ECBOT 5 Year T-Note Future September 2022


Trading Metrics calculated at close of trading on 19-Sep-2022
Day Change Summary
Previous Current
16-Sep-2022 19-Sep-2022 Change Change % Previous Week
Open 109-052 109-055 0-002 0.0% 110-080
High 109-132 109-055 -0-078 -0.2% 110-160
Low 109-008 108-302 -0-025 -0.1% 109-008
Close 109-115 109-010 -0-105 -0.3% 109-115
Range 0-125 0-072 -0-052 -42.0% 1-152
ATR 0-181 0-178 -0-003 -1.9% 0-000
Volume 884 616 -268 -30.3% 18,645
Daily Pivots for day following 19-Sep-2022
Classic Woodie Camarilla DeMark
R4 109-233 109-194 109-050
R3 109-161 109-122 109-030
R2 109-088 109-088 109-023
R1 109-049 109-049 109-017 109-032
PP 109-016 109-016 109-016 109-008
S1 108-297 108-297 109-003 108-280
S2 108-263 108-263 108-317
S3 108-191 108-224 108-310
S4 108-118 108-152 108-290
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
5 110-160 108-302 1-178 1.4% 0-152 0.4% 6% False True 3,237
10 110-318 108-302 2-015 1.9% 0-166 0.5% 4% False True 4,934
20 111-272 108-302 2-290 2.7% 0-161 0.5% 3% False True 565,624
40 114-078 108-302 5-095 4.9% 0-185 0.5% 2% False True 758,523
60 114-078 108-302 5-095 4.9% 0-201 0.6% 2% False True 830,191
80 114-078 108-302 5-095 4.9% 0-207 0.6% 2% False True 941,970
100 114-078 108-302 5-095 4.9% 0-205 0.6% 2% False True 790,157
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Narrowest range in 114 trading days
Fibonacci Retracements and Extensions
4.250 110-043
2.618 109-245
1.618 109-172
1.000 109-128
0.618 109-100
HIGH 109-055
0.618 109-027
0.500 109-019
0.382 109-010
LOW 108-302
0.618 108-258
1.000 108-230
1.618 108-185
2.618 108-113
4.250 107-314
Fisher Pivots for day following 19-Sep-2022
Pivot 1 day 3 day
R1 109-019 109-058
PP 109-016 109-042
S1 109-013 109-026

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

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