ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 20-Sep-2022

Day Change Summary
	Previous	Current
	19-Sep-2022	20-Sep-2022	Change	Change %	Previous Week
Open	109-055	108-302	-0-072	-0.2%	110-080
High	109-055	109-040	-0-015	0.0%	110-160
Low	108-302	108-240	-0-062	-0.2%	109-008
Close	109-010	108-258	-0-072	-0.2%	109-115
Range	0-072	0-120	0-048	65.5%	1-152
ATR	0-178	0-173	-0-004	-2.3%	0-000
Volume	616	91	-525	-85.2%	18,645

Daily Pivots for day following 20-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	110-006	109-252	109-004
R3	109-206	109-132	108-290
R2	109-086	109-086	108-280
R1	109-012	109-012	108-268	108-309
PP	108-286	108-286	108-286	108-274
S1	108-212	108-212	108-246	108-189
S2	108-166	108-166	108-236
S3	108-046	108-092	108-224
S4	107-246	107-292	108-192

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	109-195	108-240	0-275	0.8%	0-105	0.3%	6%	False	True	1,164
10	110-290	108-240	2-050	2.0%	0-151	0.4%	3%	False	True	3,543
20	111-240	108-240	3-000	2.8%	0-158	0.5%	2%	False	True	516,751
40	114-078	108-240	5-158	5.0%	0-185	0.5%	1%	False	True	738,622
60	114-078	108-240	5-158	5.0%	0-200	0.6%	1%	False	True	814,066
80	114-078	108-240	5-158	5.0%	0-207	0.6%	1%	False	True	904,270
100	114-078	108-240	5-158	5.0%	0-205	0.6%	1%	False	True	790,144

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-043
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	110-230
2.618	110-034
1.618	109-234
1.000	109-160
0.618	109-114
HIGH	109-040
0.618	108-314
0.500	108-300
0.382	108-286
LOW	108-240
0.618	108-166
1.000	108-120
1.618	108-046
2.618	107-246
4.250	107-050

Fisher Pivots for day following 20-Sep-2022
Pivot	1 day	3 day
R1	108-300	109-026
PP	108-286	108-317
S1	108-272	108-287

Download as Excel Spreadsheet

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

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