ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 15-Aug-2022

Day Change Summary
	Previous	Current
	12-Aug-2022	15-Aug-2022	Change	Change %	Previous Week
Open	112-115	112-148	0-032	0.1%	112-110
High	112-202	112-270	0-068	0.2%	113-080
Low	112-090	112-098	0-008	0.0%	112-082
Close	112-120	112-212	0-092	0.3%	112-120
Range	0-112	0-172	0-060	53.3%	0-318
ATR	0-215	0-212	-0-003	-1.4%	0-000
Volume	22,591	30,270	7,679	34.0%	75,699

Daily Pivots for day following 15-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	114-071	113-314	112-307
R3	113-218	113-142	112-260
R2	113-046	113-046	112-244
R1	112-289	112-289	112-228	113-008
PP	112-193	112-193	112-193	112-212
S1	112-117	112-117	112-197	112-155
S2	112-021	112-021	112-181
S3	111-168	111-264	112-165
S4	110-316	111-092	112-118

Weekly Pivots for week ending 12-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	115-193	114-314	112-295
R3	114-196	113-317	112-207
R2	113-198	113-198	112-178
R1	112-319	112-319	112-149	113-099
PP	112-201	112-201	112-201	112-251
S1	112-002	112-002	112-091	112-101
S2	111-203	111-203	112-062
S3	110-206	111-004	112-033
S4	109-208	110-007	111-265

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-080	112-082	0-318	0.9%	0-194	0.5%	41%	False	False	20,977
10	114-105	112-082	2-022	1.8%	0-237	0.7%	20%	False	False	13,083

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-043
2.618	114-082
1.618	113-229
1.000	113-122
0.618	113-057
HIGH	112-270
0.618	112-204
0.500	112-184
0.382	112-163
LOW	112-098
0.618	111-311
1.000	111-245
1.618	111-138
2.618	110-286
4.250	110-004

Fisher Pivots for day following 15-Aug-2022
Pivot	1 day	3 day
R1	112-203	112-210
PP	112-193	112-208
S1	112-184	112-205

Download as Excel Spreadsheet

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

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