ECBOT 5 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 12-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2022 |
12-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
110-145 |
110-080 |
-0-065 |
-0.2% |
110-292 |
| High |
110-208 |
110-155 |
-0-052 |
-0.1% |
110-318 |
| Low |
110-055 |
110-038 |
-0-018 |
0.0% |
110-038 |
| Close |
110-060 |
110-058 |
-0-002 |
0.0% |
110-060 |
| Range |
0-152 |
0-118 |
-0-035 |
-23.0% |
0-280 |
| ATR |
0-188 |
0-183 |
-0-005 |
-2.7% |
0-000 |
| Volume |
3,269 |
3,076 |
-193 |
-5.9% |
30,079 |
|
| Daily Pivots for day following 12-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-116 |
111-044 |
110-122 |
|
| R3 |
110-318 |
110-247 |
110-090 |
|
| R2 |
110-201 |
110-201 |
110-079 |
|
| R1 |
110-129 |
110-129 |
110-068 |
110-106 |
| PP |
110-083 |
110-083 |
110-083 |
110-072 |
| S1 |
110-012 |
110-012 |
110-047 |
109-309 |
| S2 |
109-286 |
109-286 |
110-036 |
|
| S3 |
109-168 |
109-214 |
110-025 |
|
| S4 |
109-051 |
109-097 |
109-313 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-018 |
112-159 |
110-214 |
|
| R3 |
112-058 |
111-199 |
110-137 |
|
| R2 |
111-098 |
111-098 |
110-111 |
|
| R1 |
110-239 |
110-239 |
110-086 |
110-189 |
| PP |
110-138 |
110-138 |
110-138 |
110-113 |
| S1 |
109-279 |
109-279 |
110-034 |
109-229 |
| S2 |
109-178 |
109-178 |
110-009 |
|
| S3 |
108-218 |
108-319 |
109-303 |
|
| S4 |
107-258 |
108-039 |
109-226 |
|
|
| 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% |
0-180 |
0.5% |
7% |
False |
True |
6,631 |
| 10 |
111-040 |
110-038 |
1-002 |
0.9% |
0-170 |
0.5% |
6% |
False |
True |
176,907 |
| 20 |
112-238 |
110-038 |
2-200 |
2.4% |
0-165 |
0.5% |
2% |
False |
True |
764,519 |
| 40 |
114-078 |
110-038 |
4-040 |
3.7% |
0-195 |
0.6% |
2% |
False |
True |
867,623 |
| 60 |
114-078 |
109-108 |
4-290 |
4.5% |
0-212 |
0.6% |
17% |
False |
False |
927,018 |
| 80 |
114-078 |
109-058 |
5-020 |
4.6% |
0-209 |
0.6% |
20% |
False |
False |
985,469 |
| 100 |
114-078 |
109-058 |
5-020 |
4.6% |
0-207 |
0.6% |
20% |
False |
False |
790,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-014 |
|
2.618 |
111-143 |
|
1.618 |
111-025 |
|
1.000 |
110-272 |
|
0.618 |
110-228 |
|
HIGH |
110-155 |
|
0.618 |
110-110 |
|
0.500 |
110-096 |
|
0.382 |
110-082 |
|
LOW |
110-038 |
|
0.618 |
109-285 |
|
1.000 |
109-240 |
|
1.618 |
109-167 |
|
2.618 |
109-050 |
|
4.250 |
108-178 |
|
|
| Fisher Pivots for day following 12-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
110-096 |
110-164 |
| PP |
110-083 |
110-128 |
| S1 |
110-070 |
110-093 |
|