2.618	111-309
1.618	111-149
1.000	111-050
0.618	110-309
HIGH	110-210
0.618	110-149
0.500	110-130
0.382	110-111
LOW	110-050
0.618	109-271
1.000	109-210
1.618	109-111
2.618	108-271
4.250	108-010

Fisher Pivots for day following 01-Sep-2022
Pivot	1 day	3 day
R1	110-130	110-205
PP	110-121	110-171
S1	110-112	110-137

Download as Excel Spreadsheet

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

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