ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 15-Sep-2022

Day Change Summary
	Previous	Current
	14-Sep-2022	15-Sep-2022	Change	Change %	Previous Week
Open	109-155	109-095	-0-060	-0.2%	110-292
High	109-195	109-110	-0-085	-0.2%	110-318
Low	109-065	109-032	-0-032	-0.1%	110-038
Close	109-150	109-042	-0-108	-0.3%	110-060
Range	0-130	0-078	-0-052	-40.4%	0-280
ATR	0-191	0-185	-0-005	-2.7%	0-000
Volume	2,932	1,301	-1,631	-55.6%	30,079

Daily Pivots for day following 15-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	109-294	109-246	109-085
R3	109-217	109-168	109-064
R2	109-139	109-139	109-057
R1	109-091	109-091	109-050	109-076
PP	109-062	109-062	109-062	109-054
S1	109-013	109-013	109-035	108-319
S2	108-304	108-304	109-028
S3	108-227	108-256	109-021
S4	108-149	108-178	109-000

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	110-208	109-032	1-175	1.4%	0-167	0.5%	2%	False	True	4,206
10	110-318	109-032	1-285	1.7%	0-184	0.5%	2%	False	True	11,040
20	112-090	109-032	3-058	2.9%	0-168	0.5%	1%	False	True	649,522
40	114-078	109-032	5-045	4.7%	0-197	0.6%	1%	False	True	818,895
60	114-078	109-032	5-045	4.7%	0-208	0.6%	1%	False	True	872,615
80	114-078	109-032	5-045	4.7%	0-209	0.6%	1%	False	True	978,660
100	114-078	109-032	5-045	4.7%	0-208	0.6%	1%	False	True	790,149

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-041
Narrowest range in 75 trading days

Fibonacci Retracements and Extensions
4.250	110-119
2.618	109-313
1.618	109-235
1.000	109-188
0.618	109-158
HIGH	109-110
0.618	109-080
0.500	109-071
0.382	109-062
LOW	109-032
0.618	108-305
1.000	108-275
1.618	108-227
2.618	108-150
4.250	108-023

Fisher Pivots for day following 15-Sep-2022
Pivot	1 day	3 day
R1	109-071	109-256
PP	109-062	109-185
S1	109-052	109-114

Download as Excel Spreadsheet

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

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