ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 07-Sep-2022
Day Change Summary
Previous Current
06-Sep-2022 07-Sep-2022 Change Change % Previous Week
Open 110-292 110-052 -0-240 -0.7% 111-000
High 110-318 110-195 -0-122 -0.3% 111-040
Low 110-048 110-038 -0-010 0.0% 110-050
Close 110-072 110-188 0-115 0.3% 110-275
Range 0-270 0-158 -0-112 -41.7% 0-310
ATR 0-192 0-189 -0-002 -1.3% 0-000
Volume 13,999 7,696 -6,303 -45.0% 1,735,918
Daily Pivots for day following 07-Sep-2022
Classic Woodie Camarilla DeMark
R4 111-292 111-238 110-274
R3 111-135 111-080 110-231
R2 110-298 110-298 110-216
R1 110-242 110-242 110-202 110-270
PP 110-140 110-140 110-140 110-154
S1 110-085 110-085 110-173 110-112
S2 109-302 109-302 110-159
S3 109-145 109-248 110-144
S4 108-308 109-090 110-101
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
5 110-318 110-038 0-280 0.8% 0-188 0.5% 54% False True 39,316
10 111-188 110-038 1-150 1.3% 0-164 0.5% 32% False True 849,624
20 113-050 110-038 3-012 2.7% 0-175 0.5% 15% False True 915,423
40 114-078 110-038 4-040 3.7% 0-200 0.6% 11% False True 955,725
60 114-078 109-058 5-020 4.6% 0-225 0.6% 28% False False 1,009,963
80 114-078 109-058 5-020 4.6% 0-210 0.6% 28% False False 986,367
100 114-078 109-058 5-020 4.6% 0-209 0.6% 28% False False 789,892
Crabel Price Patterns
NR True
NR4 True
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 0-035
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 112-224
2.618 111-287
1.618 111-130
1.000 111-032
0.618 110-292
HIGH 110-195
0.618 110-135
0.500 110-116
0.382 110-098
LOW 110-038
0.618 109-260
1.000 109-200
1.618 109-103
2.618 108-265
4.250 108-008
Fisher Pivots for day following 07-Sep-2022
Pivot 1 day 3 day
R1 110-164 110-184
PP 110-140 110-181
S1 110-116 110-178

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

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