ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 22-Aug-2022

Day Change Summary
	Previous	Current
	19-Aug-2022	22-Aug-2022	Change	Change %	Previous Week
Open	112-040	111-258	-0-102	-0.3%	112-148
High	112-052	111-295	-0-078	-0.2%	112-270
Low	111-210	111-122	-0-088	-0.2%	111-210
Close	111-232	111-132	-0-100	-0.3%	111-232
Range	0-162	0-172	0-010	6.2%	1-060
ATR	0-201	0-199	-0-002	-1.0%	0-000
Volume	109,801	221,371	111,570	101.6%	367,097

Daily Pivots for day following 22-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-061	112-269	111-227
R3	112-208	112-097	111-180
R2	112-036	112-036	111-164
R1	111-244	111-244	111-148	111-214
PP	111-183	111-183	111-183	111-168
S1	111-072	111-072	111-117	111-041
S2	111-011	111-011	111-101
S3	110-158	110-219	111-085
S4	109-306	110-047	111-038

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	112-258	111-122	1-135	1.3%	0-170	0.5%	2%	False	True	111,639
10	113-080	111-122	1-278	1.7%	0-182	0.5%	2%	False	True	66,308
20	114-105	111-122	2-302	2.6%	0-204	0.6%	1%	False	True	34,497

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	0-036
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114-068
2.618	113-107
1.618	112-254
1.000	112-148
0.618	112-082
HIGH	111-295
0.618	111-229
0.500	111-209
0.382	111-188
LOW	111-122
0.618	111-016
1.000	110-270
1.618	110-163
2.618	109-311
4.250	109-029

Fisher Pivots for day following 22-Aug-2022
Pivot	1 day	3 day
R1	111-209	111-281
PP	111-183	111-232
S1	111-158	111-182

Download as Excel Spreadsheet

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

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