ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 11-Aug-2022

Day Change Summary
	Previous	Current
	10-Aug-2022	11-Aug-2022	Change	Change %	Previous Week
Open	112-128	112-220	0-092	0.3%	114-002
High	113-080	113-000	-0-080	-0.2%	114-105
Low	112-082	112-095	0-012	0.0%	112-098
Close	112-205	112-118	-0-088	-0.2%	112-120
Range	0-318	0-225	-0-092	-29.1%	2-008
ATR	0-223	0-223	0-000	0.1%	0-000
Volume	19,587	23,556	3,969	20.3%	25,229

Daily Pivots for day following 11-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	114-212	114-070	112-241
R3	113-308	113-165	112-179
R2	113-082	113-082	112-159
R1	112-260	112-260	112-138	112-219
PP	112-178	112-178	112-178	112-157
S1	112-035	112-035	112-097	111-314
S2	111-272	111-272	112-076
S3	111-048	111-130	112-056
S4	110-142	110-225	111-314

Weekly Pivots for week ending 05-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	119-023	117-239	113-156
R3	117-016	115-232	112-298
R2	115-008	115-008	112-239
R1	113-224	113-224	112-179	113-112
PP	113-001	113-001	113-001	112-265
S1	111-217	111-217	112-061	111-105
S2	110-313	110-313	112-001
S3	108-306	109-209	111-262
S4	106-298	107-202	111-084

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-120	112-082	1-038	1.0%	0-235	0.7%	10%	False	False	11,086
10	114-105	112-082	2-022	1.8%	0-233	0.6%	5%	False	False	7,849

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-316
2.618	114-269
1.618	114-044
1.000	113-225
0.618	113-139
HIGH	113-000
0.618	112-234
0.500	112-208
0.382	112-181
LOW	112-095
0.618	111-276
1.000	111-190
1.618	111-051
2.618	110-146
4.250	109-099

Fisher Pivots for day following 11-Aug-2022
Pivot	1 day	3 day
R1	112-208	112-241
PP	112-178	112-200
S1	112-148	112-159

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols