ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 24-Aug-2022

Day Change Summary
	Previous	Current
	23-Aug-2022	24-Aug-2022	Change	Change %	Previous Week
Open	111-160	111-162	0-002	0.0%	112-148
High	111-260	111-205	-0-055	-0.2%	112-270
Low	111-092	111-032	-0-060	-0.2%	111-210
Close	111-140	111-065	-0-075	-0.2%	111-232
Range	0-168	0-172	0-005	3.0%	1-060
ATR	0-197	0-195	-0-002	-0.9%	0-000
Volume	846,313	1,701,515	855,202	101.1%	367,097

Daily Pivots for day following 24-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	112-298	112-194	111-160
R3	112-126	112-022	111-112
R2	111-273	111-273	111-097
R1	111-169	111-169	111-081	111-135
PP	111-101	111-101	111-101	111-084
S1	110-317	110-317	111-049	110-282
S2	110-248	110-248	111-033
S3	110-076	110-144	111-018
S4	109-223	109-292	110-290

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	112-120	111-032	1-088	1.1%	0-169	0.5%	8%	False	True	596,166
10	113-000	111-032	1-288	1.7%	0-170	0.5%	5%	False	True	318,244
20	114-105	111-032	3-072	2.9%	0-206	0.6%	3%	False	True	161,874

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	0-042
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-298
2.618	113-017
1.618	112-164
1.000	112-058
0.618	111-312
HIGH	111-205
0.618	111-139
0.500	111-119
0.382	111-098
LOW	111-032
0.618	110-246
1.000	110-180
1.618	110-073
2.618	109-221
4.250	108-259

Fisher Pivots for day following 24-Aug-2022
Pivot	1 day	3 day
R1	111-119	111-164
PP	111-101	111-131
S1	111-083	111-098

Download as Excel Spreadsheet

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

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