ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 14-Sep-2022

Day Change Summary
	Previous	Current
	13-Sep-2022	14-Sep-2022	Change	Change %	Previous Week
Open	110-098	109-155	-0-262	-0.7%	110-292
High	110-160	109-195	-0-285	-0.8%	110-318
Low	109-122	109-065	-0-058	-0.2%	110-038
Close	109-165	109-150	-0-015	0.0%	110-060
Range	1-038	0-130	-0-228	-63.6%	0-280
ATR	0-195	0-191	-0-005	-2.4%	0-000
Volume	10,452	2,932	-7,520	-71.9%	30,079

Daily Pivots for day following 14-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	110-207	110-148	109-222
R3	110-077	110-018	109-186
R2	109-267	109-267	109-174
R1	109-208	109-208	109-162	109-172
PP	109-137	109-137	109-137	109-119
S1	109-078	109-078	109-138	109-042
S2	109-007	109-007	109-126
S3	108-197	108-268	109-114
S4	108-067	108-138	109-078

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	109-065	1-225	1.6%	0-192	0.5%	16%	False	True	4,968
10	110-318	109-065	1-252	1.6%	0-190	0.5%	15%	False	True	22,142
20	112-108	109-065	3-042	2.9%	0-174	0.5%	8%	False	True	700,477
40	114-078	109-065	5-012	4.6%	0-199	0.6%	5%	False	True	836,528
60	114-078	109-065	5-012	4.6%	0-208	0.6%	5%	False	True	886,230
80	114-078	109-058	5-020	4.6%	0-210	0.6%	6%	False	False	982,470
100	114-078	109-058	5-020	4.6%	0-209	0.6%	6%	False	False	790,138

Crabel Price Patterns
NR	True
NR4	False
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	0-043
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111-108
2.618	110-215
1.618	110-085
1.000	110-005
0.618	109-275
HIGH	109-195
0.618	109-145
0.500	109-130
0.382	109-115
LOW	109-065
0.618	108-305
1.000	108-255
1.618	108-175
2.618	108-045
4.250	107-152

Fisher Pivots for day following 14-Sep-2022
Pivot	1 day	3 day
R1	109-143	109-272
PP	109-137	109-232
S1	109-130	109-191

Download as Excel Spreadsheet

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

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