ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 30-Aug-2022

Day Change Summary
	Previous	Current
	29-Aug-2022	30-Aug-2022	Change	Change %	Previous Week
Open	111-010	110-308	-0-022	-0.1%	111-258
High	111-032	111-055	0-022	0.1%	111-295
Low	110-228	110-208	-0-020	-0.1%	111-018
Close	110-285	110-262	-0-022	-0.1%	111-070
Range	0-125	0-168	0-042	34.0%	0-278
ATR	0-184	0-183	-0-001	-0.6%	0-000
Volume	1,194,089	1,023,226	-170,863	-14.3%	6,363,526

Daily Pivots for day following 30-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	112-144	112-051	111-035
R3	111-297	111-203	110-309
R2	111-129	111-129	110-293
R1	111-036	111-036	110-278	110-319
PP	110-282	110-282	110-282	110-263
S1	110-188	110-188	110-247	110-151
S2	110-114	110-114	110-232
S3	109-267	110-021	110-216
S4	109-099	109-173	110-170

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	111-205	110-208	0-318	0.9%	0-144	0.4%	17%	False	True	1,502,631
10	112-138	110-208	1-250	1.6%	0-158	0.4%	10%	False	True	885,704
20	113-145	110-208	2-258	2.5%	0-182	0.5%	6%	False	True	451,946

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	113-127
2.618	112-174
1.618	112-006
1.000	111-222
0.618	111-159
HIGH	111-055
0.618	110-311
0.500	110-291
0.382	110-271
LOW	110-208
0.618	110-104
1.000	110-040
1.618	109-256
2.618	109-089
4.250	108-136

Fisher Pivots for day following 30-Aug-2022
Pivot	1 day	3 day
R1	110-291	111-026
PP	110-282	110-318
S1	110-272	110-290

Download as Excel Spreadsheet

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

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