ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 19-Aug-2022

Day Change Summary
	Previous	Current
	18-Aug-2022	19-Aug-2022	Change	Change %	Previous Week
Open	112-010	112-040	0-030	0.1%	112-148
High	112-120	112-052	-0-068	-0.2%	112-270
Low	111-270	111-210	-0-060	-0.2%	111-210
Close	112-032	111-232	-0-120	-0.3%	111-232
Range	0-170	0-162	-0-008	-4.4%	1-060
ATR	0-204	0-201	-0-003	-1.4%	0-000
Volume	101,834	109,801	7,967	7.8%	367,097

Daily Pivots for day following 19-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-119	113-018	112-002
R3	112-277	112-176	111-277
R2	112-114	112-114	111-262
R1	112-013	112-013	111-247	111-302
PP	111-272	111-272	111-272	111-256
S1	111-171	111-171	111-218	111-140
S2	111-109	111-109	111-203
S3	110-267	111-008	111-188
S4	110-104	110-166	111-143

Weekly Pivots for week ending 19-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	115-204	114-278	112-122
R3	114-144	113-218	112-017
R2	113-084	113-084	111-302
R1	112-158	112-158	111-267	112-091
PP	112-024	112-024	112-024	111-311
S1	111-098	111-098	111-198	111-031
S2	110-284	110-284	111-163
S3	109-224	110-038	111-128
S4	108-164	108-298	111-024

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-270	111-210	1-060	1.1%	0-170	0.5%	6%	False	True	73,419
10	113-080	111-210	1-190	1.4%	0-179	0.5%	4%	False	True	44,279
20	114-105	111-210	2-215	2.4%	0-200	0.6%	3%	False	True	23,434

Crabel Price Patterns
NR	True
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	0-033
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114-103
2.618	113-158
1.618	112-315
1.000	112-215
0.618	112-153
HIGH	112-052
0.618	111-310
0.500	111-291
0.382	111-272
LOW	111-210
0.618	111-110
1.000	111-048
1.618	110-267
2.618	110-105
4.250	109-159

Fisher Pivots for day following 19-Aug-2022
Pivot	1 day	3 day
R1	111-291	112-014
PP	111-272	111-300
S1	111-252	111-266

Download as Excel Spreadsheet

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

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