ECBOT 5 Year T-Note Future September 2022

Trading Metrics calculated at close of trading on 22-Sep-2022

Day Change Summary
	Previous	Current
	21-Sep-2022	22-Sep-2022	Change	Change %	Previous Week
Open	109-030	108-192	-0-158	-0.5%	110-080
High	109-030	108-225	-0-125	-0.4%	110-160
Low	108-138	108-012	-0-125	-0.4%	109-008
Close	109-015	108-020	-0-315	-0.9%	109-115
Range	0-212	0-212	0-000	0.0%	1-152
ATR	0-176	0-187	0-010	5.9%	0-000
Volume	93	535	442	475.3%	18,645

Daily Pivots for day following 22-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	110-083	109-264	108-137
R3	109-191	109-052	108-078
R2	108-298	108-298	108-059
R1	108-159	108-159	108-039	108-122
PP	108-086	108-086	108-086	108-068
S1	107-267	107-267	108-001	107-230
S2	107-193	107-193	107-301
S3	106-301	107-054	107-282
S4	106-088	106-162	107-223

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	108-012	1-120	1.3%	0-148	0.4%	2%	False	True	443
10	110-208	108-012	2-195	2.4%	0-158	0.5%	1%	False	True	2,324
20	111-150	108-012	3-138	3.2%	0-162	0.5%	1%	False	True	307,902
40	114-078	108-012	6-065	5.7%	0-186	0.5%	0%	False	True	692,731
60	114-078	108-012	6-065	5.7%	0-202	0.6%	0%	False	True	787,259
80	114-078	108-012	6-065	5.7%	0-209	0.6%	0%	False	True	875,558
100	114-078	108-012	6-065	5.7%	0-205	0.6%	0%	False	True	790,143

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
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	0-036

Fibonacci Retracements and Extensions
4.250	111-168
2.618	110-141
1.618	109-249
1.000	109-118
0.618	109-036
HIGH	108-225
0.618	108-144
0.500	108-119
0.382	108-094
LOW	108-012
0.618	107-201
1.000	107-120
1.618	106-309
2.618	106-096
4.250	105-069

Fisher Pivots for day following 22-Sep-2022
Pivot	1 day	3 day
R1	108-119	108-186
PP	108-086	108-131
S1	108-053	108-075

Download as Excel Spreadsheet

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

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