ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 16-Sep-2022

Day Change Summary
	Previous	Current
	15-Sep-2022	16-Sep-2022	Change	Change %	Previous Week
Open	109-095	109-052	-0-042	-0.1%	110-080
High	109-110	109-132	0-022	0.1%	110-160
Low	109-032	109-008	-0-025	-0.1%	109-008
Close	109-042	109-115	0-072	0.2%	109-115
Range	0-078	0-125	0-048	61.3%	1-152
ATR	0-185	0-181	-0-004	-2.3%	0-000
Volume	1,301	884	-417	-32.1%	18,645

Daily Pivots for day following 16-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	110-140	110-092	109-184
R3	110-015	109-288	109-149
R2	109-210	109-210	109-138
R1	109-162	109-162	109-126	109-186
PP	109-085	109-085	109-085	109-097
S1	109-038	109-038	109-104	109-061
S2	108-280	108-280	109-092
S3	108-155	108-232	109-081
S4	108-030	108-108	109-046

Weekly Pivots for week ending 16-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	114-018	113-059	110-055
R3	112-186	111-227	109-245
R2	111-033	111-033	109-202
R1	110-074	110-074	109-158	109-298
PP	109-201	109-201	109-201	109-152
S1	108-242	108-242	109-072	108-145
S2	108-048	108-048	109-028
S3	106-216	107-089	108-305
S4	105-063	105-257	108-175

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110-160	109-008	1-152	1.4%	0-162	0.5%	23%	False	True	3,729
10	110-318	109-008	1-310	1.8%	0-180	0.5%	17%	False	True	7,609
20	112-028	109-008	3-020	2.8%	0-165	0.5%	11%	False	True	604,423
40	114-078	109-008	5-070	4.8%	0-191	0.5%	6%	False	True	788,967
60	114-078	109-008	5-070	4.8%	0-205	0.6%	6%	False	True	855,315
80	114-078	109-008	5-070	4.8%	0-209	0.6%	6%	False	True	968,828
100	114-078	109-008	5-070	4.8%	0-208	0.6%	6%	False	True	790,158

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-041
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111-024
2.618	110-140
1.618	110-015
1.000	109-258
0.618	109-210
HIGH	109-132
0.618	109-085
0.500	109-070
0.382	109-055
LOW	109-008
0.618	108-250
1.000	108-202
1.618	108-125
2.618	108-000
4.250	107-116

Fisher Pivots for day following 16-Sep-2022
Pivot	1 day	3 day
R1	109-100	109-110
PP	109-085	109-106
S1	109-070	109-101

Download as Excel Spreadsheet

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

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