ECBOT 5 Year T-Note Future December 2022


Trading Metrics calculated at close of trading on 26-Aug-2022
Day Change Summary
Previous Current
25-Aug-2022 26-Aug-2022 Change Change % Previous Week
Open 111-058 111-132 0-075 0.2% 111-258
High 111-145 111-165 0-020 0.1% 111-295
Low 111-040 111-018 -0-022 -0.1% 111-018
Close 111-132 111-070 -0-062 -0.2% 111-070
Range 0-105 0-148 0-042 40.5% 0-278
ATR 0-189 0-186 -0-003 -1.6% 0-000
Volume 2,026,679 1,567,648 -459,031 -22.6% 6,363,526
Daily Pivots for day following 26-Aug-2022
Classic Woodie Camarilla DeMark
R4 112-207 112-126 111-151
R3 112-059 111-298 111-111
R2 111-232 111-232 111-097
R1 111-151 111-151 111-084 111-118
PP 111-084 111-084 111-084 111-068
S1 111-003 111-003 111-056 110-290
S2 110-257 110-257 111-043
S3 110-109 110-176 111-029
S4 109-282 110-028 110-309
Weekly Pivots for week ending 26-Aug-2022
Classic Woodie Camarilla DeMark
R4 114-000 113-152 111-223
R3 113-042 112-195 111-146
R2 112-085 112-085 111-121
R1 111-238 111-238 111-095 111-182
PP 111-128 111-128 111-128 111-100
S1 110-280 110-280 111-045 110-225
S2 110-170 110-170 111-019
S3 109-212 110-002 110-314
S4 108-255 109-045 110-237
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-295 111-018 0-278 0.8% 0-153 0.4% 19% False True 1,272,705
10 112-270 111-018 1-252 1.6% 0-161 0.5% 9% False True 673,062
20 114-105 111-018 3-088 2.9% 0-196 0.6% 5% False True 341,577
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-152
2.618 112-231
1.618 112-084
1.000 111-312
0.618 111-256
HIGH 111-165
0.618 111-109
0.500 111-091
0.382 111-074
LOW 111-018
0.618 110-246
1.000 110-190
1.618 110-099
2.618 109-271
4.250 109-031
Fisher Pivots for day following 26-Aug-2022
Pivot 1 day 3 day
R1 111-091 111-111
PP 111-084 111-098
S1 111-077 111-084

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

View Archives - Comment on this page... - Back to Index of Symbols