ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 17-Aug-2022

Day Change Summary
	Previous	Current
	16-Aug-2022	17-Aug-2022	Change	Change %	Previous Week
Open	112-245	112-122	-0-122	-0.3%	112-110
High	112-258	112-138	-0-120	-0.3%	113-080
Low	112-110	111-262	-0-168	-0.5%	112-082
Close	112-135	112-002	-0-132	-0.4%	112-120
Range	0-148	0-195	0-048	32.2%	0-318
ATR	0-207	0-206	-0-001	-0.4%	0-000
Volume	60,625	64,567	3,942	6.5%	75,699

Daily Pivots for day following 17-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-292	113-182	112-110
R3	113-098	112-308	112-056
R2	112-222	112-222	112-038
R1	112-112	112-112	112-020	112-070
PP	112-028	112-028	112-028	112-006
S1	111-238	111-238	111-305	111-195
S2	111-152	111-152	111-287
S3	110-278	111-042	111-269
S4	110-082	110-168	111-215

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	113-000	111-262	1-058	1.1%	0-170	0.5%	16%	False	True	40,321
10	113-145	111-262	1-202	1.5%	0-198	0.6%	11%	False	True	24,215
20	114-105	111-138	2-288	2.6%	0-210	0.6%	20%	False	False	12,894

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-032
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	115-006
2.618	114-008
1.618	113-133
1.000	113-012
0.618	112-258
HIGH	112-138
0.618	112-063
0.500	112-040
0.382	112-017
LOW	111-262
0.618	111-142
1.000	111-068
1.618	110-267
2.618	110-072
4.250	109-074

Fisher Pivots for day following 17-Aug-2022
Pivot	1 day	3 day
R1	112-040	112-106
PP	112-028	112-072
S1	112-015	112-037

Download as Excel Spreadsheet

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

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