ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 06-Sep-2022

Day Change Summary
	Previous	Current
	02-Sep-2022	06-Sep-2022	Change	Change %	Previous Week
Open	110-118	110-292	0-175	0.5%	111-000
High	110-318	110-318	0-000	0.0%	111-040
Low	110-102	110-048	-0-055	-0.2%	110-050
Close	110-275	110-072	-0-202	-0.6%	110-275
Range	0-215	0-270	0-055	25.6%	0-310
ATR	0-186	0-192	0-006	3.2%	0-000
Volume	27,367	13,999	-13,368	-48.8%	1,735,918

Daily Pivots for day following 06-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	112-316	112-144	110-221
R3	112-046	111-194	110-147
R2	111-096	111-096	110-122
R1	110-244	110-244	110-097	110-195
PP	110-146	110-146	110-146	110-121
S1	109-294	109-294	110-048	109-245
S2	109-196	109-196	110-023
S3	108-246	109-024	109-318
S4	107-296	108-074	109-244

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	110-048	0-312	0.9%	0-188	0.5%	8%	False	True	130,202
10	111-240	110-048	1-192	1.5%	0-165	0.5%	5%	False	True	1,029,960
20	113-050	110-048	3-002	2.7%	0-174	0.5%	3%	False	True	948,907
40	114-078	110-048	4-030	3.7%	0-200	0.6%	2%	False	True	977,989
60	114-078	109-058	5-020	4.6%	0-228	0.6%	21%	False	False	1,037,254
80	114-078	109-058	5-020	4.6%	0-210	0.6%	21%	False	False	986,481
100	114-078	109-058	5-020	4.6%	0-211	0.6%	21%	False	False	789,820

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	0-040
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	114-185
2.618	113-064
1.618	112-114
1.000	111-268
0.618	111-164
HIGH	110-318
0.618	110-214
0.500	110-182
0.382	110-151
LOW	110-048
0.618	109-201
1.000	109-098
1.618	108-251
2.618	107-301
4.250	106-180

Fisher Pivots for day following 06-Sep-2022
Pivot	1 day	3 day
R1	110-182	110-182
PP	110-146	110-146
S1	110-109	110-109

Download as Excel Spreadsheet

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

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