ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 23-Aug-2022

Day Change Summary
	Previous	Current
	22-Aug-2022	23-Aug-2022	Change	Change %	Previous Week
Open	111-258	111-160	-0-098	-0.3%	112-148
High	111-295	111-260	-0-035	-0.1%	112-270
Low	111-122	111-092	-0-030	-0.1%	111-210
Close	111-132	111-140	0-008	0.0%	111-232
Range	0-172	0-168	-0-005	-2.9%	1-060
ATR	0-199	0-197	-0-002	-1.1%	0-000
Volume	221,371	846,313	624,942	282.3%	367,097

Daily Pivots for day following 23-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	113-027	112-251	111-232
R3	112-179	112-083	111-186
R2	112-012	112-012	111-171
R1	111-236	111-236	111-155	111-200
PP	111-164	111-164	111-164	111-146
S1	111-068	111-068	111-125	111-032
S2	110-317	110-317	111-109
S3	110-149	110-221	111-094
S4	109-302	110-053	111-048

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	112-138	111-092	1-045	1.0%	0-174	0.5%	13%	False	True	268,777
10	113-080	111-092	1-308	1.8%	0-184	0.5%	8%	False	True	150,051
20	114-105	111-092	3-012	2.7%	0-205	0.6%	5%	False	True	76,806

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	0-042
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-012
2.618	113-059
1.618	112-211
1.000	112-108
0.618	112-044
HIGH	111-260
0.618	111-196
0.500	111-176
0.382	111-156
LOW	111-092
0.618	110-309
1.000	110-245
1.618	110-141
2.618	109-294
4.250	109-021

Fisher Pivots for day following 23-Aug-2022
Pivot	1 day	3 day
R1	111-176	111-232
PP	111-164	111-202
S1	111-152	111-171

Download as Excel Spreadsheet

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

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