ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 21-Sep-2022

Day Change Summary
	Previous	Current
	20-Sep-2022	21-Sep-2022	Change	Change %	Previous Week
Open	108-302	109-030	0-048	0.1%	110-080
High	109-040	109-030	-0-010	0.0%	110-160
Low	108-240	108-138	-0-102	-0.3%	109-008
Close	108-258	109-015	0-078	0.2%	109-115
Range	0-120	0-212	0-092	77.1%	1-152
ATR	0-173	0-176	0-003	1.6%	0-000
Volume	91	93	2	2.2%	18,645

Daily Pivots for day following 21-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	110-272	110-196	109-132
R3	110-059	109-303	109-073
R2	109-167	109-167	109-054
R1	109-091	109-091	109-034	109-022
PP	108-274	108-274	108-274	108-240
S1	108-198	108-198	108-316	108-130
S2	108-062	108-062	108-296
S3	107-169	107-306	108-277
S4	106-277	107-093	108-218

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	109-132	108-138	0-315	0.9%	0-122	0.3%	63%	False	True	597
10	110-290	108-138	2-152	2.3%	0-157	0.4%	25%	False	True	2,782
20	111-188	108-138	3-050	2.9%	0-160	0.5%	20%	False	True	426,203
40	114-078	108-138	5-260	5.3%	0-186	0.5%	11%	False	True	717,666
60	114-078	108-138	5-260	5.3%	0-200	0.6%	11%	False	True	799,072
80	114-078	108-138	5-260	5.3%	0-208	0.6%	11%	False	True	885,906
100	114-078	108-138	5-260	5.3%	0-205	0.6%	11%	False	True	790,143

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	111-293
2.618	110-266
1.618	110-054
1.000	109-242
0.618	109-161
HIGH	109-030
0.618	108-269
0.500	108-244
0.382	108-219
LOW	108-138
0.618	108-006
1.000	107-245
1.618	107-114
2.618	106-221
4.250	105-194

Fisher Pivots for day following 21-Sep-2022
Pivot	1 day	3 day
R1	108-305	108-309
PP	108-274	108-282
S1	108-244	108-256

Download as Excel Spreadsheet

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

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