ECBOT 5 Year T-Note Future December 2022

Trading Metrics calculated at close of trading on 31-Aug-2022

Day Change Summary
	Previous	Current
	30-Aug-2022	31-Aug-2022	Change	Change %	Previous Week
Open	110-308	110-278	-0-030	-0.1%	111-258
High	111-055	110-302	-0-072	-0.2%	111-295
Low	110-208	110-160	-0-048	-0.1%	111-018
Close	110-262	110-262	0-000	0.0%	111-070
Range	0-168	0-142	-0-025	-14.9%	0-278
ATR	0-183	0-180	-0-003	-1.6%	0-000
Volume	1,023,226	1,093,529	70,303	6.9%	6,363,526

Daily Pivots for day following 31-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	112-029	111-288	111-021
R3	111-207	111-146	110-302
R2	111-064	111-064	110-289
R1	111-003	111-003	110-276	110-282
PP	110-242	110-242	110-242	110-221
S1	110-181	110-181	110-249	110-140
S2	110-099	110-099	110-236
S3	109-277	110-038	110-223
S4	109-134	109-216	110-184

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	111-165	110-160	1-005	0.9%	0-138	0.4%	32%	False	True	1,381,034
10	112-120	110-160	1-280	1.7%	0-153	0.4%	17%	False	True	988,600
20	113-145	110-160	2-305	2.7%	0-176	0.5%	11%	False	True	506,407

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	0-038
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112-268
2.618	112-036
1.618	111-213
1.000	111-125
0.618	111-071
HIGH	110-302
0.618	110-248
0.500	110-231
0.382	110-214
LOW	110-160
0.618	110-072
1.000	110-018
1.618	109-249
2.618	109-107
4.250	108-194

Fisher Pivots for day following 31-Aug-2022
Pivot	1 day	3 day
R1	110-252	110-268
PP	110-242	110-266
S1	110-231	110-264

Download as Excel Spreadsheet

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

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