ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 18-Aug-2022

Day Change Summary
	Previous	Current
	17-Aug-2022	18-Aug-2022	Change	Change %	Previous Week
Open	112-122	112-010	-0-112	-0.3%	112-110
High	112-138	112-120	-0-018	0.0%	113-080
Low	111-262	111-270	0-008	0.0%	112-082
Close	112-002	112-032	0-030	0.1%	112-120
Range	0-195	0-170	-0-025	-12.8%	0-318
ATR	0-206	0-204	-0-003	-1.3%	0-000
Volume	64,567	101,834	37,267	57.7%	75,699

Daily Pivots for day following 18-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-224	113-138	112-126
R3	113-054	112-288	112-079
R2	112-204	112-204	112-064
R1	112-118	112-118	112-048	112-161
PP	112-034	112-034	112-034	112-056
S1	111-268	111-268	112-017	111-311
S2	111-184	111-184	112-001
S3	111-014	111-098	111-306
S4	110-164	110-248	111-259

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	112-270	111-262	1-008	0.9%	0-160	0.4%	27%	False	False	55,977
10	113-120	111-262	1-178	1.4%	0-197	0.5%	18%	False	False	33,532
20	114-105	111-262	2-162	2.2%	0-203	0.6%	11%	False	False	17,985

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	0-034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-202
2.618	113-245
1.618	113-075
1.000	112-290
0.618	112-225
HIGH	112-120
0.618	112-055
0.500	112-035
0.382	112-015
LOW	111-270
0.618	111-165
1.000	111-100
1.618	110-315
2.618	110-145
4.250	109-188

Fisher Pivots for day following 18-Aug-2022
Pivot	1 day	3 day
R1	112-035	112-100
PP	112-034	112-078
S1	112-033	112-055

Download as Excel Spreadsheet

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

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