ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 13-Sep-2022

Day Change Summary
	Previous	Current
	12-Sep-2022	13-Sep-2022	Change	Change %	Previous Week
Open	110-080	110-098	0-018	0.0%	110-292
High	110-155	110-160	0-005	0.0%	110-318
Low	110-038	109-122	-0-235	-0.7%	110-038
Close	110-058	109-165	-0-212	-0.6%	110-060
Range	0-118	1-038	0-240	204.3%	0-280
ATR	0-183	0-195	0-012	6.8%	0-000
Volume	3,076	10,452	7,376	239.8%	30,079

Daily Pivots for day following 13-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-048	112-144	110-042
R3	112-011	111-107	109-263
R2	110-293	110-293	109-231
R1	110-069	110-069	109-198	110-002
PP	109-256	109-256	109-256	109-222
S1	109-032	109-032	109-132	108-285
S2	108-218	108-218	109-099
S3	107-181	107-314	109-067
S4	106-143	106-277	108-288

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	110-290	109-122	1-168	1.4%	0-198	0.6%	9%	False	True	5,921
10	111-040	109-122	1-238	1.6%	0-193	0.6%	8%	False	True	68,062
20	112-228	109-122	3-105	3.0%	0-174	0.5%	4%	False	True	735,439
40	114-078	109-122	4-275	4.4%	0-199	0.6%	3%	False	True	852,023
60	114-078	109-122	4-275	4.4%	0-210	0.6%	3%	False	True	901,380
80	114-078	109-058	5-020	4.6%	0-211	0.6%	7%	False	False	985,166
100	114-078	109-058	5-020	4.6%	0-209	0.6%	7%	False	False	790,109

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-047
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	115-079
2.618	113-136
1.618	112-098
1.000	111-198
0.618	111-061
HIGH	110-160
0.618	110-023
0.500	109-301
0.382	109-259
LOW	109-122
0.618	108-222
1.000	108-085
1.618	107-184
2.618	106-147
4.250	104-203

Fisher Pivots for day following 13-Sep-2022
Pivot	1 day	3 day
R1	109-301	110-005
PP	109-256	109-272
S1	109-210	109-218

Download as Excel Spreadsheet

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

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