ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 02-Sep-2022

Day Change Summary
	Previous	Current
	01-Sep-2022	02-Sep-2022	Change	Change %	Previous Week
Open	110-162	110-118	-0-045	-0.1%	111-000
High	110-210	110-318	0-108	0.3%	111-040
Low	110-050	110-102	0-052	0.1%	110-050
Close	110-102	110-275	0-172	0.5%	110-275
Range	0-160	0-215	0-055	34.4%	0-310
ATR	0-184	0-186	0-002	1.2%	0-000
Volume	35,200	27,367	-7,833	-22.3%	1,735,918

Daily Pivots for day following 02-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	112-237	112-151	111-073
R3	112-022	111-256	111-014
R2	111-127	111-127	110-314
R1	111-041	111-041	110-295	111-084
PP	110-232	110-232	110-232	110-253
S1	110-146	110-146	110-255	110-189
S2	110-017	110-017	110-236
S3	109-122	109-251	110-216
S4	108-227	109-036	110-157

Weekly Pivots for week ending 02-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-198	113-067	111-126
R3	112-208	112-077	111-040
R2	111-218	111-218	111-012
R1	111-087	111-087	110-303	110-318
PP	110-228	110-228	110-228	110-184
S1	110-097	110-097	110-247	110-008
S2	109-238	109-238	110-218
S3	108-248	109-107	110-190
S4	107-258	108-117	110-104

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-040	110-050	0-310	0.9%	0-161	0.5%	73%	False	False	347,183
10	111-272	110-050	1-222	1.5%	0-156	0.4%	41%	False	False	1,126,315
20	113-050	110-050	3-000	2.7%	0-168	0.5%	23%	False	False	978,908
40	114-078	110-050	4-028	3.7%	0-198	0.6%	17%	False	False	995,338
60	114-078	109-058	5-020	4.6%	0-225	0.6%	33%	False	False	1,052,287
80	114-078	109-058	5-020	4.6%	0-210	0.6%	33%	False	False	986,454
100	114-078	109-058	5-020	4.6%	0-211	0.6%	33%	False	False	789,680

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-041
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	113-271
2.618	112-240
1.618	112-025
1.000	111-212
0.618	111-130
HIGH	110-318
0.618	110-235
0.500	110-210
0.382	110-185
LOW	110-102
0.618	109-290
1.000	109-208
1.618	109-075
2.618	108-180
4.250	107-149

Fisher Pivots for day following 02-Sep-2022
Pivot	1 day	3 day
R1	110-253	110-245
PP	110-232	110-214
S1	110-210	110-184

Download as Excel Spreadsheet

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

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