ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 29-Aug-2022

Day Change Summary
	Previous	Current
	26-Aug-2022	29-Aug-2022	Change	Change %	Previous Week
Open	111-132	111-010	-0-122	-0.3%	111-258
High	111-165	111-032	-0-132	-0.4%	111-295
Low	111-018	110-228	-0-110	-0.3%	111-018
Close	111-070	110-285	-0-105	-0.3%	111-070
Range	0-148	0-125	-0-022	-15.3%	0-278
ATR	0-186	0-184	-0-002	-0.9%	0-000
Volume	1,567,648	1,194,089	-373,559	-23.8%	6,363,526

Daily Pivots for day following 29-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	112-023	111-279	111-034
R3	111-218	111-154	110-319
R2	111-093	111-093	110-308
R1	111-029	111-029	110-296	110-319
PP	110-288	110-288	110-288	110-273
S1	110-224	110-224	110-274	110-194
S2	110-163	110-163	110-262
S3	110-038	110-099	110-251
S4	109-233	109-294	110-216

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	111-260	110-228	1-032	1.0%	0-144	0.4%	16%	False	True	1,467,248
10	112-258	110-228	2-030	1.9%	0-156	0.4%	9%	False	True	789,444
20	114-105	110-228	3-198	3.3%	0-197	0.6%	5%	False	True	401,263

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	0-032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112-244
2.618	112-040
1.618	111-235
1.000	111-158
0.618	111-110
HIGH	111-032
0.618	110-305
0.500	110-290
0.382	110-275
LOW	110-228
0.618	110-150
1.000	110-102
1.618	110-025
2.618	109-220
4.250	109-016

Fisher Pivots for day following 29-Aug-2022
Pivot	1 day	3 day
R1	110-290	111-036
PP	110-288	111-012
S1	110-287	110-309

Download as Excel Spreadsheet

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

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